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iShares MSCI USA Momentum Factor ETF MTUM

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Market dataready · fetched 2026-11-10T22:35:08.079Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:35:17.86725953Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:35:07.418212+00:00

Share price$67.04
1D+1.2%
AH$65.65$66.08$66.52$66.95$67.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMTUM
Sold putSold callAH

iShares MSCI USA Momentum Factor ETF options

Live interpolated MTUM call and put midpoint premiums by absolute delta.iShares MSCI USA Momentum Factor ETF$0.30$1.05$1.81$2.57$3.32$62.39$64.51$66.63$68.76$70.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive MTUM spot · $67.04MTUM PRICE$0.43$0.54$0.64$0.74$0.83$0.93$1.12$1.31$1.62$1.88$0.38$0.46$0.60$0.75$0.96$1.03$1.04$3.10
Puts——
Calls——
Skew——
Implied moveBearish±$1.86
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.4154.4%4.5%
25Δ65.1249.6%3.6%
30Δ68.2837.0%2.5%65.5450.2%3.1%
35Δ68.0138.2%2.2%
40Δ67.6937.5%1.9%66.5041.4%1.9%
45Δ67.3936.4%1.6%66.7944.9%1.8%
50Δ67.1134.7%1.3%67.0742.2%1.5%
55Δ66.8333.5%1.1%67.3436.6%1.1%
60Δ66.5534.5%0.9%
65Δ66.2735.6%0.8%
70Δ65.8937.8%0.7%69.4068.2%1.1%
75Δ65.5438.5%0.6%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.41
IV
54.4%
B/E move
4.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.12
IV
49.6%
B/E move
3.6%

30Δ

Calls
Pseudo strike
68.28
IV
37.0%
B/E move
2.5%
Puts
Pseudo strike
65.54
IV
50.2%
B/E move
3.1%

35Δ

Calls
Pseudo strike
68.01
IV
38.2%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
67.69
IV
37.5%
B/E move
1.9%
Puts
Pseudo strike
66.50
IV
41.4%
B/E move
1.9%

45Δ

Calls
Pseudo strike
67.39
IV
36.4%
B/E move
1.6%
Puts
Pseudo strike
66.79
IV
44.9%
B/E move
1.8%

50Δ

Calls
Pseudo strike
67.11
IV
34.7%
B/E move
1.3%
Puts
Pseudo strike
67.07
IV
42.2%
B/E move
1.5%

55Δ

Calls
Pseudo strike
66.83
IV
33.5%
B/E move
1.1%
Puts
Pseudo strike
67.34
IV
36.6%
B/E move
1.1%

60Δ

Calls
Pseudo strike
66.55
IV
34.5%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
66.27
IV
35.6%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
65.89
IV
37.8%
B/E move
0.7%
Puts
Pseudo strike
69.40
IV
68.2%
B/E move
1.1%

75Δ

Calls
Pseudo strike
65.54
IV
38.5%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend34.26%
Daily close
MTUM22.2%30.9%39.6%2026-08-12: 31.35%2026-08-13: 30.89%2026-08-14: 26.74%2026-08-17: 27.78%2026-08-18: 29.72%2026-08-19: 29.99%2026-08-20: 29.41%2026-08-21: 27.26%2026-08-24: 30.03%2026-08-25: 29.00%2026-08-26: 29.86%2026-08-27: 27.15%2026-08-28: 25.40%2026-08-31: 25.16%2026-09-01: 27.12%2026-09-02: 26.71%2026-09-03: 26.61%2026-09-04: 24.73%2026-09-08: 30.22%2026-09-09: 27.70%2026-09-10: 29.95%2026-09-11: 25.52%2026-09-14: 27.53%2026-09-15: 27.34%2026-09-16: 29.20%2026-09-17: 27.25%2026-09-18: 23.41%2026-09-21: 26.29%2026-09-22: 25.36%2026-09-23: 26.54%2026-09-24: 26.68%2026-09-25: 24.59%2026-09-28: 27.23%2026-09-29: 27.24%2026-09-30: 27.71%2026-10-01: 27.66%2026-10-02: 26.01%2026-10-05: 27.46%2026-10-06: 26.71%2026-10-07: 26.18%2026-10-08: 29.15%2026-10-09: 25.81%2026-10-12: 27.45%2026-10-13: 27.70%2026-10-14: 29.50%2026-10-15: 30.54%2026-10-16: 28.82%2026-10-19: 29.57%2026-10-20: 31.12%2026-10-21: 29.76%2026-10-22: 38.44%2026-10-23: 31.33%2026-10-26: 30.75%2026-10-27: 29.62%2026-10-28: 32.21%2026-10-29: 32.15%2026-10-30: 34.26%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
31.35%
30.89%
26.74%
27.78%
29.72%
29.99%
29.41%
27.26%
30.03%
29.00%
29.86%
27.15%
25.40%
25.16%
27.12%
26.71%
26.61%
24.73%
30.22%
27.70%
29.95%
25.52%
27.53%
27.34%
29.20%
27.25%
23.41%
26.29%
25.36%
26.54%
26.68%
24.59%
27.23%
27.24%
27.71%
27.66%
26.01%
27.46%
26.71%
26.18%
29.15%
25.81%
27.45%
27.70%
29.50%
30.54%
28.82%
29.57%
31.12%
29.76%
38.44%
31.33%
30.75%
29.62%
32.21%
32.15%
34.26%