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iShares MSCI Intl Quality Factor ETF IQLT

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Market datapartial · fetched 2026-10-22T23:45:04.874Z

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 · 2026-10-22T22:30:00.003739728Z

FundamentalsAlpha Vantage · unavailable

Share price$50.16
1D+0.0%
AH$49.99$50.06$50.14$50.21$50.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIQLT
Sold putSold callAH

iShares MSCI Intl Quality Factor ETF options

Live interpolated IQLT call and put midpoint premiums by absolute delta.iShares MSCI Intl Quality Factor ETF$0.57$1.06$1.56$2.05$2.54$46.34$48.25$50.16$52.08$53.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IQLT spot · $50.16IQLT PRICE$0.63$0.63$0.68$0.75$0.82$0.90$0.99$1.07$1.23$1.43$1.64$1.97$2.40$0.68$0.72$0.79$0.86$0.94$1.01$1.07$1.14$1.20$1.38$1.64$1.90$2.37
PutsExpensive1.61×
CallsExpensive1.53×
SkewNeutral-0.06 pp
Implied moveBearish±$2.06
TiltBalanced1.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.9841.9%12.8%46.0240.6%9.6%
25Δ53.6831.6%8.3%47.4633.0%6.8%
30Δ52.5426.7%6.1%48.3928.4%5.1%
35Δ51.7923.6%4.7%49.0925.1%3.8%
40Δ51.2321.3%3.8%49.5822.7%3.0%
45Δ50.8019.5%3.1%50.0420.4%2.2%
50Δ50.4618.2%2.6%50.3318.8%1.8%
55Δ50.1216.9%2.0%50.6117.1%1.4%
60Δ49.7916.5%1.7%50.8915.4%0.9%
65Δ49.4716.5%1.5%51.2115.0%0.7%
70Δ49.1416.6%1.2%51.5515.3%0.5%
75Δ48.7217.2%1.0%51.8915.6%0.3%
80Δ48.2118.3%0.9%52.4416.6%0.2%

20Δ

Calls
Pseudo strike
55.98
IV
41.9%
B/E move
12.8%
Puts
Pseudo strike
46.02
IV
40.6%
B/E move
9.6%

25Δ

Calls
Pseudo strike
53.68
IV
31.6%
B/E move
8.3%
Puts
Pseudo strike
47.46
IV
33.0%
B/E move
6.8%

30Δ

Calls
Pseudo strike
52.54
IV
26.7%
B/E move
6.1%
Puts
Pseudo strike
48.39
IV
28.4%
B/E move
5.1%

35Δ

Calls
Pseudo strike
51.79
IV
23.6%
B/E move
4.7%
Puts
Pseudo strike
49.09
IV
25.1%
B/E move
3.8%

40Δ

Calls
Pseudo strike
51.23
IV
21.3%
B/E move
3.8%
Puts
Pseudo strike
49.58
IV
22.7%
B/E move
3.0%

45Δ

Calls
Pseudo strike
50.80
IV
19.5%
B/E move
3.1%
Puts
Pseudo strike
50.04
IV
20.4%
B/E move
2.2%

50Δ

Calls
Pseudo strike
50.46
IV
18.2%
B/E move
2.6%
Puts
Pseudo strike
50.33
IV
18.8%
B/E move
1.8%

55Δ

Calls
Pseudo strike
50.12
IV
16.9%
B/E move
2.0%
Puts
Pseudo strike
50.61
IV
17.1%
B/E move
1.4%

60Δ

Calls
Pseudo strike
49.79
IV
16.5%
B/E move
1.7%
Puts
Pseudo strike
50.89
IV
15.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
49.47
IV
16.5%
B/E move
1.5%
Puts
Pseudo strike
51.21
IV
15.0%
B/E move
0.7%

70Δ

Calls
Pseudo strike
49.14
IV
16.6%
B/E move
1.2%
Puts
Pseudo strike
51.55
IV
15.3%
B/E move
0.5%

75Δ

Calls
Pseudo strike
48.72
IV
17.2%
B/E move
1.0%
Puts
Pseudo strike
51.89
IV
15.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
48.21
IV
18.3%
B/E move
0.9%
Puts
Pseudo strike
52.44
IV
16.6%
B/E move
0.2%

Options history

No recorded observations