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iShares MSCI USA Momentum Factor ETF MTUM

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Market dataready · fetched 2026-10-21T17:01:37.068Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:00:36.694802623Z

FundamentalsAlpha Vantage · ready

Share price$299.75
1D+0.2%
$296.92$297.74$298.56$299.37$300.195:30 AM6:30 AM9:00 AM1:00 PMMTUM
Sold putSold call

iShares MSCI USA Momentum Factor ETF options

Live interpolated MTUM call and put midpoint premiums by absolute delta.iShares MSCI USA Momentum Factor ETF$0.51$3.12$5.72$8.33$10.93$289.02$294.59$300.17$305.75$311.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MTUM spot · $299.75MTUM PRICE$0.79$1.05$1.35$1.65$2.04$2.44$2.86$3.43$4.01$4.76$5.68$6.40$6.85$0.95$1.21$1.52$1.84$2.19$2.58$2.96$3.41$3.87$4.34$5.14$5.93$10.18
PutsCheap0.92×
CallsCheap0.81×
SkewBearish+1.28 pp
Implied moveBalanced±$5.82
TiltBearish3.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ306.0231.9%2.4%292.9237.7%2.6%
25Δ304.7431.9%2.0%294.5036.2%2.2%
30Δ303.7031.9%1.8%295.7835.2%1.8%
35Δ302.6632.0%1.5%296.9334.6%1.6%
40Δ301.7332.2%1.3%297.9833.9%1.3%
45Δ300.8132.4%1.2%298.9433.4%1.1%
50Δ299.9032.7%1.0%299.9032.9%0.9%
55Δ298.9433.2%0.9%300.7932.2%0.8%
60Δ297.9933.8%0.7%301.6731.6%0.7%
65Δ296.9034.7%0.6%302.5631.0%0.5%
70Δ295.6836.1%0.5%303.6331.3%0.4%
75Δ294.6535.6%0.4%304.7131.7%0.3%
80Δ293.8732.8%0.3%308.8746.4%0.4%

20Δ

Calls
Pseudo strike
306.02
IV
31.9%
B/E move
2.4%
Puts
Pseudo strike
292.92
IV
37.7%
B/E move
2.6%

25Δ

Calls
Pseudo strike
304.74
IV
31.9%
B/E move
2.0%
Puts
Pseudo strike
294.50
IV
36.2%
B/E move
2.2%

30Δ

Calls
Pseudo strike
303.70
IV
31.9%
B/E move
1.8%
Puts
Pseudo strike
295.78
IV
35.2%
B/E move
1.8%

35Δ

Calls
Pseudo strike
302.66
IV
32.0%
B/E move
1.5%
Puts
Pseudo strike
296.93
IV
34.6%
B/E move
1.6%

40Δ

Calls
Pseudo strike
301.73
IV
32.2%
B/E move
1.3%
Puts
Pseudo strike
297.98
IV
33.9%
B/E move
1.3%

45Δ

Calls
Pseudo strike
300.81
IV
32.4%
B/E move
1.2%
Puts
Pseudo strike
298.94
IV
33.4%
B/E move
1.1%

50Δ

Calls
Pseudo strike
299.90
IV
32.7%
B/E move
1.0%
Puts
Pseudo strike
299.90
IV
32.9%
B/E move
0.9%

55Δ

Calls
Pseudo strike
298.94
IV
33.2%
B/E move
0.9%
Puts
Pseudo strike
300.79
IV
32.2%
B/E move
0.8%

60Δ

Calls
Pseudo strike
297.99
IV
33.8%
B/E move
0.7%
Puts
Pseudo strike
301.67
IV
31.6%
B/E move
0.7%

65Δ

Calls
Pseudo strike
296.90
IV
34.7%
B/E move
0.6%
Puts
Pseudo strike
302.56
IV
31.0%
B/E move
0.5%

70Δ

Calls
Pseudo strike
295.68
IV
36.1%
B/E move
0.5%
Puts
Pseudo strike
303.63
IV
31.3%
B/E move
0.4%

75Δ

Calls
Pseudo strike
294.65
IV
35.6%
B/E move
0.4%
Puts
Pseudo strike
304.71
IV
31.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
293.87
IV
32.8%
B/E move
0.3%
Puts
Pseudo strike
308.87
IV
46.4%
B/E move
0.4%

Options history

MTUM29.3930.3031.212026-10-19: 29.51%2026-10-20: 31.08%Oct 19Oct 20
Table
DateIV
29.51%
31.08%