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iShares Core S&P U.S. Value ETF IUSV

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Market datapartial · fetched 2026-10-22T13:26:03.500Z

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 · 2026-10-22T10:39:35.27102152Z

FundamentalsAlpha Vantage · unavailable

Share price$114.50
1D
Price history unavailable.

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

Live interpolated IUSV call and put midpoint premiums by absolute delta.iShares Core S&P U.S. Value ETF$0.80$2.10$3.39$4.68$5.97$108.63$111.68$114.72$117.77$120.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IUSV spot · $114.50IUSV PRICE$0.94$1.03$1.15$1.30$1.47$1.65$2.03$2.44$2.90$3.66$4.63$5.60$0.96$1.02$1.11$1.21$1.29$1.41$1.54$1.71$1.88$2.08$2.32$2.56$2.94
PutsExpensive1.16×
CallsExpensive1.34×
SkewBullish-2.22 pp
Implied moveBullish±$3.20
TiltBullish13.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ108.3825.6%6.2%
25Δ119.6320.1%5.3%110.6820.5%4.2%
30Δ118.0017.0%3.9%112.0917.5%3.1%
35Δ116.9815.5%3.2%113.0915.5%2.3%
40Δ116.2314.5%2.6%113.8613.6%1.7%
45Δ115.5913.7%2.2%114.4412.6%1.3%
50Δ114.9913.1%1.9%114.9711.7%0.9%
55Δ114.3913.7%1.7%115.3811.1%0.7%
60Δ113.7714.3%1.5%115.7710.6%0.5%
65Δ113.1114.9%1.3%116.1710.1%0.4%
70Δ112.2116.4%1.2%116.579.8%0.2%
75Δ111.1118.1%1.1%116.979.4%0.1%
80Δ109.9519.0%0.9%117.479.2%0.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
108.38
IV
25.6%
B/E move
6.2%

25Δ

Calls
Pseudo strike
119.63
IV
20.1%
B/E move
5.3%
Puts
Pseudo strike
110.68
IV
20.5%
B/E move
4.2%

30Δ

Calls
Pseudo strike
118.00
IV
17.0%
B/E move
3.9%
Puts
Pseudo strike
112.09
IV
17.5%
B/E move
3.1%

35Δ

Calls
Pseudo strike
116.98
IV
15.5%
B/E move
3.2%
Puts
Pseudo strike
113.09
IV
15.5%
B/E move
2.3%

40Δ

Calls
Pseudo strike
116.23
IV
14.5%
B/E move
2.6%
Puts
Pseudo strike
113.86
IV
13.6%
B/E move
1.7%

45Δ

Calls
Pseudo strike
115.59
IV
13.7%
B/E move
2.2%
Puts
Pseudo strike
114.44
IV
12.6%
B/E move
1.3%

50Δ

Calls
Pseudo strike
114.99
IV
13.1%
B/E move
1.9%
Puts
Pseudo strike
114.97
IV
11.7%
B/E move
0.9%

55Δ

Calls
Pseudo strike
114.39
IV
13.7%
B/E move
1.7%
Puts
Pseudo strike
115.38
IV
11.1%
B/E move
0.7%

60Δ

Calls
Pseudo strike
113.77
IV
14.3%
B/E move
1.5%
Puts
Pseudo strike
115.77
IV
10.6%
B/E move
0.5%

65Δ

Calls
Pseudo strike
113.11
IV
14.9%
B/E move
1.3%
Puts
Pseudo strike
116.17
IV
10.1%
B/E move
0.4%

70Δ

Calls
Pseudo strike
112.21
IV
16.4%
B/E move
1.2%
Puts
Pseudo strike
116.57
IV
9.8%
B/E move
0.2%

75Δ

Calls
Pseudo strike
111.11
IV
18.1%
B/E move
1.1%
Puts
Pseudo strike
116.97
IV
9.4%
B/E move
0.1%

80Δ

Calls
Pseudo strike
109.95
IV
19.0%
B/E move
0.9%
Puts
Pseudo strike
117.47
IV
9.2%
B/E move
0.0%

Options history

No recorded observations