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iShares U.S. Equity Factor ETF LRGF

i

Market datapartial · fetched 2026-10-22T12:27:40.016Z

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 · 2026-10-22T00:00:00.137076469Z

FundamentalsAlpha Vantage · unavailable

Share price$79.05
1D+0.4%
AH$78.58$78.73$78.89$79.04$79.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLRGF
Sold putSold callAH

iShares U.S. Equity Factor ETF options

Live interpolated LRGF call and put midpoint premiums by absolute delta.iShares U.S. Equity Factor ETF$0.39$1.33$2.28$3.22$4.17$74.50$76.67$78.84$81.01$83.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LRGF spot · $79.05LRGF PRICE$0.49$0.55$0.63$0.71$0.80$0.96$1.15$1.34$1.62$1.90$2.27$2.68$3.40$0.65$0.70$0.77$0.85$1.01$1.18$1.36$1.54$1.77$2.08$2.43$3.01$3.90
PutsExpensive1.64×
CallsExpensive1.44×
SkewBearish+1.85 pp
Implied moveBearish±$2.51
TiltBearish6.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.4120.2%6.1%74.9325.0%6.0%
25Δ82.0316.8%4.5%76.3820.5%4.3%
30Δ81.2315.1%3.6%77.3317.8%3.2%
35Δ80.6513.8%2.9%78.0615.6%2.3%
40Δ80.1412.8%2.4%78.5015.4%2.0%
45Δ79.7312.7%2.1%78.9415.2%1.6%
50Δ79.3613.0%1.8%79.3514.8%1.3%
55Δ78.9813.2%1.6%79.7614.4%1.1%
60Δ78.5613.6%1.4%80.1814.3%0.8%
65Δ78.1514.0%1.3%80.6314.4%0.6%
70Δ77.6514.5%1.1%81.1214.7%0.5%
75Δ77.1215.0%1.0%81.8015.7%0.3%
80Δ76.3016.5%0.8%82.7817.5%0.2%

20Δ

Calls
Pseudo strike
83.41
IV
20.2%
B/E move
6.1%
Puts
Pseudo strike
74.93
IV
25.0%
B/E move
6.0%

25Δ

Calls
Pseudo strike
82.03
IV
16.8%
B/E move
4.5%
Puts
Pseudo strike
76.38
IV
20.5%
B/E move
4.3%

30Δ

Calls
Pseudo strike
81.23
IV
15.1%
B/E move
3.6%
Puts
Pseudo strike
77.33
IV
17.8%
B/E move
3.2%

35Δ

Calls
Pseudo strike
80.65
IV
13.8%
B/E move
2.9%
Puts
Pseudo strike
78.06
IV
15.6%
B/E move
2.3%

40Δ

Calls
Pseudo strike
80.14
IV
12.8%
B/E move
2.4%
Puts
Pseudo strike
78.50
IV
15.4%
B/E move
2.0%

45Δ

Calls
Pseudo strike
79.73
IV
12.7%
B/E move
2.1%
Puts
Pseudo strike
78.94
IV
15.2%
B/E move
1.6%

50Δ

Calls
Pseudo strike
79.36
IV
13.0%
B/E move
1.8%
Puts
Pseudo strike
79.35
IV
14.8%
B/E move
1.3%

55Δ

Calls
Pseudo strike
78.98
IV
13.2%
B/E move
1.6%
Puts
Pseudo strike
79.76
IV
14.4%
B/E move
1.1%

60Δ

Calls
Pseudo strike
78.56
IV
13.6%
B/E move
1.4%
Puts
Pseudo strike
80.18
IV
14.3%
B/E move
0.8%

65Δ

Calls
Pseudo strike
78.15
IV
14.0%
B/E move
1.3%
Puts
Pseudo strike
80.63
IV
14.4%
B/E move
0.6%

70Δ

Calls
Pseudo strike
77.65
IV
14.5%
B/E move
1.1%
Puts
Pseudo strike
81.12
IV
14.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
77.12
IV
15.0%
B/E move
1.0%
Puts
Pseudo strike
81.80
IV
15.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
76.30
IV
16.5%
B/E move
0.8%
Puts
Pseudo strike
82.78
IV
17.5%
B/E move
0.2%

Options history

No recorded observations