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

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Market datapartial · fetched 2026-10-22T23:33:25.592Z

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 · 2026-10-22T22:30:00.002906479Z

FundamentalsAlpha Vantage · unavailable

Share price$166.40
1D-0.5%
AH$165.77$166.14$166.51$166.88$167.255:30 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$0.55$2.80$5.04$7.29$9.54$157.02$161.76$166.49$171.22$175.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ITOT spot · $166.40ITOT PRICE$0.79$1.03$1.24$1.54$1.92$2.38$2.90$3.52$4.08$4.92$5.98$7.25$8.89$1.03$1.37$1.67$1.97$2.65$2.64$2.96$3.38$3.75$4.28$4.81$5.40$6.48
PutsExpensive1.13×
CallsExpensive1.35×
SkewBullish-0.38 pp
Implied moveBalanced±$5.86
TiltBullish4.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ173.4215.5%4.7%159.7019.2%4.6%
25Δ171.9315.1%3.9%161.2119.0%3.9%
30Δ170.6014.2%3.3%162.7018.2%3.2%
35Δ169.6414.2%2.9%163.9917.4%2.6%
40Δ168.8214.7%2.6%164.9019.2%2.5%
45Δ167.9915.4%2.4%166.1316.2%1.7%
50Δ167.0815.9%2.2%167.0715.4%1.4%
55Δ166.1216.6%1.9%167.9615.1%1.1%
60Δ165.1316.7%1.7%168.7814.4%0.8%
65Δ163.9817.5%1.5%169.6714.3%0.6%
70Δ162.6318.5%1.3%170.5213.9%0.4%
75Δ161.0619.6%1.1%171.4113.5%0.2%
80Δ159.1320.9%1.0%172.6914.0%0.1%

20Δ

Calls
Pseudo strike
173.42
IV
15.5%
B/E move
4.7%
Puts
Pseudo strike
159.70
IV
19.2%
B/E move
4.6%

25Δ

Calls
Pseudo strike
171.93
IV
15.1%
B/E move
3.9%
Puts
Pseudo strike
161.21
IV
19.0%
B/E move
3.9%

30Δ

Calls
Pseudo strike
170.60
IV
14.2%
B/E move
3.3%
Puts
Pseudo strike
162.70
IV
18.2%
B/E move
3.2%

35Δ

Calls
Pseudo strike
169.64
IV
14.2%
B/E move
2.9%
Puts
Pseudo strike
163.99
IV
17.4%
B/E move
2.6%

40Δ

Calls
Pseudo strike
168.82
IV
14.7%
B/E move
2.6%
Puts
Pseudo strike
164.90
IV
19.2%
B/E move
2.5%

45Δ

Calls
Pseudo strike
167.99
IV
15.4%
B/E move
2.4%
Puts
Pseudo strike
166.13
IV
16.2%
B/E move
1.7%

50Δ

Calls
Pseudo strike
167.08
IV
15.9%
B/E move
2.2%
Puts
Pseudo strike
167.07
IV
15.4%
B/E move
1.4%

55Δ

Calls
Pseudo strike
166.12
IV
16.6%
B/E move
1.9%
Puts
Pseudo strike
167.96
IV
15.1%
B/E move
1.1%

60Δ

Calls
Pseudo strike
165.13
IV
16.7%
B/E move
1.7%
Puts
Pseudo strike
168.78
IV
14.4%
B/E move
0.8%

65Δ

Calls
Pseudo strike
163.98
IV
17.5%
B/E move
1.5%
Puts
Pseudo strike
169.67
IV
14.3%
B/E move
0.6%

70Δ

Calls
Pseudo strike
162.63
IV
18.5%
B/E move
1.3%
Puts
Pseudo strike
170.52
IV
13.9%
B/E move
0.4%

75Δ

Calls
Pseudo strike
161.06
IV
19.6%
B/E move
1.1%
Puts
Pseudo strike
171.41
IV
13.5%
B/E move
0.2%

80Δ

Calls
Pseudo strike
159.13
IV
20.9%
B/E move
1.0%
Puts
Pseudo strike
172.69
IV
14.0%
B/E move
0.1%

Options history

No recorded observations