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iShares MSCI Intl Value Factor ETF IVLU

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Market datapartial · fetched 2026-10-22T17:08:13.576Z

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 · 2026-10-22T17:06:14.998135508Z

FundamentalsAlpha Vantage · unavailable

Share price$42.16
1D-0.3%
$42.02$42.10$42.18$42.25$42.335:30 AM6:30 AM9:00 AM1:00 PMIVLU
Sold putSold call

iShares MSCI Intl Value Factor ETF options

Live interpolated IVLU call and put midpoint premiums by absolute delta.iShares MSCI Intl Value Factor ETF$0.72$2.88$5.03$7.18$9.33$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEIVLU PRICE$0.96$1.66$2.37$3.07$3.78$4.48$5.19$5.89$6.60$7.30$8.01$8.71
PutsExpensive2.17×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ39.0435.1%9.6%
30Δ40.0735.9%8.9%
35Δ41.1036.7%8.1%
40Δ42.1337.5%7.3%
45Δ43.1638.3%6.6%
50Δ44.1939.2%5.8%
55Δ45.2240.0%5.0%
60Δ46.2540.8%4.3%
65Δ47.2841.6%3.5%
70Δ48.3042.4%2.7%
75Δ49.3343.3%2.0%
80Δ50.3644.1%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.04
IV
35.1%
B/E move
9.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.07
IV
35.9%
B/E move
8.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.10
IV
36.7%
B/E move
8.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.13
IV
37.5%
B/E move
7.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.16
IV
38.3%
B/E move
6.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.19
IV
39.2%
B/E move
5.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.22
IV
40.0%
B/E move
5.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.25
IV
40.8%
B/E move
4.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.28
IV
41.6%
B/E move
3.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.30
IV
42.4%
B/E move
2.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.33
IV
43.3%
B/E move
2.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.36
IV
44.1%
B/E move
1.2%

Options history

No recorded observations