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iShares ESG Aware MSCI USA Small-Cap ETF ESML

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Market datapartial · fetched 2026-10-22T21:09:16.825Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:10:02.458072995Z

FundamentalsAlpha Vantage · unavailable

Share price$52.90
1D+0.5%
AH$52.38$52.53$52.67$52.82$52.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMESML
Sold putSold callAH

iShares ESG Aware MSCI USA Small-Cap ETF options

Live interpolated ESML call and put midpoint premiums by absolute delta.iShares ESG Aware MSCI USA Small-Cap ETF$0.37$1.40$2.43$3.46$4.48$48.24$50.43$52.61$54.80$56.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ESML spot · $52.90ESML PRICE$0.49$0.56$0.64$0.73$0.82$0.98$1.14$1.34$1.57$1.80$2.11$2.42$2.84$0.61$0.69$0.77$0.91$1.07$1.25$1.44$1.67$1.91$2.31$2.74$3.27$4.19
PutsExpensive1.84×
CallsExpensive1.48×
SkewBearish+3.86 pp
Implied moveBearish±$2.58
TiltBearish13.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.2930.4%9.2%49.1034.9%8.3%
25Δ55.9426.0%6.8%50.3129.9%6.2%
30Δ55.0923.4%5.3%51.1926.2%4.7%
35Δ54.4921.5%4.4%51.7625.0%3.9%
40Δ53.9420.0%3.5%52.2624.2%3.2%
45Δ53.5519.8%3.1%52.7323.6%2.7%
50Δ53.1619.7%2.6%53.1823.1%2.2%
55Δ52.7719.8%2.3%53.6122.9%1.8%
60Δ52.3820.0%2.0%54.0522.7%1.4%
65Δ51.9920.3%1.7%54.5923.5%1.2%
70Δ51.5520.4%1.4%55.1524.3%0.9%
75Δ51.1120.5%1.2%55.8025.0%0.7%
80Δ50.5820.7%1.0%56.8327.5%0.5%

20Δ

Calls
Pseudo strike
57.29
IV
30.4%
B/E move
9.2%
Puts
Pseudo strike
49.10
IV
34.9%
B/E move
8.3%

25Δ

Calls
Pseudo strike
55.94
IV
26.0%
B/E move
6.8%
Puts
Pseudo strike
50.31
IV
29.9%
B/E move
6.2%

30Δ

Calls
Pseudo strike
55.09
IV
23.4%
B/E move
5.3%
Puts
Pseudo strike
51.19
IV
26.2%
B/E move
4.7%

35Δ

Calls
Pseudo strike
54.49
IV
21.5%
B/E move
4.4%
Puts
Pseudo strike
51.76
IV
25.0%
B/E move
3.9%

40Δ

Calls
Pseudo strike
53.94
IV
20.0%
B/E move
3.5%
Puts
Pseudo strike
52.26
IV
24.2%
B/E move
3.2%

45Δ

Calls
Pseudo strike
53.55
IV
19.8%
B/E move
3.1%
Puts
Pseudo strike
52.73
IV
23.6%
B/E move
2.7%

50Δ

Calls
Pseudo strike
53.16
IV
19.7%
B/E move
2.6%
Puts
Pseudo strike
53.18
IV
23.1%
B/E move
2.2%

55Δ

Calls
Pseudo strike
52.77
IV
19.8%
B/E move
2.3%
Puts
Pseudo strike
53.61
IV
22.9%
B/E move
1.8%

60Δ

Calls
Pseudo strike
52.38
IV
20.0%
B/E move
2.0%
Puts
Pseudo strike
54.05
IV
22.7%
B/E move
1.4%

65Δ

Calls
Pseudo strike
51.99
IV
20.3%
B/E move
1.7%
Puts
Pseudo strike
54.59
IV
23.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
51.55
IV
20.4%
B/E move
1.4%
Puts
Pseudo strike
55.15
IV
24.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
51.11
IV
20.5%
B/E move
1.2%
Puts
Pseudo strike
55.80
IV
25.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
50.58
IV
20.7%
B/E move
1.0%
Puts
Pseudo strike
56.83
IV
27.5%
B/E move
0.5%

Options history

ESML20.5520.5920.642026-10-20: 20.62%2026-10-21: 20.57%Oct 20Oct 21
Table
DateIV
20.62%
20.57%