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iShares MSCI Intl Quality Factor ETF IQLT

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Market dataready · fetched 2026-11-12T02:28:19.521Z

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 · 2026-11-12T01:00:00.139200338Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:28:19.120981+00:00

Share price$50.66
1D+0.7%
AH$50.26$50.38$50.49$50.61$50.735:30 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$0.58$1.00$1.42$1.85$2.27$47.33$48.96$50.59$52.23$53.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IQLT spot · $50.66IQLT PRICE$0.63$0.63$0.64$0.68$0.71$0.74$0.80$0.86$0.92$0.98$1.06$1.20$1.34$0.64$0.68$0.68$0.72$0.77$0.83$0.89$0.95$1.10$1.25$1.39$1.54$2.15
PutsExpensive1.84×
CallsExpensive1.50×
SkewBearish+1.66 pp
Implied moveBearish±$1.69
TiltBearish9.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.3575.4%12.5%46.5769.5%9.3%
25Δ53.9655.7%7.8%48.0455.3%6.5%
30Δ52.7444.6%5.4%49.0443.9%4.5%
35Δ51.9737.9%3.9%49.6138.3%3.5%
40Δ51.5233.4%3.1%50.0933.5%2.6%
45Δ51.0728.9%2.3%50.4030.8%2.2%
50Δ50.8226.5%1.9%50.7028.1%1.7%
55Δ50.6024.6%1.6%51.0125.4%1.2%
60Δ50.3822.7%1.3%51.2524.8%1.0%
65Δ50.1620.8%1.0%51.4924.1%0.8%
70Δ49.9519.1%0.7%51.7423.5%0.6%
75Δ49.7418.2%0.6%51.9822.8%0.4%
80Δ49.5317.3%0.4%52.6326.8%0.4%

20Δ

Calls
Pseudo strike
56.35
IV
75.4%
B/E move
12.5%
Puts
Pseudo strike
46.57
IV
69.5%
B/E move
9.3%

25Δ

Calls
Pseudo strike
53.96
IV
55.7%
B/E move
7.8%
Puts
Pseudo strike
48.04
IV
55.3%
B/E move
6.5%

30Δ

Calls
Pseudo strike
52.74
IV
44.6%
B/E move
5.4%
Puts
Pseudo strike
49.04
IV
43.9%
B/E move
4.5%

35Δ

Calls
Pseudo strike
51.97
IV
37.9%
B/E move
3.9%
Puts
Pseudo strike
49.61
IV
38.3%
B/E move
3.5%

40Δ

Calls
Pseudo strike
51.52
IV
33.4%
B/E move
3.1%
Puts
Pseudo strike
50.09
IV
33.5%
B/E move
2.6%

45Δ

Calls
Pseudo strike
51.07
IV
28.9%
B/E move
2.3%
Puts
Pseudo strike
50.40
IV
30.8%
B/E move
2.2%

50Δ

Calls
Pseudo strike
50.82
IV
26.5%
B/E move
1.9%
Puts
Pseudo strike
50.70
IV
28.1%
B/E move
1.7%

55Δ

Calls
Pseudo strike
50.60
IV
24.6%
B/E move
1.6%
Puts
Pseudo strike
51.01
IV
25.4%
B/E move
1.2%

60Δ

Calls
Pseudo strike
50.38
IV
22.7%
B/E move
1.3%
Puts
Pseudo strike
51.25
IV
24.8%
B/E move
1.0%

65Δ

Calls
Pseudo strike
50.16
IV
20.8%
B/E move
1.0%
Puts
Pseudo strike
51.49
IV
24.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
49.95
IV
19.1%
B/E move
0.7%
Puts
Pseudo strike
51.74
IV
23.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
49.74
IV
18.2%
B/E move
0.6%
Puts
Pseudo strike
51.98
IV
22.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
49.53
IV
17.3%
B/E move
0.4%
Puts
Pseudo strike
52.63
IV
26.8%
B/E move
0.4%

Options history

IV · four-Friday blend18.24%
Daily close
IQLT15.0%23.7%32.4%2026-08-13: 19.11%2026-08-14: 19.59%2026-08-17: 21.83%2026-08-18: 23.90%2026-08-19: 25.11%2026-08-20: 31.21%2026-08-21: 17.12%2026-08-24: 17.12%2026-08-25: 16.55%2026-08-26: 16.69%2026-08-27: 16.92%2026-08-28: 16.51%2026-08-31: 16.99%2026-09-01: 17.23%2026-09-02: 17.78%2026-09-03: 16.97%2026-09-04: 17.59%2026-09-08: 17.87%2026-09-09: 19.16%2026-09-10: 20.15%2026-09-11: 20.02%2026-09-14: 22.48%2026-09-15: 24.25%2026-09-16: 25.39%2026-09-17: 30.62%2026-09-18: 17.19%2026-09-21: 16.21%2026-09-22: 16.66%2026-09-23: 17.46%2026-09-24: 17.78%2026-09-25: 17.28%2026-09-28: 16.70%2026-09-29: 18.38%2026-09-30: 17.74%2026-10-01: 19.26%2026-10-02: 19.23%2026-10-05: 19.80%2026-10-06: 19.62%2026-10-07: 20.17%2026-10-08: 20.79%2026-10-09: 20.50%2026-10-12: 23.32%2026-10-13: 23.88%2026-10-14: 26.42%2026-10-15: 30.12%2026-10-16: 17.10%2026-10-19: 17.81%2026-10-20: 17.43%2026-10-21: 17.43%2026-10-22: 18.14%2026-10-23: 18.49%2026-10-26: 18.25%2026-10-27: 17.60%2026-10-28: 17.88%2026-10-29: 17.04%2026-10-30: 18.24%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
19.11%
19.59%
21.83%
23.90%
25.11%
31.21%
17.12%
17.12%
16.55%
16.69%
16.92%
16.51%
16.99%
17.23%
17.78%
16.97%
17.59%
17.87%
19.16%
20.15%
20.02%
22.48%
24.25%
25.39%
30.62%
17.19%
16.21%
16.66%
17.46%
17.78%
17.28%
16.70%
18.38%
17.74%
19.26%
19.23%
19.80%
19.62%
20.17%
20.79%
20.50%
23.32%
23.88%
26.42%
30.12%
17.10%
17.81%
17.43%
17.43%
18.14%
18.49%
18.25%
17.60%
17.88%
17.04%
18.24%