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

i

Market dataready · fetched 2026-10-22T21:01:04.163Z

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 · 2026-10-22T20:00:00.667047663Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:01:03.569672+00:00

Share price$115.67
1D+0.6%
AH$114.60$114.89$115.18$115.46$115.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIUSV
Sold putSold callAH

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$0.74$2.28$3.81$5.35$6.88$108.61$111.71$114.80$117.89$120.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IUSV spot · $115.67IUSV PRICE$0.91$0.99$1.08$1.18$1.30$1.41$1.62$1.87$2.19$2.55$2.91$3.26$1.01$1.09$1.23$1.32$1.46$1.69$1.94$2.25$2.61$3.00$3.74$4.88$6.44
PutsExpensive1.46×
CallsFair1.03×
SkewBearish+4.67 pp
Implied moveBearish±$3.36
TiltBearish21.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ109.2626.7%6.4%
25Δ120.6119.3%5.1%111.5721.8%4.5%
30Δ119.0716.4%3.8%113.0019.2%3.4%
35Δ118.0014.3%2.9%114.1116.8%2.5%
40Δ117.2813.1%2.4%114.9215.3%1.9%
45Δ116.6812.0%2.0%115.5314.8%1.6%
50Δ116.1611.1%1.6%116.1314.5%1.3%
55Δ115.6710.8%1.4%116.7214.4%1.0%
60Δ115.2010.8%1.2%117.3314.4%0.8%
65Δ114.7010.9%1.1%117.9514.4%0.6%
70Δ114.1811.1%0.9%118.8415.5%0.5%
75Δ113.6711.0%0.8%120.1017.5%0.4%
80Δ113.1610.7%0.7%121.7919.7%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
109.26
IV
26.7%
B/E move
6.4%

25Δ

Calls
Pseudo strike
120.61
IV
19.3%
B/E move
5.1%
Puts
Pseudo strike
111.57
IV
21.8%
B/E move
4.5%

30Δ

Calls
Pseudo strike
119.07
IV
16.4%
B/E move
3.8%
Puts
Pseudo strike
113.00
IV
19.2%
B/E move
3.4%

35Δ

Calls
Pseudo strike
118.00
IV
14.3%
B/E move
2.9%
Puts
Pseudo strike
114.11
IV
16.8%
B/E move
2.5%

40Δ

Calls
Pseudo strike
117.28
IV
13.1%
B/E move
2.4%
Puts
Pseudo strike
114.92
IV
15.3%
B/E move
1.9%

45Δ

Calls
Pseudo strike
116.68
IV
12.0%
B/E move
2.0%
Puts
Pseudo strike
115.53
IV
14.8%
B/E move
1.6%

50Δ

Calls
Pseudo strike
116.16
IV
11.1%
B/E move
1.6%
Puts
Pseudo strike
116.13
IV
14.5%
B/E move
1.3%

55Δ

Calls
Pseudo strike
115.67
IV
10.8%
B/E move
1.4%
Puts
Pseudo strike
116.72
IV
14.4%
B/E move
1.0%

60Δ

Calls
Pseudo strike
115.20
IV
10.8%
B/E move
1.2%
Puts
Pseudo strike
117.33
IV
14.4%
B/E move
0.8%

65Δ

Calls
Pseudo strike
114.70
IV
10.9%
B/E move
1.1%
Puts
Pseudo strike
117.95
IV
14.4%
B/E move
0.6%

70Δ

Calls
Pseudo strike
114.18
IV
11.1%
B/E move
0.9%
Puts
Pseudo strike
118.84
IV
15.5%
B/E move
0.5%

75Δ

Calls
Pseudo strike
113.67
IV
11.0%
B/E move
0.8%
Puts
Pseudo strike
120.10
IV
17.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
113.16
IV
10.7%
B/E move
0.7%
Puts
Pseudo strike
121.79
IV
19.7%
B/E move
0.3%

Options history

No recorded observations