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iShares MSCI USA Equal Weighted ETF EUSA

i

Market dataready · fetched 2026-11-12T17:27:02.426Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T17:03:43.434748434Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T17:27:01.812602+00:00

Share price$117.06
1D+0.0%
$116.37$116.63$116.88$117.13$117.385:30 AM6:30 AM9:00 AM1:00 PMEUSA
Sold putSold call

iShares MSCI USA Equal Weighted ETF options

Live interpolated EUSA call and put midpoint premiums by absolute delta.iShares MSCI USA Equal Weighted ETF$0.80$1.60$2.41$3.21$4.02$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEEUSA PRICE$1.31$1.81$2.30$2.80$3.29$3.79$0.89$0.94$0.99$1.05$1.10$1.15
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ103.3473.9%12.5%
25Δ105.8563.7%10.4%
30Δ108.3653.4%8.3%
35Δ110.8643.2%6.2%
40Δ113.3732.9%4.1%
45Δ115.8722.7%2.0%
50Δ
55Δ116.7715.1%0.9%
60Δ116.1515.6%0.8%
65Δ115.5416.2%0.7%
70Δ114.9316.7%0.6%
75Δ114.3117.3%0.5%
80Δ113.7017.9%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
103.34
IV
73.9%
B/E move
12.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
105.85
IV
63.7%
B/E move
10.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
108.36
IV
53.4%
B/E move
8.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
110.86
IV
43.2%
B/E move
6.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
113.37
IV
32.9%
B/E move
4.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
115.87
IV
22.7%
B/E move
2.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
116.77
IV
15.1%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
116.15
IV
15.6%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
115.54
IV
16.2%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
114.93
IV
16.7%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
114.31
IV
17.3%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
113.70
IV
17.9%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend14.73%
Daily close
EUSA12.2%16.7%21.2%2026-08-14: 13.92%2026-08-17: 15.26%2026-08-18: 16.03%2026-08-19: 17.04%2026-08-20: 18.35%2026-08-21: 13.68%2026-08-24: 14.27%2026-08-25: 13.52%2026-08-26: 12.80%2026-08-27: 13.13%2026-08-28: 13.40%2026-08-31: 14.57%2026-09-01: 13.47%2026-09-02: 12.94%2026-09-03: 12.93%2026-09-04: 13.34%2026-09-08: 14.10%2026-09-09: 15.64%2026-09-10: 14.46%2026-09-11: 15.16%2026-09-14: 16.99%2026-09-15: 17.21%2026-09-16: 17.22%2026-09-17: 20.60%2026-09-18: 13.49%2026-09-21: 12.86%2026-09-22: 13.52%2026-09-23: 13.91%2026-09-24: 13.21%2026-09-25: 13.40%2026-09-28: 14.86%2026-09-29: 15.23%2026-09-30: 14.54%2026-10-01: 14.14%2026-10-02: 14.37%2026-10-05: 14.57%2026-10-06: 14.70%2026-10-07: 14.85%2026-10-08: 14.32%2026-10-09: 14.65%2026-10-12: 16.42%2026-10-13: 15.62%2026-10-14: 18.30%2026-10-15: 20.27%2026-10-16: 14.09%2026-10-19: 13.86%2026-10-20: 13.33%2026-10-21: 12.86%2026-10-22: 13.79%2026-10-23: 14.63%2026-10-26: 14.08%2026-10-27: 13.93%2026-10-28: 13.41%2026-10-29: 13.04%2026-10-30: 14.73%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
13.92%
15.26%
16.03%
17.04%
18.35%
13.68%
14.27%
13.52%
12.80%
13.13%
13.40%
14.57%
13.47%
12.94%
12.93%
13.34%
14.10%
15.64%
14.46%
15.16%
16.99%
17.21%
17.22%
20.60%
13.49%
12.86%
13.52%
13.91%
13.21%
13.40%
14.86%
15.23%
14.54%
14.14%
14.37%
14.57%
14.70%
14.85%
14.32%
14.65%
16.42%
15.62%
18.30%
20.27%
14.09%
13.86%
13.33%
12.86%
13.79%
14.63%
14.08%
13.93%
13.41%
13.04%
14.73%