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iShares Core MSCI Total International Stock ETF IXUS

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Market dataready · fetched 2026-10-22T07:14:33.549Z

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 · 2026-10-21T22:07:52.035752265Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T07:14:31.000128+00:00

Share price$94.10
1D-0.1%
AH$93.71$93.87$94.03$94.19$94.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIXUS
Sold putSold callAH

iShares Core MSCI Total International Stock ETF options

Live interpolated IXUS call and put midpoint premiums by absolute delta.iShares Core MSCI Total International Stock ETF$0.41$1.63$2.86$4.09$5.31$87.18$90.47$93.77$97.06$100.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IXUS spot · $94.10IXUS PRICE$0.77$0.54$0.98$1.09$1.26$1.49$1.79$2.10$2.51$2.93$3.37$4.01$4.96$0.95$1.09$1.16$1.27$1.45$1.71$1.98$2.26$2.61$2.98$3.39$4.02$4.75
PutsCheap0.94×
CallsExpensive1.09×
SkewBearish+1.31 pp
Implied moveBearish±$3.77
TiltBearish3.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ101.0126.9%8.2%88.1430.4%7.3%
25Δ97.0413.7%3.7%89.9326.6%5.6%
30Δ97.5319.9%4.7%91.5522.0%3.9%
35Δ96.5317.9%3.7%92.5519.6%3.0%
40Δ95.7017.0%3.0%93.3018.5%2.4%
45Δ95.0817.0%2.6%93.9118.4%2.0%
50Δ94.5017.3%2.3%94.5118.0%1.7%
55Δ93.9217.6%2.0%95.1117.7%1.3%
60Δ93.2918.1%1.8%95.7117.6%1.1%
65Δ92.6418.4%1.6%96.3217.4%0.8%
70Δ91.9818.5%1.3%96.9417.2%0.6%
75Δ91.1519.1%1.1%97.7417.6%0.4%
80Δ90.0520.6%1.0%98.6417.9%0.2%

20Δ

Calls
Pseudo strike
101.01
IV
26.9%
B/E move
8.2%
Puts
Pseudo strike
88.14
IV
30.4%
B/E move
7.3%

25Δ

Calls
Pseudo strike
97.04
IV
13.7%
B/E move
3.7%
Puts
Pseudo strike
89.93
IV
26.6%
B/E move
5.6%

30Δ

Calls
Pseudo strike
97.53
IV
19.9%
B/E move
4.7%
Puts
Pseudo strike
91.55
IV
22.0%
B/E move
3.9%

35Δ

Calls
Pseudo strike
96.53
IV
17.9%
B/E move
3.7%
Puts
Pseudo strike
92.55
IV
19.6%
B/E move
3.0%

40Δ

Calls
Pseudo strike
95.70
IV
17.0%
B/E move
3.0%
Puts
Pseudo strike
93.30
IV
18.5%
B/E move
2.4%

45Δ

Calls
Pseudo strike
95.08
IV
17.0%
B/E move
2.6%
Puts
Pseudo strike
93.91
IV
18.4%
B/E move
2.0%

50Δ

Calls
Pseudo strike
94.50
IV
17.3%
B/E move
2.3%
Puts
Pseudo strike
94.51
IV
18.0%
B/E move
1.7%

55Δ

Calls
Pseudo strike
93.92
IV
17.6%
B/E move
2.0%
Puts
Pseudo strike
95.11
IV
17.7%
B/E move
1.3%

60Δ

Calls
Pseudo strike
93.29
IV
18.1%
B/E move
1.8%
Puts
Pseudo strike
95.71
IV
17.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
92.64
IV
18.4%
B/E move
1.6%
Puts
Pseudo strike
96.32
IV
17.4%
B/E move
0.8%

70Δ

Calls
Pseudo strike
91.98
IV
18.5%
B/E move
1.3%
Puts
Pseudo strike
96.94
IV
17.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
91.15
IV
19.1%
B/E move
1.1%
Puts
Pseudo strike
97.74
IV
17.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
90.05
IV
20.6%
B/E move
1.0%
Puts
Pseudo strike
98.64
IV
17.9%
B/E move
0.2%

Options history

No recorded observations