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iShares U.S. Equity Factor ETF LRGF

i

Market dataready · fetched 2026-11-11T13:54:34.887Z

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 · 2026-11-11T01:00:00.095929616Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:54:34.567680+00:00

Share price$76.54
1D+0.1%
AH$75.98$76.19$76.39$76.59$76.805:30 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$0.52$1.02$1.52$2.02$2.51$72.79$74.71$76.64$78.56$80.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LRGF spot · $76.54LRGF PRICE$0.57$0.57$0.62$0.69$0.76$0.83$0.94$1.05$1.16$1.36$1.60$1.84$2.24$0.61$0.67$0.71$0.78$0.86$0.94$1.03$1.11$1.28$1.49$1.69$2.00$2.37
PutsExpensive1.20×
CallsCheap0.89×
SkewBearish+1.25 pp
Implied moveBearish±$1.97
TiltBearish4.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ81.4743.7%7.2%72.4343.5%6.2%
25Δ79.5032.6%4.6%73.8535.7%4.4%
30Δ78.5327.6%3.4%74.7830.1%3.2%
35Δ77.8824.7%2.7%75.4026.9%2.5%
40Δ77.4322.5%2.2%75.9224.3%1.9%
45Δ76.9920.4%1.7%76.2822.6%1.6%
50Δ76.6919.7%1.4%76.6021.0%1.3%
55Δ76.4019.0%1.2%76.9319.5%0.9%
60Δ76.1018.2%0.9%77.2519.1%0.8%
65Δ75.7818.2%0.8%77.5619.1%0.6%
70Δ75.4518.5%0.7%77.8719.1%0.5%
75Δ75.1218.8%0.5%78.2719.3%0.4%
80Δ74.6319.7%0.4%78.7219.8%0.2%

20Δ

Calls
Pseudo strike
81.47
IV
43.7%
B/E move
7.2%
Puts
Pseudo strike
72.43
IV
43.5%
B/E move
6.2%

25Δ

Calls
Pseudo strike
79.50
IV
32.6%
B/E move
4.6%
Puts
Pseudo strike
73.85
IV
35.7%
B/E move
4.4%

30Δ

Calls
Pseudo strike
78.53
IV
27.6%
B/E move
3.4%
Puts
Pseudo strike
74.78
IV
30.1%
B/E move
3.2%

35Δ

Calls
Pseudo strike
77.88
IV
24.7%
B/E move
2.7%
Puts
Pseudo strike
75.40
IV
26.9%
B/E move
2.5%

40Δ

Calls
Pseudo strike
77.43
IV
22.5%
B/E move
2.2%
Puts
Pseudo strike
75.92
IV
24.3%
B/E move
1.9%

45Δ

Calls
Pseudo strike
76.99
IV
20.4%
B/E move
1.7%
Puts
Pseudo strike
76.28
IV
22.6%
B/E move
1.6%

50Δ

Calls
Pseudo strike
76.69
IV
19.7%
B/E move
1.4%
Puts
Pseudo strike
76.60
IV
21.0%
B/E move
1.3%

55Δ

Calls
Pseudo strike
76.40
IV
19.0%
B/E move
1.2%
Puts
Pseudo strike
76.93
IV
19.5%
B/E move
0.9%

60Δ

Calls
Pseudo strike
76.10
IV
18.2%
B/E move
0.9%
Puts
Pseudo strike
77.25
IV
19.1%
B/E move
0.8%

65Δ

Calls
Pseudo strike
75.78
IV
18.2%
B/E move
0.8%
Puts
Pseudo strike
77.56
IV
19.1%
B/E move
0.6%

70Δ

Calls
Pseudo strike
75.45
IV
18.5%
B/E move
0.7%
Puts
Pseudo strike
77.87
IV
19.1%
B/E move
0.5%

75Δ

Calls
Pseudo strike
75.12
IV
18.8%
B/E move
0.5%
Puts
Pseudo strike
78.27
IV
19.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
74.63
IV
19.7%
B/E move
0.4%
Puts
Pseudo strike
78.72
IV
19.8%
B/E move
0.2%

Options history

IV · four-Friday blend29.30%
Daily EOD
LRGF13.7%22.1%30.5%2026-10-19: 29.05%2026-10-20: 28.62%2026-10-21: 20.21%2026-10-22: 19.63%2026-10-23: 16.23%2026-10-26: 15.51%2026-10-27: 15.01%2026-10-28: 15.20%2026-10-29: 14.82%2026-10-30: 29.30%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
29.05%
28.62%
20.21%
19.63%
16.23%
15.51%
15.01%
15.20%
14.82%
29.30%