IntraAlpha
Create free account Start free

iShares World ex U.S. Carbon Transition Readiness Aware Active ETF LCTD

i

Market dataready · fetched 2026-11-11T14:42:04.547Z

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 · 2026-11-11T01:00:00.07622667Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:42:04.033201+00:00

Share price$58.53
1D-0.2%
AH$58.24$58.39$58.54$58.68$58.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLCTD
Sold putSold callAH

iShares World ex U.S. Carbon Transition Readiness Aware Active ETF options

Live interpolated LCTD call and put midpoint premiums by absolute delta.iShares World ex U.S. Carbon Transition Readiness Aware Active ETF$0.60$1.07$1.54$2.01$2.49$54.82$56.63$58.45$60.26$62.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LCTD spot · $58.53LCTD PRICE$0.65$0.65$0.66$0.69$0.76$0.83$0.92$1.00$1.08$1.21$1.39$1.56$1.73$0.66$0.69$0.75$0.82$0.89$0.97$1.05$1.13$1.26$1.41$1.55$1.69$2.35
PutsExpensive1.57×
CallsExpensive1.14×
SkewBearish+1.80 pp
Implied moveBearish±$1.97
TiltBearish7.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.3565.7%11.1%54.2760.5%8.4%
25Δ61.9348.6%6.9%55.7848.3%5.9%
30Δ60.6738.6%4.8%56.7141.2%4.4%
35Δ59.8832.6%3.5%57.3536.5%3.4%
40Δ59.4229.7%2.8%57.8932.5%2.6%
45Δ58.9727.0%2.2%58.2729.9%2.1%
50Δ58.7025.4%1.8%58.6027.7%1.7%
55Δ58.4223.8%1.5%58.9325.5%1.3%
60Δ58.1422.2%1.2%59.2024.3%1.0%
65Δ57.8621.2%0.9%59.4623.5%0.8%
70Δ57.6020.8%0.8%59.7222.6%0.6%
75Δ57.3320.5%0.6%59.9821.7%0.4%
80Δ57.0720.1%0.5%60.6825.5%0.3%

20Δ

Calls
Pseudo strike
64.35
IV
65.7%
B/E move
11.1%
Puts
Pseudo strike
54.27
IV
60.5%
B/E move
8.4%

25Δ

Calls
Pseudo strike
61.93
IV
48.6%
B/E move
6.9%
Puts
Pseudo strike
55.78
IV
48.3%
B/E move
5.9%

30Δ

Calls
Pseudo strike
60.67
IV
38.6%
B/E move
4.8%
Puts
Pseudo strike
56.71
IV
41.2%
B/E move
4.4%

35Δ

Calls
Pseudo strike
59.88
IV
32.6%
B/E move
3.5%
Puts
Pseudo strike
57.35
IV
36.5%
B/E move
3.4%

40Δ

Calls
Pseudo strike
59.42
IV
29.7%
B/E move
2.8%
Puts
Pseudo strike
57.89
IV
32.5%
B/E move
2.6%

45Δ

Calls
Pseudo strike
58.97
IV
27.0%
B/E move
2.2%
Puts
Pseudo strike
58.27
IV
29.9%
B/E move
2.1%

50Δ

Calls
Pseudo strike
58.70
IV
25.4%
B/E move
1.8%
Puts
Pseudo strike
58.60
IV
27.7%
B/E move
1.7%

55Δ

Calls
Pseudo strike
58.42
IV
23.8%
B/E move
1.5%
Puts
Pseudo strike
58.93
IV
25.5%
B/E move
1.3%

60Δ

Calls
Pseudo strike
58.14
IV
22.2%
B/E move
1.2%
Puts
Pseudo strike
59.20
IV
24.3%
B/E move
1.0%

65Δ

Calls
Pseudo strike
57.86
IV
21.2%
B/E move
0.9%
Puts
Pseudo strike
59.46
IV
23.5%
B/E move
0.8%

70Δ

Calls
Pseudo strike
57.60
IV
20.8%
B/E move
0.8%
Puts
Pseudo strike
59.72
IV
22.6%
B/E move
0.6%

75Δ

Calls
Pseudo strike
57.33
IV
20.5%
B/E move
0.6%
Puts
Pseudo strike
59.98
IV
21.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
57.07
IV
20.1%
B/E move
0.5%
Puts
Pseudo strike
60.68
IV
25.5%
B/E move
0.3%

Options history

IV · four-Friday blend17.89%
Daily close
LCTD14.1%24.2%34.3%2026-08-13: 17.99%2026-08-14: 17.99%2026-08-17: 19.88%2026-08-18: 20.65%2026-08-19: 22.70%2026-08-20: 25.46%2026-08-21: 15.46%2026-08-24: 15.95%2026-08-25: 15.88%2026-08-26: 15.90%2026-08-27: 15.84%2026-08-28: 15.47%2026-08-31: 15.71%2026-09-01: 16.41%2026-09-02: 16.57%2026-09-03: 16.22%2026-09-04: 16.29%2026-09-08: 16.93%2026-09-09: 17.52%2026-09-10: 18.81%2026-09-11: 18.70%2026-09-14: 20.58%2026-09-15: 22.58%2026-09-16: 23.00%2026-09-17: 28.28%2026-09-18: 17.21%2026-09-21: 16.74%2026-09-22: 16.27%2026-09-23: 16.75%2026-09-24: 16.94%2026-09-25: 17.16%2026-09-28: 17.36%2026-09-29: 17.57%2026-09-30: 17.62%2026-10-01: 18.77%2026-10-02: 18.68%2026-10-05: 19.08%2026-10-06: 18.90%2026-10-07: 19.45%2026-10-08: 19.58%2026-10-09: 20.35%2026-10-12: 22.36%2026-10-13: 22.07%2026-10-14: 24.80%2026-10-15: 32.94%2026-10-16: 16.25%2026-10-19: 16.76%2026-10-20: 16.56%2026-10-21: 16.80%2026-10-22: 17.28%2026-10-23: 17.30%2026-10-26: 17.59%2026-10-27: 17.43%2026-10-28: 17.21%2026-10-29: 17.37%2026-10-30: 17.89%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
17.99%
17.99%
19.88%
20.65%
22.70%
25.46%
15.46%
15.95%
15.88%
15.90%
15.84%
15.47%
15.71%
16.41%
16.57%
16.22%
16.29%
16.93%
17.52%
18.81%
18.70%
20.58%
22.58%
23.00%
28.28%
17.21%
16.74%
16.27%
16.75%
16.94%
17.16%
17.36%
17.57%
17.62%
18.77%
18.68%
19.08%
18.90%
19.45%
19.58%
20.35%
22.36%
22.07%
24.80%
32.94%
16.25%
16.76%
16.56%
16.80%
17.28%
17.30%
17.59%
17.43%
17.21%
17.37%
17.89%