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iShares MSCI Intl Momentum Factor ETF IMTM

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Market datapartial · fetched 2026-10-22T16:53:50.377Z

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 · 2026-10-22T16:49:55.892364282Z

FundamentalsAlpha Vantage · unavailable

Share price$50.75
1D-0.8%
$50.62$50.77$50.92$51.06$51.215:30 AM6:30 AM9:00 AM1:00 PMIMTM
Sold putSold call

iShares MSCI Intl Momentum Factor ETF options

Live interpolated IMTM call and put midpoint premiums by absolute delta.iShares MSCI Intl Momentum Factor ETF$0.38$1.10$1.82$2.54$3.26$47.24$49.08$50.92$52.76$54.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IMTM spot · $50.75IMTM PRICE$0.45$0.52$0.60$0.69$0.80$0.93$1.06$1.29$1.52$1.79$2.12$2.48$3.05$0.63$0.69$0.76$0.86$0.97$1.09$1.26$1.42$1.59$1.79$2.01$2.23
PutsExpensive1.07×
CallsExpensive1.60×
SkewBullish-2.41 pp
Implied moveBalanced±$2.15
TiltBullish6.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.8529.5%9.0%
25Δ53.5925.1%6.6%48.3728.4%5.9%
30Δ52.8222.9%5.3%49.1924.7%4.4%
35Δ52.2421.1%4.3%49.8121.8%3.3%
40Δ51.7720.1%3.6%50.2520.3%2.7%
45Δ51.3719.6%3.1%50.6119.4%2.2%
50Δ50.9819.2%2.5%50.9818.5%1.7%
55Δ50.6119.7%2.3%51.3018.1%1.4%
60Δ50.2420.3%2.0%51.6117.6%1.1%
65Δ49.8420.8%1.7%51.9317.2%0.8%
70Δ49.3921.3%1.5%52.2516.7%0.6%
75Δ48.9122.0%1.3%52.5716.1%0.4%
80Δ48.2423.4%1.1%52.8915.6%0.2%

20Δ

Calls
Pseudo strike
54.85
IV
29.5%
B/E move
9.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
53.59
IV
25.1%
B/E move
6.6%
Puts
Pseudo strike
48.37
IV
28.4%
B/E move
5.9%

30Δ

Calls
Pseudo strike
52.82
IV
22.9%
B/E move
5.3%
Puts
Pseudo strike
49.19
IV
24.7%
B/E move
4.4%

35Δ

Calls
Pseudo strike
52.24
IV
21.1%
B/E move
4.3%
Puts
Pseudo strike
49.81
IV
21.8%
B/E move
3.3%

40Δ

Calls
Pseudo strike
51.77
IV
20.1%
B/E move
3.6%
Puts
Pseudo strike
50.25
IV
20.3%
B/E move
2.7%

45Δ

Calls
Pseudo strike
51.37
IV
19.6%
B/E move
3.1%
Puts
Pseudo strike
50.61
IV
19.4%
B/E move
2.2%

50Δ

Calls
Pseudo strike
50.98
IV
19.2%
B/E move
2.5%
Puts
Pseudo strike
50.98
IV
18.5%
B/E move
1.7%

55Δ

Calls
Pseudo strike
50.61
IV
19.7%
B/E move
2.3%
Puts
Pseudo strike
51.30
IV
18.1%
B/E move
1.4%

60Δ

Calls
Pseudo strike
50.24
IV
20.3%
B/E move
2.0%
Puts
Pseudo strike
51.61
IV
17.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
49.84
IV
20.8%
B/E move
1.7%
Puts
Pseudo strike
51.93
IV
17.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
49.39
IV
21.3%
B/E move
1.5%
Puts
Pseudo strike
52.25
IV
16.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
48.91
IV
22.0%
B/E move
1.3%
Puts
Pseudo strike
52.57
IV
16.1%
B/E move
0.4%

80Δ

Calls
Pseudo strike
48.24
IV
23.4%
B/E move
1.1%
Puts
Pseudo strike
52.89
IV
15.6%
B/E move
0.2%

Options history

No recorded observations