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iShares MSCI USA ETF MLRG

i

Market dataready · fetched 2026-11-11T13:50:59.994Z

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 · 2026-11-11T01:00:00.051450757Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:50:59.577986+00:00

Share price$103.85
1D+0.4%
AH$103.18$103.41$103.65$103.88$104.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMLRG
Sold putSold callAH

iShares MSCI USA ETF options

Live interpolated MLRG call and put midpoint premiums by absolute delta.iShares MSCI USA ETF$0.50$1.06$1.62$2.18$2.74$98.44$101.00$103.56$106.12$108.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MLRG spot · $103.85MLRG PRICE$1.08$1.25$1.42$1.59$1.90$2.22$2.58$0.57$0.64$0.72$0.82$0.92$1.02$1.12$1.25$1.37$1.50$1.72$2.00$2.28
PutsCheap0.70×
Calls——
Skew——
Implied moveBalanced±$2.20
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.6930.9%4.5%
25Δ100.9526.4%3.4%
30Δ102.0922.4%2.4%
35Δ102.6720.9%1.9%
40Δ103.1719.5%1.5%
45Δ103.5818.2%1.2%
50Δ103.9916.9%1.2%103.9817.0%1.0%
55Δ103.6516.6%1.0%104.2916.1%0.8%
60Δ103.3216.2%0.9%104.5915.4%0.6%
65Δ102.9816.0%0.7%104.8914.6%0.4%
70Δ102.5616.3%0.6%105.2314.3%0.3%
75Δ102.1416.7%0.5%105.6014.3%0.2%
80Δ101.6816.7%0.4%105.9714.3%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
99.69
IV
30.9%
B/E move
4.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
100.95
IV
26.4%
B/E move
3.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
102.09
IV
22.4%
B/E move
2.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
102.67
IV
20.9%
B/E move
1.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
103.17
IV
19.5%
B/E move
1.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
103.58
IV
18.2%
B/E move
1.2%

50Δ

Calls
Pseudo strike
103.99
IV
16.9%
B/E move
1.2%
Puts
Pseudo strike
103.98
IV
17.0%
B/E move
1.0%

55Δ

Calls
Pseudo strike
103.65
IV
16.6%
B/E move
1.0%
Puts
Pseudo strike
104.29
IV
16.1%
B/E move
0.8%

60Δ

Calls
Pseudo strike
103.32
IV
16.2%
B/E move
0.9%
Puts
Pseudo strike
104.59
IV
15.4%
B/E move
0.6%

65Δ

Calls
Pseudo strike
102.98
IV
16.0%
B/E move
0.7%
Puts
Pseudo strike
104.89
IV
14.6%
B/E move
0.4%

70Δ

Calls
Pseudo strike
102.56
IV
16.3%
B/E move
0.6%
Puts
Pseudo strike
105.23
IV
14.3%
B/E move
0.3%

75Δ

Calls
Pseudo strike
102.14
IV
16.7%
B/E move
0.5%
Puts
Pseudo strike
105.60
IV
14.3%
B/E move
0.2%

80Δ

Calls
Pseudo strike
101.68
IV
16.7%
B/E move
0.4%
Puts
Pseudo strike
105.97
IV
14.3%
B/E move
0.2%

Options history

IV · four-Friday blend16.36%
Daily EOD
MLRG13.5%15.0%16.6%2026-10-19: 13.98%2026-10-20: 14.06%2026-10-21: 14.89%2026-10-22: 15.05%2026-10-23: 15.29%2026-10-26: 16.01%2026-10-27: 14.24%2026-10-28: 13.94%2026-10-29: 13.68%2026-10-30: 16.36%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
13.98%
14.06%
14.89%
15.05%
15.29%
16.01%
14.24%
13.94%
13.68%
16.36%