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iShares Core S&P U.S. Growth ETF IUSG

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Market datapartial · fetched 2026-10-22T08:45:00.969Z

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 · 2026-10-22T08:00:00.128306742Z

FundamentalsAlpha Vantage · unavailable

Share price$190.00
1D
Price history unavailable.

iShares Core S&P U.S. Growth ETF options

Live interpolated IUSG call and put midpoint premiums by absolute delta.iShares Core S&P U.S. Growth ETF$0.56$5.95$11.33$16.72$22.11$177.18$184.88$192.57$200.27$207.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IUSG spot · $190.00IUSG PRICE$1.14$1.68$2.13$2.77$3.47$4.30$5.20$6.50$7.86$9.81$11.87$15.03$20.55$1.37$1.91$2.31$2.71$3.20$3.62$4.00$4.39$5.05$5.44$5.83$6.30$6.77
PutsExpensive1.16×
CallsExpensive2.05×
SkewBullish-9.54 pp
Implied moveBullish±$9.20
TiltBullish27.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ199.8919.5%5.8%181.1322.3%5.4%
25Δ198.9821.7%5.6%182.8123.1%4.8%
30Δ197.1121.5%4.9%184.8622.0%3.9%
35Δ195.7422.7%4.5%186.6520.8%3.2%
40Δ194.2723.6%4.1%188.1620.3%2.7%
45Δ192.7224.6%3.7%189.5619.3%2.1%
50Δ191.0825.5%3.3%190.8418.1%1.7%
55Δ189.3127.4%3.1%191.9717.1%1.3%
60Δ187.3328.7%2.7%193.1317.0%1.0%
65Δ184.9331.4%2.5%194.0915.8%0.7%
70Δ182.2633.2%2.2%194.9714.8%0.5%
75Δ178.6436.9%1.9%195.8213.8%0.3%
80Δ172.7944.4%1.8%196.6112.8%0.1%

20Δ

Calls
Pseudo strike
199.89
IV
19.5%
B/E move
5.8%
Puts
Pseudo strike
181.13
IV
22.3%
B/E move
5.4%

25Δ

Calls
Pseudo strike
198.98
IV
21.7%
B/E move
5.6%
Puts
Pseudo strike
182.81
IV
23.1%
B/E move
4.8%

30Δ

Calls
Pseudo strike
197.11
IV
21.5%
B/E move
4.9%
Puts
Pseudo strike
184.86
IV
22.0%
B/E move
3.9%

35Δ

Calls
Pseudo strike
195.74
IV
22.7%
B/E move
4.5%
Puts
Pseudo strike
186.65
IV
20.8%
B/E move
3.2%

40Δ

Calls
Pseudo strike
194.27
IV
23.6%
B/E move
4.1%
Puts
Pseudo strike
188.16
IV
20.3%
B/E move
2.7%

45Δ

Calls
Pseudo strike
192.72
IV
24.6%
B/E move
3.7%
Puts
Pseudo strike
189.56
IV
19.3%
B/E move
2.1%

50Δ

Calls
Pseudo strike
191.08
IV
25.5%
B/E move
3.3%
Puts
Pseudo strike
190.84
IV
18.1%
B/E move
1.7%

55Δ

Calls
Pseudo strike
189.31
IV
27.4%
B/E move
3.1%
Puts
Pseudo strike
191.97
IV
17.1%
B/E move
1.3%

60Δ

Calls
Pseudo strike
187.33
IV
28.7%
B/E move
2.7%
Puts
Pseudo strike
193.13
IV
17.0%
B/E move
1.0%

65Δ

Calls
Pseudo strike
184.93
IV
31.4%
B/E move
2.5%
Puts
Pseudo strike
194.09
IV
15.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
182.26
IV
33.2%
B/E move
2.2%
Puts
Pseudo strike
194.97
IV
14.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
178.64
IV
36.9%
B/E move
1.9%
Puts
Pseudo strike
195.82
IV
13.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
172.79
IV
44.4%
B/E move
1.8%
Puts
Pseudo strike
196.61
IV
12.8%
B/E move
0.1%

Options history

No recorded observations