IntraAlpha
Create free account Start free

iShares MSCI USA Momentum Factor ETF MTUM

i

Market dataready · fetched 2026-10-21T17:52:51.366Z

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

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 · 2026-10-21T17:52:48.132144309Z

FundamentalsAlpha Vantage · ready

Share price$300.04
1D+0.2%
$296.88$297.85$298.82$299.79$300.765:30 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$0.54$2.92$5.30$7.68$10.05$289.39$294.90$300.41$305.92$311.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MTUM spot · $300.04MTUM PRICE$0.80$1.05$1.36$1.67$2.04$2.47$2.89$3.44$4.04$4.68$5.50$6.33$7.11$0.94$1.22$1.50$1.78$2.13$2.49$2.88$3.37$3.86$4.44$5.14$5.85$9.37
PutsCheap0.90×
CallsCheap0.81×
SkewBearish+0.54 pp
Implied moveBalanced±$5.77
TiltBalanced1.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ306.3932.3%2.4%293.2737.2%2.6%
25Δ305.0232.0%2.0%294.8136.2%2.1%
30Δ304.0032.1%1.8%296.0834.9%1.8%
35Δ302.9832.2%1.5%297.3133.6%1.5%
40Δ302.0232.4%1.3%298.3032.9%1.3%
45Δ301.1132.6%1.2%299.2532.4%1.1%
50Δ300.1932.9%1.0%300.1931.9%0.9%
55Δ299.2333.4%0.9%301.0831.7%0.8%
60Δ298.2633.9%0.8%301.9731.5%0.6%
65Δ297.2534.4%0.6%302.9131.4%0.5%
70Δ296.1134.9%0.5%303.9231.3%0.4%
75Δ294.9635.3%0.4%304.9231.3%0.3%
80Δ293.8733.8%0.3%308.4342.8%0.3%

20Δ

Calls
Pseudo strike
306.39
IV
32.3%
B/E move
2.4%
Puts
Pseudo strike
293.27
IV
37.2%
B/E move
2.6%

25Δ

Calls
Pseudo strike
305.02
IV
32.0%
B/E move
2.0%
Puts
Pseudo strike
294.81
IV
36.2%
B/E move
2.1%

30Δ

Calls
Pseudo strike
304.00
IV
32.1%
B/E move
1.8%
Puts
Pseudo strike
296.08
IV
34.9%
B/E move
1.8%

35Δ

Calls
Pseudo strike
302.98
IV
32.2%
B/E move
1.5%
Puts
Pseudo strike
297.31
IV
33.6%
B/E move
1.5%

40Δ

Calls
Pseudo strike
302.02
IV
32.4%
B/E move
1.3%
Puts
Pseudo strike
298.30
IV
32.9%
B/E move
1.3%

45Δ

Calls
Pseudo strike
301.11
IV
32.6%
B/E move
1.2%
Puts
Pseudo strike
299.25
IV
32.4%
B/E move
1.1%

50Δ

Calls
Pseudo strike
300.19
IV
32.9%
B/E move
1.0%
Puts
Pseudo strike
300.19
IV
31.9%
B/E move
0.9%

55Δ

Calls
Pseudo strike
299.23
IV
33.4%
B/E move
0.9%
Puts
Pseudo strike
301.08
IV
31.7%
B/E move
0.8%

60Δ

Calls
Pseudo strike
298.26
IV
33.9%
B/E move
0.8%
Puts
Pseudo strike
301.97
IV
31.5%
B/E move
0.6%

65Δ

Calls
Pseudo strike
297.25
IV
34.4%
B/E move
0.6%
Puts
Pseudo strike
302.91
IV
31.4%
B/E move
0.5%

70Δ

Calls
Pseudo strike
296.11
IV
34.9%
B/E move
0.5%
Puts
Pseudo strike
303.92
IV
31.3%
B/E move
0.4%

75Δ

Calls
Pseudo strike
294.96
IV
35.3%
B/E move
0.4%
Puts
Pseudo strike
304.92
IV
31.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
293.87
IV
33.8%
B/E move
0.3%
Puts
Pseudo strike
308.43
IV
42.8%
B/E move
0.3%

Options history

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