IntraAlpha
Create free account Start free

iShares MSCI Intl Value Factor ETF IVLU

i

Market dataready · fetched 2026-10-22T16:44:29.988Z

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 · 2026-10-22T16:44:12.013660681Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T16:44:27.427297+00:00

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$0.48$1.58$2.67$3.77$4.87$37.80$39.79$41.77$43.76$45.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IVLU spot · $42.16IVLU PRICE$0.60$0.60$0.63$0.68$0.74$0.81$0.89$0.97$1.10$1.27$1.44$1.61$2.05$0.63$0.67$0.72$0.78$0.85$1.12$2.26$3.41$4.55$1.14$1.41$1.68$2.45
PutsExpensive1.47×
CallsExpensive1.35×
SkewBearish+6.52 pp
Implied moveBearish±$3.15
TiltBearish23.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.8948.1%15.0%38.3144.9%10.6%
25Δ45.5435.6%9.4%39.6935.9%7.4%
30Δ44.3729.2%6.7%40.5630.5%5.5%
35Δ43.6725.6%5.2%41.1826.8%4.2%
40Δ43.1122.7%4.0%41.6324.2%3.3%
45Δ42.7521.0%3.3%42.1924.2%2.6%
50Δ42.4319.6%2.8%43.2035.3%2.9%
55Δ42.1218.2%2.2%44.2046.5%3.2%
60Δ41.8317.5%1.8%45.2157.6%3.6%
65Δ41.5517.4%1.6%43.0414.8%0.6%
70Δ41.2717.2%1.3%43.3715.4%0.5%
75Δ40.9817.1%1.0%43.7016.0%0.3%
80Δ40.4818.5%0.9%44.5020.1%0.3%

20Δ

Calls
Pseudo strike
47.89
IV
48.1%
B/E move
15.0%
Puts
Pseudo strike
38.31
IV
44.9%
B/E move
10.6%

25Δ

Calls
Pseudo strike
45.54
IV
35.6%
B/E move
9.4%
Puts
Pseudo strike
39.69
IV
35.9%
B/E move
7.4%

30Δ

Calls
Pseudo strike
44.37
IV
29.2%
B/E move
6.7%
Puts
Pseudo strike
40.56
IV
30.5%
B/E move
5.5%

35Δ

Calls
Pseudo strike
43.67
IV
25.6%
B/E move
5.2%
Puts
Pseudo strike
41.18
IV
26.8%
B/E move
4.2%

40Δ

Calls
Pseudo strike
43.11
IV
22.7%
B/E move
4.0%
Puts
Pseudo strike
41.63
IV
24.2%
B/E move
3.3%

45Δ

Calls
Pseudo strike
42.75
IV
21.0%
B/E move
3.3%
Puts
Pseudo strike
42.19
IV
24.2%
B/E move
2.6%

50Δ

Calls
Pseudo strike
42.43
IV
19.6%
B/E move
2.8%
Puts
Pseudo strike
43.20
IV
35.3%
B/E move
2.9%

55Δ

Calls
Pseudo strike
42.12
IV
18.2%
B/E move
2.2%
Puts
Pseudo strike
44.20
IV
46.5%
B/E move
3.2%

60Δ

Calls
Pseudo strike
41.83
IV
17.5%
B/E move
1.8%
Puts
Pseudo strike
45.21
IV
57.6%
B/E move
3.6%

65Δ

Calls
Pseudo strike
41.55
IV
17.4%
B/E move
1.6%
Puts
Pseudo strike
43.04
IV
14.8%
B/E move
0.6%

70Δ

Calls
Pseudo strike
41.27
IV
17.2%
B/E move
1.3%
Puts
Pseudo strike
43.37
IV
15.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
40.98
IV
17.1%
B/E move
1.0%
Puts
Pseudo strike
43.70
IV
16.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
40.48
IV
18.5%
B/E move
0.9%
Puts
Pseudo strike
44.50
IV
20.1%
B/E move
0.3%

Options history

No recorded observations