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iShares International Equity Factor ETF INTF

i

Market dataready · fetched 2026-11-13T02:53:41.209Z

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 · 2026-11-13T01:00:00.123770353Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:53:40.774036+00:00

Share price$41.39
1D-0.2%
AH$41.29$41.36$41.43$41.49$41.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINTF
Sold putSold callAH

iShares International Equity Factor ETF options

Live interpolated INTF call and put midpoint premiums by absolute delta.iShares International Equity Factor ETF$0.55$0.79$1.03$1.27$1.51$38.59$40.04$41.49$42.94$44.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INTF spot · $41.39INTF PRICE$0.57$0.57$0.57$0.59$0.62$0.69$0.76$0.84$0.92$1.04$1.17$1.31$1.44$0.57$0.57$0.58$0.61$0.64$0.70$0.76$0.82$0.88$0.95$1.08$1.21$1.35
PutsExpensive2.04×
CallsExpensive1.73×
SkewBullish-3.39 pp
Implied moveBalanced±$1.52
TiltBalanced1.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.7491.0%14.3%37.7681.0%10.2%
25Δ44.5167.4%8.9%39.1461.5%6.8%
30Δ43.2852.5%6.0%40.0248.4%4.7%
35Δ42.6244.1%4.4%40.4742.5%3.7%
40Δ42.0937.5%3.2%40.9136.6%2.7%
45Δ41.7934.8%2.6%41.1733.5%2.2%
50Δ41.5432.8%2.2%41.3931.2%1.8%
55Δ41.2830.9%1.8%41.6028.9%1.5%
60Δ41.0329.0%1.3%41.8226.6%1.1%
65Δ40.8127.9%1.1%42.0324.5%0.7%
70Δ40.6026.9%0.9%42.2223.4%0.6%
75Δ40.3925.9%0.7%42.4122.4%0.5%
80Δ40.1724.9%0.5%42.6021.3%0.3%

20Δ

Calls
Pseudo strike
46.74
IV
91.0%
B/E move
14.3%
Puts
Pseudo strike
37.76
IV
81.0%
B/E move
10.2%

25Δ

Calls
Pseudo strike
44.51
IV
67.4%
B/E move
8.9%
Puts
Pseudo strike
39.14
IV
61.5%
B/E move
6.8%

30Δ

Calls
Pseudo strike
43.28
IV
52.5%
B/E move
6.0%
Puts
Pseudo strike
40.02
IV
48.4%
B/E move
4.7%

35Δ

Calls
Pseudo strike
42.62
IV
44.1%
B/E move
4.4%
Puts
Pseudo strike
40.47
IV
42.5%
B/E move
3.7%

40Δ

Calls
Pseudo strike
42.09
IV
37.5%
B/E move
3.2%
Puts
Pseudo strike
40.91
IV
36.6%
B/E move
2.7%

45Δ

Calls
Pseudo strike
41.79
IV
34.8%
B/E move
2.6%
Puts
Pseudo strike
41.17
IV
33.5%
B/E move
2.2%

50Δ

Calls
Pseudo strike
41.54
IV
32.8%
B/E move
2.2%
Puts
Pseudo strike
41.39
IV
31.2%
B/E move
1.8%

55Δ

Calls
Pseudo strike
41.28
IV
30.9%
B/E move
1.8%
Puts
Pseudo strike
41.60
IV
28.9%
B/E move
1.5%

60Δ

Calls
Pseudo strike
41.03
IV
29.0%
B/E move
1.3%
Puts
Pseudo strike
41.82
IV
26.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
40.81
IV
27.9%
B/E move
1.1%
Puts
Pseudo strike
42.03
IV
24.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
40.60
IV
26.9%
B/E move
0.9%
Puts
Pseudo strike
42.22
IV
23.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
40.39
IV
25.9%
B/E move
0.7%
Puts
Pseudo strike
42.41
IV
22.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
40.17
IV
24.9%
B/E move
0.5%
Puts
Pseudo strike
42.60
IV
21.3%
B/E move
0.3%

Options history

IV · four-Friday blend19.61%
Daily close
INTF16.1%25.6%35.1%2026-08-14: 21.37%2026-08-17: 23.75%2026-08-18: 25.30%2026-08-19: 27.27%2026-08-20: 31.79%2026-08-21: 17.63%2026-08-24: 18.31%2026-08-25: 17.41%2026-08-26: 17.93%2026-08-27: 18.06%2026-08-28: 17.88%2026-08-31: 18.37%2026-09-01: 18.72%2026-09-02: 18.98%2026-09-03: 18.61%2026-09-04: 18.59%2026-09-08: 20.12%2026-09-09: 20.68%2026-09-10: 21.78%2026-09-11: 21.61%2026-09-14: 24.40%2026-09-15: 26.46%2026-09-17: 33.81%2026-09-18: 18.15%2026-09-21: 18.29%2026-09-22: 17.51%2026-09-23: 17.86%2026-09-24: 18.09%2026-09-25: 18.11%2026-09-28: 18.29%2026-09-29: 18.90%2026-09-30: 19.03%2026-10-01: 19.61%2026-10-02: 19.75%2026-10-05: 20.43%2026-10-06: 20.51%2026-10-07: 21.00%2026-10-08: 21.28%2026-10-09: 21.86%2026-10-12: 24.72%2026-10-13: 25.67%2026-10-14: 27.90%2026-10-15: 33.26%2026-10-16: 17.88%2026-10-19: 18.72%2026-10-20: 18.37%2026-10-21: 18.78%2026-10-22: 19.05%2026-10-23: 19.28%2026-10-26: 19.57%2026-10-27: 19.38%2026-10-28: 19.12%2026-10-29: 19.07%2026-10-30: 19.61%Aug 14Sep 23Oct 30
54 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
21.37%
23.75%
25.30%
27.27%
31.79%
17.63%
18.31%
17.41%
17.93%
18.06%
17.88%
18.37%
18.72%
18.98%
18.61%
18.59%
20.12%
20.68%
21.78%
21.61%
24.40%
26.46%
33.81%
18.15%
18.29%
17.51%
17.86%
18.09%
18.11%
18.29%
18.90%
19.03%
19.61%
19.75%
20.43%
20.51%
21.00%
21.28%
21.86%
24.72%
25.67%
27.90%
33.26%
17.88%
18.72%
18.37%
18.78%
19.05%
19.28%
19.57%
19.38%
19.12%
19.07%
19.61%