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iShares MSCI Intl Momentum Factor ETF IMTM

i

Market dataready · fetched 2026-11-12T00:58:34.892Z

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 · 2026-11-11T23:30:00.003766966Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:58:34.488491+00:00

Share price$50.63
1D+0.7%
AH$50.15$50.29$50.43$50.57$50.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIMTM
Sold putSold callAH

iShares MSCI Intl Momentum Factor ETF options

Live interpolated IMTM call and put midpoint premiums by absolute delta.iShares MSCI Intl Momentum Factor ETF$0.34$1.09$1.84$2.58$3.33$47.62$49.03$50.44$51.85$53.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IMTM spot · $50.63IMTM PRICE$0.42$0.43$0.45$0.49$0.54$0.61$0.74$0.86$0.99$1.12$1.25$1.38$1.51$0.45$0.50$0.54$0.58$0.65$0.73$0.82$0.91$1.11$1.34$1.57$2.09$3.12
PutsExpensive1.08×
CallsFair0.98×
SkewBearish+5.43 pp
Implied moveBearish±$1.56
TiltBearish14.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.2649.5%8.0%47.6149.7%6.8%
25Δ52.8537.8%5.2%48.6041.2%5.0%
30Δ52.0430.8%3.7%49.2635.8%3.8%
35Δ51.6527.8%3.0%49.7731.0%2.8%
40Δ51.2825.0%2.4%50.1528.1%2.2%
45Δ50.9522.7%1.8%50.4126.7%1.9%
50Δ50.7322.2%1.6%50.6825.3%1.5%
55Δ50.5121.6%1.5%50.9524.0%1.2%
60Δ50.2921.0%1.3%51.2424.4%1.0%
65Δ50.0720.4%1.1%51.5525.3%0.8%
70Δ49.8519.8%0.9%51.8626.3%0.7%
75Δ49.6319.2%0.7%52.4330.2%0.6%
80Δ49.4118.6%0.6%53.4738.7%0.6%

20Δ

Calls
Pseudo strike
54.26
IV
49.5%
B/E move
8.0%
Puts
Pseudo strike
47.61
IV
49.7%
B/E move
6.8%

25Δ

Calls
Pseudo strike
52.85
IV
37.8%
B/E move
5.2%
Puts
Pseudo strike
48.60
IV
41.2%
B/E move
5.0%

30Δ

Calls
Pseudo strike
52.04
IV
30.8%
B/E move
3.7%
Puts
Pseudo strike
49.26
IV
35.8%
B/E move
3.8%

35Δ

Calls
Pseudo strike
51.65
IV
27.8%
B/E move
3.0%
Puts
Pseudo strike
49.77
IV
31.0%
B/E move
2.8%

40Δ

Calls
Pseudo strike
51.28
IV
25.0%
B/E move
2.4%
Puts
Pseudo strike
50.15
IV
28.1%
B/E move
2.2%

45Δ

Calls
Pseudo strike
50.95
IV
22.7%
B/E move
1.8%
Puts
Pseudo strike
50.41
IV
26.7%
B/E move
1.9%

50Δ

Calls
Pseudo strike
50.73
IV
22.2%
B/E move
1.6%
Puts
Pseudo strike
50.68
IV
25.3%
B/E move
1.5%

55Δ

Calls
Pseudo strike
50.51
IV
21.6%
B/E move
1.5%
Puts
Pseudo strike
50.95
IV
24.0%
B/E move
1.2%

60Δ

Calls
Pseudo strike
50.29
IV
21.0%
B/E move
1.3%
Puts
Pseudo strike
51.24
IV
24.4%
B/E move
1.0%

65Δ

Calls
Pseudo strike
50.07
IV
20.4%
B/E move
1.1%
Puts
Pseudo strike
51.55
IV
25.3%
B/E move
0.8%

70Δ

Calls
Pseudo strike
49.85
IV
19.8%
B/E move
0.9%
Puts
Pseudo strike
51.86
IV
26.3%
B/E move
0.7%

75Δ

Calls
Pseudo strike
49.63
IV
19.2%
B/E move
0.7%
Puts
Pseudo strike
52.43
IV
30.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
49.41
IV
18.6%
B/E move
0.6%
Puts
Pseudo strike
53.47
IV
38.7%
B/E move
0.6%

Options history

IV · four-Friday blend20.25%
Daily close
IMTM13.1%21.0%29.0%2026-08-13: 15.63%2026-08-14: 15.84%2026-08-17: 17.25%2026-08-18: 19.00%2026-08-19: 20.85%2026-08-20: 24.90%2026-08-21: 14.41%2026-08-24: 14.23%2026-08-25: 14.29%2026-08-26: 14.16%2026-08-27: 14.26%2026-08-28: 14.24%2026-08-31: 14.36%2026-09-01: 14.47%2026-09-02: 14.55%2026-09-03: 14.25%2026-09-04: 14.34%2026-09-08: 15.06%2026-09-09: 15.89%2026-09-10: 16.72%2026-09-11: 15.86%2026-09-14: 17.60%2026-09-15: 19.22%2026-09-16: 24.95%2026-09-17: 27.91%2026-09-18: 18.31%2026-09-21: 18.09%2026-09-22: 17.60%2026-09-23: 18.74%2026-09-24: 18.71%2026-09-25: 18.43%2026-09-28: 19.08%2026-09-29: 19.03%2026-09-30: 19.50%2026-10-01: 20.15%2026-10-02: 19.73%2026-10-05: 20.02%2026-10-06: 19.72%2026-10-07: 20.52%2026-10-08: 20.38%2026-10-09: 20.00%2026-10-12: 22.04%2026-10-13: 22.63%2026-10-14: 24.30%2026-10-16: 19.21%2026-10-19: 19.38%2026-10-20: 19.47%2026-10-21: 19.23%2026-10-22: 19.70%2026-10-23: 20.07%2026-10-26: 20.31%2026-10-27: 19.73%2026-10-28: 19.22%2026-10-29: 19.17%2026-10-30: 20.25%Aug 13Sep 22Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
15.63%
15.84%
17.25%
19.00%
20.85%
24.90%
14.41%
14.23%
14.29%
14.16%
14.26%
14.24%
14.36%
14.47%
14.55%
14.25%
14.34%
15.06%
15.89%
16.72%
15.86%
17.60%
19.22%
24.95%
27.91%
18.31%
18.09%
17.60%
18.74%
18.71%
18.43%
19.08%
19.03%
19.50%
20.15%
19.73%
20.02%
19.72%
20.52%
20.38%
20.00%
22.04%
22.63%
24.30%
19.21%
19.38%
19.47%
19.23%
19.70%
20.07%
20.31%
19.73%
19.22%
19.17%
20.25%