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iShares MSCI Intl Momentum Factor ETF IMTM

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Market datapartial · fetched 2026-10-22T23:06:36.919Z

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 · 2026-10-22T22:30:00.003793558Z

FundamentalsAlpha Vantage · unavailable

Share price$50.82
1D-0.6%
AH$50.62$50.77$50.92$51.06$51.215:30 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$0.38$1.09$1.80$2.51$3.22$47.17$49.03$50.89$52.75$54.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IMTM spot · $50.82IMTM PRICE$0.45$0.51$0.60$0.68$0.78$0.91$1.03$1.24$1.47$1.70$2.07$2.44$3.02$0.63$0.70$0.76$0.89$1.03$1.18$1.36$1.55$1.74$1.94$2.15$2.40
PutsExpensive1.14×
CallsExpensive1.56×
SkewBullish-0.98 pp
Implied moveBearish±$2.21
TiltBalanced1.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.9029.5%8.9%
25Δ53.6424.9%6.5%48.4328.7%5.9%
30Δ52.8622.7%5.2%49.2525.0%4.5%
35Δ52.3020.9%4.2%49.8822.0%3.4%
40Δ51.8219.8%3.5%50.3121.0%2.8%
45Δ51.4419.2%3.0%50.6820.4%2.3%
50Δ51.0518.6%2.5%51.0619.9%1.9%
55Δ50.6918.9%2.2%51.4119.5%1.5%
60Δ50.3319.4%1.9%51.7519.2%1.2%
65Δ49.9619.9%1.7%52.1018.7%0.9%
70Δ49.4920.8%1.5%52.4318.0%0.7%
75Δ49.0121.7%1.2%52.7617.3%0.4%
80Δ48.3323.1%1.0%53.1216.7%0.2%

20Δ

Calls
Pseudo strike
54.90
IV
29.5%
B/E move
8.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
53.64
IV
24.9%
B/E move
6.5%
Puts
Pseudo strike
48.43
IV
28.7%
B/E move
5.9%

30Δ

Calls
Pseudo strike
52.86
IV
22.7%
B/E move
5.2%
Puts
Pseudo strike
49.25
IV
25.0%
B/E move
4.5%

35Δ

Calls
Pseudo strike
52.30
IV
20.9%
B/E move
4.2%
Puts
Pseudo strike
49.88
IV
22.0%
B/E move
3.4%

40Δ

Calls
Pseudo strike
51.82
IV
19.8%
B/E move
3.5%
Puts
Pseudo strike
50.31
IV
21.0%
B/E move
2.8%

45Δ

Calls
Pseudo strike
51.44
IV
19.2%
B/E move
3.0%
Puts
Pseudo strike
50.68
IV
20.4%
B/E move
2.3%

50Δ

Calls
Pseudo strike
51.05
IV
18.6%
B/E move
2.5%
Puts
Pseudo strike
51.06
IV
19.9%
B/E move
1.9%

55Δ

Calls
Pseudo strike
50.69
IV
18.9%
B/E move
2.2%
Puts
Pseudo strike
51.41
IV
19.5%
B/E move
1.5%

60Δ

Calls
Pseudo strike
50.33
IV
19.4%
B/E move
1.9%
Puts
Pseudo strike
51.75
IV
19.2%
B/E move
1.2%

65Δ

Calls
Pseudo strike
49.96
IV
19.9%
B/E move
1.7%
Puts
Pseudo strike
52.10
IV
18.7%
B/E move
0.9%

70Δ

Calls
Pseudo strike
49.49
IV
20.8%
B/E move
1.5%
Puts
Pseudo strike
52.43
IV
18.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
49.01
IV
21.7%
B/E move
1.2%
Puts
Pseudo strike
52.76
IV
17.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
48.33
IV
23.1%
B/E move
1.0%
Puts
Pseudo strike
53.12
IV
16.7%
B/E move
0.2%

Options history

No recorded observations