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

i

Market datapartial · fetched 2026-10-22T18:02:24.187Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T18:02:11.985689158Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T18:02:22.575611+00:00

Share price$115.17
1D+0.2%
$114.62$114.85$115.08$115.32$115.555:30 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$1.12$3.29$5.47$7.64$9.82$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEIUSV PRICE$1.35$1.49$2.19$2.89$3.59$4.29$4.99$5.69$6.39$7.09$7.79$8.49$9.19
PutsExpensive1.47×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ103.9330.4%10.9%
25Δ110.0820.8%5.7%
30Δ111.3520.6%5.2%
35Δ112.6120.4%4.7%
40Δ113.8720.2%4.2%
45Δ115.1420.1%3.8%
50Δ116.4019.9%3.3%
55Δ117.6719.7%2.8%
60Δ118.9319.5%2.3%
65Δ120.2019.3%1.8%
70Δ121.4619.1%1.3%
75Δ122.7318.9%0.8%
80Δ123.9918.7%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
103.93
IV
30.4%
B/E move
10.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
110.08
IV
20.8%
B/E move
5.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
111.35
IV
20.6%
B/E move
5.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
112.61
IV
20.4%
B/E move
4.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
113.87
IV
20.2%
B/E move
4.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
115.14
IV
20.1%
B/E move
3.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
116.40
IV
19.9%
B/E move
3.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
117.67
IV
19.7%
B/E move
2.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
118.93
IV
19.5%
B/E move
2.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
120.20
IV
19.3%
B/E move
1.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
121.46
IV
19.1%
B/E move
1.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
122.73
IV
18.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
123.99
IV
18.7%
B/E move
0.3%

Options history

No recorded observations