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iShares Core S&P Total U.S. Stock Market ETF ITOT

i

Market dataready · fetched 2026-11-12T03:10:33.862Z

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 · 2026-11-12T01:00:00.072312043Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:10:33.435609+00:00

Share price$165.97
1D+0.3%
AH$164.92$165.35$165.78$166.21$166.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMITOT
Sold putSold callAH

iShares Core S&P Total U.S. Stock Market ETF options

Live interpolated ITOT call and put midpoint premiums by absolute delta.iShares Core S&P Total U.S. Stock Market ETF$0.48$1.53$2.58$3.62$4.67$157.24$161.81$166.38$170.94$175.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ITOT spot · $165.97ITOT PRICE$0.60$0.80$0.99$1.10$1.29$1.52$1.83$2.18$2.57$2.97$3.69$4.37$0.91$0.94$1.06$1.24$1.47$1.69$1.91$2.17$2.30$2.34$2.38$2.61$2.98
PutsCheap0.69×
Calls——
Skew——
Implied moveBearish±$3.43
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ159.7330.7%4.3%
25Δ168.5414.0%1.9%162.1424.0%2.9%
30Δ168.2415.6%1.9%163.3521.0%2.2%
35Δ167.8816.7%1.7%164.2119.9%1.8%
40Δ167.2015.0%1.4%164.9219.5%1.5%
45Δ166.6614.6%1.2%165.5718.7%1.3%
50Δ166.1814.7%1.0%166.1918.0%1.0%
55Δ165.6615.1%0.9%166.7717.5%0.8%
60Δ165.1315.8%0.8%167.2016.3%0.6%
65Δ164.5616.0%0.7%167.5314.5%0.5%
70Δ163.9716.2%0.6%167.8612.7%0.3%
75Δ163.1317.5%0.5%168.2811.9%0.2%
80Δ162.2917.9%0.4%168.7711.7%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
159.73
IV
30.7%
B/E move
4.3%

25Δ

Calls
Pseudo strike
168.54
IV
14.0%
B/E move
1.9%
Puts
Pseudo strike
162.14
IV
24.0%
B/E move
2.9%

30Δ

Calls
Pseudo strike
168.24
IV
15.6%
B/E move
1.9%
Puts
Pseudo strike
163.35
IV
21.0%
B/E move
2.2%

35Δ

Calls
Pseudo strike
167.88
IV
16.7%
B/E move
1.7%
Puts
Pseudo strike
164.21
IV
19.9%
B/E move
1.8%

40Δ

Calls
Pseudo strike
167.20
IV
15.0%
B/E move
1.4%
Puts
Pseudo strike
164.92
IV
19.5%
B/E move
1.5%

45Δ

Calls
Pseudo strike
166.66
IV
14.6%
B/E move
1.2%
Puts
Pseudo strike
165.57
IV
18.7%
B/E move
1.3%

50Δ

Calls
Pseudo strike
166.18
IV
14.7%
B/E move
1.0%
Puts
Pseudo strike
166.19
IV
18.0%
B/E move
1.0%

55Δ

Calls
Pseudo strike
165.66
IV
15.1%
B/E move
0.9%
Puts
Pseudo strike
166.77
IV
17.5%
B/E move
0.8%

60Δ

Calls
Pseudo strike
165.13
IV
15.8%
B/E move
0.8%
Puts
Pseudo strike
167.20
IV
16.3%
B/E move
0.6%

65Δ

Calls
Pseudo strike
164.56
IV
16.0%
B/E move
0.7%
Puts
Pseudo strike
167.53
IV
14.5%
B/E move
0.5%

70Δ

Calls
Pseudo strike
163.97
IV
16.2%
B/E move
0.6%
Puts
Pseudo strike
167.86
IV
12.7%
B/E move
0.3%

75Δ

Calls
Pseudo strike
163.13
IV
17.5%
B/E move
0.5%
Puts
Pseudo strike
168.28
IV
11.9%
B/E move
0.2%

80Δ

Calls
Pseudo strike
162.29
IV
17.9%
B/E move
0.4%
Puts
Pseudo strike
168.77
IV
11.7%
B/E move
0.1%

Options history

IV · four-Friday blend17.33%
Daily close
ITOT12.9%15.3%17.7%2026-08-13: 13.26%2026-08-14: 13.62%2026-08-17: 14.51%2026-08-18: 14.57%2026-08-19: 14.53%2026-08-20: 16.77%2026-08-21: 14.55%2026-08-24: 14.69%2026-08-25: 14.80%2026-08-26: 14.74%2026-08-27: 14.28%2026-08-28: 13.76%2026-08-31: 13.85%2026-09-01: 14.36%2026-09-02: 13.91%2026-09-03: 13.73%2026-09-04: 13.52%2026-09-08: 14.52%2026-09-09: 14.65%2026-09-10: 15.22%2026-09-11: 14.43%2026-09-14: 15.35%2026-09-15: 16.09%2026-09-16: 17.33%2026-09-17: 16.69%2026-09-18: 14.75%2026-09-21: 13.97%2026-09-22: 13.54%2026-09-23: 14.56%2026-09-24: 15.00%2026-09-25: 14.41%2026-09-28: 14.97%2026-09-29: 14.63%2026-10-01: 14.86%2026-10-02: 14.31%2026-10-05: 14.15%2026-10-06: 13.21%2026-10-16: 15.64%2026-10-19: 14.94%2026-10-20: 15.05%2026-10-21: 14.44%2026-10-22: 15.64%2026-10-23: 16.28%2026-10-26: 15.35%2026-10-27: 14.78%2026-10-28: 14.78%2026-10-29: 14.78%2026-10-30: 17.33%Aug 13Sep 16Oct 30
48 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
13.26%
13.62%
14.51%
14.57%
14.53%
16.77%
14.55%
14.69%
14.80%
14.74%
14.28%
13.76%
13.85%
14.36%
13.91%
13.73%
13.52%
14.52%
14.65%
15.22%
14.43%
15.35%
16.09%
17.33%
16.69%
14.75%
13.97%
13.54%
14.56%
15.00%
14.41%
14.97%
14.63%
14.86%
14.31%
14.15%
13.21%
15.64%
14.94%
15.05%
14.44%
15.64%
16.28%
15.35%
14.78%
14.78%
14.78%
17.33%