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

i

Market dataready · fetched 2026-11-11T14:53:49.741Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T14:52:36.380388447Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:53:48.957309+00:00

Share price$116.73
1D+0.1%
$116.50$116.57$116.65$116.72$116.795:30 AM6:30 AM9:00 AM1:00 PMIUSV
Sold putSold call

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$0.98$2.35$3.72$5.09$6.46$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEIUSV PRICE$1.42$1.94$2.46$2.97$3.49$4.00$4.52$5.04$5.55$6.07$1.13$1.25$1.36
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ108.4528.3%8.1%
25Δ111.1023.6%5.9%
30Δ113.7518.8%3.7%
35Δ119.3313.9%3.4%
40Δ118.5213.9%3.2%
45Δ117.7113.9%2.9%
50Δ116.9013.9%2.7%
55Δ116.0813.9%2.4%
60Δ115.2714.0%2.2%
65Δ114.4614.0%1.9%
70Δ113.6414.0%1.7%
75Δ112.8314.0%1.4%
80Δ112.0214.1%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
108.45
IV
28.3%
B/E move
8.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
111.10
IV
23.6%
B/E move
5.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
113.75
IV
18.8%
B/E move
3.7%

35Δ

Calls
Pseudo strike
119.33
IV
13.9%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
118.52
IV
13.9%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
117.71
IV
13.9%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
116.90
IV
13.9%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
116.08
IV
13.9%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
115.27
IV
14.0%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
114.46
IV
14.0%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
113.64
IV
14.0%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
112.83
IV
14.0%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
112.02
IV
14.1%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend13.78%
Daily close
IUSV11.5%17.5%23.6%2026-08-13: 15.99%2026-08-14: 15.93%2026-08-17: 17.03%2026-08-18: 18.18%2026-08-19: 19.25%2026-08-20: 22.74%2026-08-21: 13.51%2026-08-24: 13.60%2026-08-25: 13.41%2026-08-26: 13.61%2026-08-27: 13.23%2026-08-28: 13.36%2026-08-31: 14.07%2026-09-01: 13.87%2026-09-02: 14.19%2026-09-03: 14.49%2026-09-04: 13.98%2026-09-08: 15.40%2026-09-09: 15.68%2026-09-10: 16.42%2026-09-11: 16.12%2026-09-14: 17.71%2026-09-15: 19.08%2026-09-16: 18.71%2026-09-17: 22.62%2026-09-18: 13.37%2026-09-21: 12.45%2026-09-22: 12.32%2026-09-23: 12.53%2026-09-24: 12.53%2026-09-25: 12.42%2026-09-28: 12.94%2026-09-29: 12.98%2026-09-30: 12.98%2026-10-01: 13.24%2026-10-02: 13.32%2026-10-05: 13.10%2026-10-06: 13.73%2026-10-07: 13.92%2026-10-08: 13.63%2026-10-09: 13.99%2026-10-12: 15.45%2026-10-13: 15.69%2026-10-14: 17.29%2026-10-15: 19.80%2026-10-16: 12.62%2026-10-19: 12.81%2026-10-20: 12.73%2026-10-21: 12.85%2026-10-22: 12.99%2026-10-23: 13.33%2026-10-26: 13.74%2026-10-27: 13.42%2026-10-28: 13.47%2026-10-29: 12.89%2026-10-30: 13.78%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
15.99%
15.93%
17.03%
18.18%
19.25%
22.74%
13.51%
13.60%
13.41%
13.61%
13.23%
13.36%
14.07%
13.87%
14.19%
14.49%
13.98%
15.40%
15.68%
16.42%
16.12%
17.71%
19.08%
18.71%
22.62%
13.37%
12.45%
12.32%
12.53%
12.53%
12.42%
12.94%
12.98%
12.98%
13.24%
13.32%
13.10%
13.73%
13.92%
13.63%
13.99%
15.45%
15.69%
17.29%
19.80%
12.62%
12.81%
12.73%
12.85%
12.99%
13.33%
13.74%
13.42%
13.47%
12.89%
13.78%