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iShares MSCI USA Equal Weighted ETF EUSA

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Market dataready · fetched 2026-10-23T10:02:41.549Z

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 · 2026-10-23T00:00:00.124899521Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T10:02:41.175978+00:00

Share price$115.53
1D+0.9%
AH$114.40$114.70$115.01$115.32$115.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEUSA
Sold putSold callAH

iShares MSCI USA Equal Weighted ETF options

Live interpolated EUSA call and put midpoint premiums by absolute delta.iShares MSCI USA Equal Weighted ETF$0.44$2.50$4.57$6.63$8.69$108.02$111.37$114.73$118.09$121.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EUSA spot · $115.53EUSA PRICE$0.75$0.66$0.68$0.92$1.17$1.41$1.65$1.91$2.23$2.80$3.25$3.70$4.37$1.03$1.21$1.35$1.46$1.53$1.72$1.97$2.26$2.73$3.66$4.53$5.88$8.10
PutsExpensive1.62×
CallsExpensive1.24×
SkewBearish+4.95 pp
Implied moveBearish±$3.61
TiltBearish18.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ123.3123.5%7.4%108.9127.9%6.6%
25Δ120.1115.8%4.5%110.9324.6%5.0%
30Δ117.8611.1%2.6%112.5021.5%3.8%
35Δ117.4412.0%2.5%113.7018.9%2.8%
40Δ117.0213.0%2.3%114.6416.4%2.1%
45Δ116.4913.1%2.0%115.3515.4%1.6%
50Δ115.9613.2%1.8%115.9815.0%1.3%
55Δ115.4313.1%1.6%116.5714.7%1.1%
60Δ114.8713.2%1.4%117.2615.2%0.9%
65Δ114.1814.4%1.3%118.2517.6%0.8%
70Δ113.5314.6%1.1%119.3118.8%0.6%
75Δ112.8714.5%0.9%120.8320.7%0.5%
80Δ112.0314.8%0.8%123.1924.1%0.4%

20Δ

Calls
Pseudo strike
123.31
IV
23.5%
B/E move
7.4%
Puts
Pseudo strike
108.91
IV
27.9%
B/E move
6.6%

25Δ

Calls
Pseudo strike
120.11
IV
15.8%
B/E move
4.5%
Puts
Pseudo strike
110.93
IV
24.6%
B/E move
5.0%

30Δ

Calls
Pseudo strike
117.86
IV
11.1%
B/E move
2.6%
Puts
Pseudo strike
112.50
IV
21.5%
B/E move
3.8%

35Δ

Calls
Pseudo strike
117.44
IV
12.0%
B/E move
2.5%
Puts
Pseudo strike
113.70
IV
18.9%
B/E move
2.8%

40Δ

Calls
Pseudo strike
117.02
IV
13.0%
B/E move
2.3%
Puts
Pseudo strike
114.64
IV
16.4%
B/E move
2.1%

45Δ

Calls
Pseudo strike
116.49
IV
13.1%
B/E move
2.0%
Puts
Pseudo strike
115.35
IV
15.4%
B/E move
1.6%

50Δ

Calls
Pseudo strike
115.96
IV
13.2%
B/E move
1.8%
Puts
Pseudo strike
115.98
IV
15.0%
B/E move
1.3%

55Δ

Calls
Pseudo strike
115.43
IV
13.1%
B/E move
1.6%
Puts
Pseudo strike
116.57
IV
14.7%
B/E move
1.1%

60Δ

Calls
Pseudo strike
114.87
IV
13.2%
B/E move
1.4%
Puts
Pseudo strike
117.26
IV
15.2%
B/E move
0.9%

65Δ

Calls
Pseudo strike
114.18
IV
14.4%
B/E move
1.3%
Puts
Pseudo strike
118.25
IV
17.6%
B/E move
0.8%

70Δ

Calls
Pseudo strike
113.53
IV
14.6%
B/E move
1.1%
Puts
Pseudo strike
119.31
IV
18.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
112.87
IV
14.5%
B/E move
0.9%
Puts
Pseudo strike
120.83
IV
20.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
112.03
IV
14.8%
B/E move
0.8%
Puts
Pseudo strike
123.19
IV
24.1%
B/E move
0.4%

Options history

EUSA12.8113.0813.352026-10-20: 13.31%2026-10-21: 12.84%Oct 20Oct 21
Table
DateIV
13.31%
12.84%