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iShares Core MSCI Total International Stock ETF IXUS

i

Market dataready · fetched 2026-11-11T13:48:25.826Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T09:02:16.162216404Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:48:25.313300+00:00

Share price$93.25
1D
Price history unavailable.

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$0.49$2.40$4.30$6.20$8.11$84.99$89.50$94.02$98.53$103.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IXUS spot · $93.25IXUS PRICE$0.75$0.70$0.86$0.92$0.98$1.04$1.11$1.20$1.31$1.41$1.52$1.69$0.82$0.92$1.03$1.12$1.22$1.34$1.65$2.00$2.37$2.83$3.74$4.84$7.56
PutsCheap0.78×
Calls——
Skew——
Implied moveBearish±$2.70
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.7146.8%7.7%87.7847.9%6.7%
25Δ89.5740.1%4.9%
30Δ95.3424.4%3.0%90.7735.3%3.8%
35Δ94.9025.1%2.7%91.6731.2%2.9%
40Δ94.3022.3%2.1%92.3528.3%2.3%
45Δ93.8220.0%1.7%92.9326.2%1.8%
50Δ93.4718.2%1.4%93.4527.1%1.6%
55Δ93.1116.4%1.0%93.9628.5%1.4%
60Δ92.8315.2%0.8%94.5328.9%1.2%
65Δ92.6014.4%0.7%95.1729.9%1.0%
70Δ92.3613.6%0.6%96.1634.2%0.9%
75Δ92.1212.8%0.4%97.3738.1%0.8%
80Δ91.8512.0%0.3%100.1150.6%0.8%

20Δ

Calls
Pseudo strike
99.71
IV
46.8%
B/E move
7.7%
Puts
Pseudo strike
87.78
IV
47.9%
B/E move
6.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
89.57
IV
40.1%
B/E move
4.9%

30Δ

Calls
Pseudo strike
95.34
IV
24.4%
B/E move
3.0%
Puts
Pseudo strike
90.77
IV
35.3%
B/E move
3.8%

35Δ

Calls
Pseudo strike
94.90
IV
25.1%
B/E move
2.7%
Puts
Pseudo strike
91.67
IV
31.2%
B/E move
2.9%

40Δ

Calls
Pseudo strike
94.30
IV
22.3%
B/E move
2.1%
Puts
Pseudo strike
92.35
IV
28.3%
B/E move
2.3%

45Δ

Calls
Pseudo strike
93.82
IV
20.0%
B/E move
1.7%
Puts
Pseudo strike
92.93
IV
26.2%
B/E move
1.8%

50Δ

Calls
Pseudo strike
93.47
IV
18.2%
B/E move
1.4%
Puts
Pseudo strike
93.45
IV
27.1%
B/E move
1.6%

55Δ

Calls
Pseudo strike
93.11
IV
16.4%
B/E move
1.0%
Puts
Pseudo strike
93.96
IV
28.5%
B/E move
1.4%

60Δ

Calls
Pseudo strike
92.83
IV
15.2%
B/E move
0.8%
Puts
Pseudo strike
94.53
IV
28.9%
B/E move
1.2%

65Δ

Calls
Pseudo strike
92.60
IV
14.4%
B/E move
0.7%
Puts
Pseudo strike
95.17
IV
29.9%
B/E move
1.0%

70Δ

Calls
Pseudo strike
92.36
IV
13.6%
B/E move
0.6%
Puts
Pseudo strike
96.16
IV
34.2%
B/E move
0.9%

75Δ

Calls
Pseudo strike
92.12
IV
12.8%
B/E move
0.4%
Puts
Pseudo strike
97.37
IV
38.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
91.85
IV
12.0%
B/E move
0.3%
Puts
Pseudo strike
100.11
IV
50.6%
B/E move
0.8%

Options history

IV · four-Friday blend18.62%
Daily close
IXUS15.2%20.9%26.6%2026-08-13: 16.57%2026-08-14: 16.42%2026-08-17: 17.51%2026-08-18: 19.13%2026-08-19: 21.08%2026-08-20: 24.29%2026-08-21: 16.87%2026-08-24: 16.65%2026-08-25: 16.53%2026-08-26: 16.37%2026-08-27: 16.17%2026-08-28: 16.10%2026-08-31: 16.44%2026-09-01: 16.45%2026-09-02: 17.01%2026-09-03: 16.15%2026-09-04: 16.02%2026-09-08: 16.67%2026-09-09: 18.26%2026-09-10: 19.24%2026-09-11: 17.33%2026-09-14: 18.30%2026-09-15: 21.83%2026-09-16: 22.45%2026-09-17: 25.77%2026-09-18: 18.38%2026-09-21: 17.53%2026-09-22: 17.21%2026-09-23: 17.87%2026-09-24: 17.70%2026-09-25: 18.28%2026-09-28: 18.48%2026-09-29: 17.81%2026-09-30: 18.44%2026-10-01: 19.03%2026-10-02: 18.27%2026-10-05: 18.69%2026-10-06: 18.06%2026-10-07: 19.00%2026-10-08: 19.28%2026-10-09: 19.04%2026-10-12: 20.10%2026-10-13: 20.56%2026-10-14: 22.33%2026-10-16: 16.86%2026-10-19: 17.10%2026-10-20: 17.69%2026-10-21: 17.16%2026-10-22: 18.01%2026-10-23: 18.50%2026-10-26: 18.08%2026-10-27: 17.88%2026-10-28: 17.31%2026-10-29: 17.26%2026-10-30: 18.62%Aug 13Sep 22Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
16.57%
16.42%
17.51%
19.13%
21.08%
24.29%
16.87%
16.65%
16.53%
16.37%
16.17%
16.10%
16.44%
16.45%
17.01%
16.15%
16.02%
16.67%
18.26%
19.24%
17.33%
18.30%
21.83%
22.45%
25.77%
18.38%
17.53%
17.21%
17.87%
17.70%
18.28%
18.48%
17.81%
18.44%
19.03%
18.27%
18.69%
18.06%
19.00%
19.28%
19.04%
20.10%
20.56%
22.33%
16.86%
17.10%
17.69%
17.16%
18.01%
18.50%
18.08%
17.88%
17.31%
17.26%
18.62%