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

i

Market dataready · fetched 2026-10-22T11:31:41.274Z

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 · 2026-10-22T08:56:38.222058517Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T11:31:37.770844+00:00

Share price$189.03
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$0.53$7.11$13.68$20.26$26.84$176.96$185.04$193.12$201.20$209.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IUSG spot · $189.03IUSG PRICE$1.24$1.78$2.29$3.02$3.77$4.69$5.86$7.17$8.96$11.14$13.77$18.26$24.94$1.30$1.74$2.16$2.53$2.93$3.36$3.68$4.00$4.32$4.83$5.19$5.46$5.70
PutsFair1.04×
CallsExpensive2.35×
SkewBullish-15.25 pp
Implied moveBullish±$9.54
TiltBullish38.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ199.7321.2%6.3%180.6121.3%5.1%
25Δ198.5723.1%6.0%182.4621.2%4.4%
30Δ196.7023.3%5.3%184.2320.6%3.7%
35Δ195.3125.0%4.9%185.9119.6%3.0%
40Δ193.6625.8%4.4%187.3618.7%2.4%
45Δ192.0127.2%4.1%188.6518.0%2.0%
50Δ190.2428.9%3.7%189.8216.8%1.5%
55Δ188.2730.6%3.4%190.8615.7%1.2%
60Δ185.9833.3%3.1%191.7614.6%0.8%
65Δ183.2636.1%2.8%192.7114.2%0.6%
70Δ180.0439.2%2.5%193.4913.3%0.4%
75Δ175.2245.9%2.4%194.1312.1%0.2%
80Δ168.1755.6%2.2%194.6710.9%0.0%

20Δ

Calls
Pseudo strike
199.73
IV
21.2%
B/E move
6.3%
Puts
Pseudo strike
180.61
IV
21.3%
B/E move
5.1%

25Δ

Calls
Pseudo strike
198.57
IV
23.1%
B/E move
6.0%
Puts
Pseudo strike
182.46
IV
21.2%
B/E move
4.4%

30Δ

Calls
Pseudo strike
196.70
IV
23.3%
B/E move
5.3%
Puts
Pseudo strike
184.23
IV
20.6%
B/E move
3.7%

35Δ

Calls
Pseudo strike
195.31
IV
25.0%
B/E move
4.9%
Puts
Pseudo strike
185.91
IV
19.6%
B/E move
3.0%

40Δ

Calls
Pseudo strike
193.66
IV
25.8%
B/E move
4.4%
Puts
Pseudo strike
187.36
IV
18.7%
B/E move
2.4%

45Δ

Calls
Pseudo strike
192.01
IV
27.2%
B/E move
4.1%
Puts
Pseudo strike
188.65
IV
18.0%
B/E move
2.0%

50Δ

Calls
Pseudo strike
190.24
IV
28.9%
B/E move
3.7%
Puts
Pseudo strike
189.82
IV
16.8%
B/E move
1.5%

55Δ

Calls
Pseudo strike
188.27
IV
30.6%
B/E move
3.4%
Puts
Pseudo strike
190.86
IV
15.7%
B/E move
1.2%

60Δ

Calls
Pseudo strike
185.98
IV
33.3%
B/E move
3.1%
Puts
Pseudo strike
191.76
IV
14.6%
B/E move
0.8%

65Δ

Calls
Pseudo strike
183.26
IV
36.1%
B/E move
2.8%
Puts
Pseudo strike
192.71
IV
14.2%
B/E move
0.6%

70Δ

Calls
Pseudo strike
180.04
IV
39.2%
B/E move
2.5%
Puts
Pseudo strike
193.49
IV
13.3%
B/E move
0.4%

75Δ

Calls
Pseudo strike
175.22
IV
45.9%
B/E move
2.4%
Puts
Pseudo strike
194.13
IV
12.1%
B/E move
0.2%

80Δ

Calls
Pseudo strike
168.17
IV
55.6%
B/E move
2.2%
Puts
Pseudo strike
194.67
IV
10.9%
B/E move
0.0%

Options history

No recorded observations