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iShares MSCI USA ETF MLRG

i

Market dataready · fetched 2026-10-22T13:12:49.345Z

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 · 2026-10-22T00:00:00.077270154Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T13:12:48.984589+00:00

Share price$107.13
1D+0.3%
AH$106.49$106.72$106.94$107.17$107.395:30 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$0.37$2.04$3.71$5.39$7.06$101.20$104.37$107.54$110.71$113.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MLRG spot · $107.13MLRG PRICE$0.55$0.81$1.00$1.19$1.49$1.63$2.02$2.48$2.67$3.14$3.94$5.03$6.58$0.70$0.79$0.96$1.32$1.56$1.45$2.06$2.42$2.40$2.38$2.79$3.30$4.00
PutsExpensive1.48×
CallsExpensive1.67×
SkewBullish-2.71 pp
Implied moveBalanced±$4.08
TiltBullish10.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.9516.5%5.0%102.5920.3%4.9%
25Δ111.4017.9%4.7%104.1717.1%3.5%
30Δ110.5717.8%4.1%105.1216.0%2.8%
35Δ109.6316.8%3.4%105.6217.6%2.6%
40Δ109.0317.7%3.2%106.2017.8%2.3%
45Δ108.2416.4%2.6%107.0313.8%1.5%
50Δ107.5517.1%2.3%107.6416.3%1.5%
55Δ106.9218.2%2.1%108.1716.9%1.3%
60Δ106.3117.0%1.7%108.5714.6%0.9%
65Δ105.5717.2%1.5%108.9712.4%0.5%
70Δ104.6318.9%1.3%109.5612.5%0.3%
75Δ103.4021.1%1.2%110.2112.8%0.2%
80Δ101.7124.1%1.1%111.0313.4%0.1%

20Δ

Calls
Pseudo strike
111.95
IV
16.5%
B/E move
5.0%
Puts
Pseudo strike
102.59
IV
20.3%
B/E move
4.9%

25Δ

Calls
Pseudo strike
111.40
IV
17.9%
B/E move
4.7%
Puts
Pseudo strike
104.17
IV
17.1%
B/E move
3.5%

30Δ

Calls
Pseudo strike
110.57
IV
17.8%
B/E move
4.1%
Puts
Pseudo strike
105.12
IV
16.0%
B/E move
2.8%

35Δ

Calls
Pseudo strike
109.63
IV
16.8%
B/E move
3.4%
Puts
Pseudo strike
105.62
IV
17.6%
B/E move
2.6%

40Δ

Calls
Pseudo strike
109.03
IV
17.7%
B/E move
3.2%
Puts
Pseudo strike
106.20
IV
17.8%
B/E move
2.3%

45Δ

Calls
Pseudo strike
108.24
IV
16.4%
B/E move
2.6%
Puts
Pseudo strike
107.03
IV
13.8%
B/E move
1.5%

50Δ

Calls
Pseudo strike
107.55
IV
17.1%
B/E move
2.3%
Puts
Pseudo strike
107.64
IV
16.3%
B/E move
1.5%

55Δ

Calls
Pseudo strike
106.92
IV
18.2%
B/E move
2.1%
Puts
Pseudo strike
108.17
IV
16.9%
B/E move
1.3%

60Δ

Calls
Pseudo strike
106.31
IV
17.0%
B/E move
1.7%
Puts
Pseudo strike
108.57
IV
14.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
105.57
IV
17.2%
B/E move
1.5%
Puts
Pseudo strike
108.97
IV
12.4%
B/E move
0.5%

70Δ

Calls
Pseudo strike
104.63
IV
18.9%
B/E move
1.3%
Puts
Pseudo strike
109.56
IV
12.5%
B/E move
0.3%

75Δ

Calls
Pseudo strike
103.40
IV
21.1%
B/E move
1.2%
Puts
Pseudo strike
110.21
IV
12.8%
B/E move
0.2%

80Δ

Calls
Pseudo strike
101.71
IV
24.1%
B/E move
1.1%
Puts
Pseudo strike
111.03
IV
13.4%
B/E move
0.1%

Options history

No recorded observations