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

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Market dataready · fetched 2026-10-22T14:53:38.069Z

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 · 2026-10-22T14:53:20.265113683Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T14:53:37.341834+00:00

Share price$166.05
1D-0.6%
$165.96$166.28$166.60$166.92$167.245:30 AM6:30 AM9:00 AM1:00 PMITOT
Sold putSold call

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$0.49$3.41$6.33$9.25$12.17$157.35$162.14$166.92$171.71$176.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ITOT spot · $166.05ITOT PRICE$0.81$1.05$1.31$1.65$2.06$2.54$3.11$3.78$4.61$5.64$6.74$8.67$11.33$1.06$1.30$1.57$1.84$1.91$2.41$2.72$3.07$3.46$3.85$4.25$4.64$5.24
PutsFair0.99×
CallsExpensive1.51×
SkewBullish-3.82 pp
Implied moveBullish±$5.83
TiltBullish17.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ173.2115.8%4.8%159.2519.6%4.7%
25Δ171.6515.3%4.0%161.1418.1%3.7%
30Δ170.4615.0%3.4%162.5817.2%3.0%
35Δ169.5015.2%3.1%163.8116.3%2.5%
40Δ168.6215.8%2.8%165.0513.9%1.8%
45Δ167.7116.4%2.5%165.8514.7%1.6%
50Δ166.7517.1%2.3%166.6914.2%1.3%
55Δ165.7217.9%2.1%167.4513.6%1.0%
60Δ164.5418.8%1.9%168.1713.1%0.8%
65Δ163.2120.1%1.7%168.8912.6%0.6%
70Δ161.7521.0%1.5%169.6112.0%0.4%
75Δ159.5123.0%1.3%170.3311.5%0.2%
80Δ156.6026.4%1.1%171.2511.4%0.0%

20Δ

Calls
Pseudo strike
173.21
IV
15.8%
B/E move
4.8%
Puts
Pseudo strike
159.25
IV
19.6%
B/E move
4.7%

25Δ

Calls
Pseudo strike
171.65
IV
15.3%
B/E move
4.0%
Puts
Pseudo strike
161.14
IV
18.1%
B/E move
3.7%

30Δ

Calls
Pseudo strike
170.46
IV
15.0%
B/E move
3.4%
Puts
Pseudo strike
162.58
IV
17.2%
B/E move
3.0%

35Δ

Calls
Pseudo strike
169.50
IV
15.2%
B/E move
3.1%
Puts
Pseudo strike
163.81
IV
16.3%
B/E move
2.5%

40Δ

Calls
Pseudo strike
168.62
IV
15.8%
B/E move
2.8%
Puts
Pseudo strike
165.05
IV
13.9%
B/E move
1.8%

45Δ

Calls
Pseudo strike
167.71
IV
16.4%
B/E move
2.5%
Puts
Pseudo strike
165.85
IV
14.7%
B/E move
1.6%

50Δ

Calls
Pseudo strike
166.75
IV
17.1%
B/E move
2.3%
Puts
Pseudo strike
166.69
IV
14.2%
B/E move
1.3%

55Δ

Calls
Pseudo strike
165.72
IV
17.9%
B/E move
2.1%
Puts
Pseudo strike
167.45
IV
13.6%
B/E move
1.0%

60Δ

Calls
Pseudo strike
164.54
IV
18.8%
B/E move
1.9%
Puts
Pseudo strike
168.17
IV
13.1%
B/E move
0.8%

65Δ

Calls
Pseudo strike
163.21
IV
20.1%
B/E move
1.7%
Puts
Pseudo strike
168.89
IV
12.6%
B/E move
0.6%

70Δ

Calls
Pseudo strike
161.75
IV
21.0%
B/E move
1.5%
Puts
Pseudo strike
169.61
IV
12.0%
B/E move
0.4%

75Δ

Calls
Pseudo strike
159.51
IV
23.0%
B/E move
1.3%
Puts
Pseudo strike
170.33
IV
11.5%
B/E move
0.2%

80Δ

Calls
Pseudo strike
156.60
IV
26.4%
B/E move
1.1%
Puts
Pseudo strike
171.25
IV
11.4%
B/E move
0.0%

Options history

No recorded observations