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Nuveen ESG Small-Cap ETF NUSC

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Market datapartial · fetched 2026-10-22T21:26:29.494Z

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 · 2026-10-22T20:10:05.13227704Z

FundamentalsAlpha Vantage · unavailable

Share price$49.79
1D+0.6%
AH$49.33$49.45$49.58$49.70$49.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNUSC
Sold putSold callAH

Nuveen ESG Small-Cap ETF options

Live interpolated NUSC call and put midpoint premiums by absolute delta.Nuveen ESG Small-Cap ETF$0.72$1.71$2.71$3.70$4.70$44.78$47.49$50.21$52.93$55.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NUSC spot · $49.79NUSC PRICE$0.82$0.82$0.86$0.99$1.28$1.50$1.50$1.71$1.98$2.44$2.99$3.71$4.41$0.88$0.94$1.03$1.12$1.20$1.31$1.43$1.58$1.73$1.90$2.09$2.28$2.87
PutsExpensive2.10×
CallsExpensive2.26×
SkewBullish-5.98 pp
Implied moveBullish±$2.93
TiltBullish10.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.9056.7%18.0%44.6252.1%12.1%
25Δ54.5041.9%11.1%46.3942.6%8.7%
30Δ52.8134.1%7.8%47.5636.7%6.6%
35Δ51.8831.2%6.2%48.4132.3%5.0%
40Δ51.3733.3%5.8%49.1028.6%3.8%
45Δ50.8333.5%5.1%49.6026.5%3.0%
50Δ50.1628.3%3.8%50.0824.5%2.3%
55Δ49.6227.3%3.1%50.4523.2%1.9%
60Δ49.1227.6%2.6%50.8121.9%1.4%
65Δ48.5129.3%2.3%51.1720.8%1.0%
70Δ47.8431.7%2.1%51.5019.8%0.8%
75Δ46.9934.6%1.8%51.8418.8%0.5%
80Δ46.1135.7%1.5%52.5219.7%0.3%

20Δ

Calls
Pseudo strike
57.90
IV
56.7%
B/E move
18.0%
Puts
Pseudo strike
44.62
IV
52.1%
B/E move
12.1%

25Δ

Calls
Pseudo strike
54.50
IV
41.9%
B/E move
11.1%
Puts
Pseudo strike
46.39
IV
42.6%
B/E move
8.7%

30Δ

Calls
Pseudo strike
52.81
IV
34.1%
B/E move
7.8%
Puts
Pseudo strike
47.56
IV
36.7%
B/E move
6.6%

35Δ

Calls
Pseudo strike
51.88
IV
31.2%
B/E move
6.2%
Puts
Pseudo strike
48.41
IV
32.3%
B/E move
5.0%

40Δ

Calls
Pseudo strike
51.37
IV
33.3%
B/E move
5.8%
Puts
Pseudo strike
49.10
IV
28.6%
B/E move
3.8%

45Δ

Calls
Pseudo strike
50.83
IV
33.5%
B/E move
5.1%
Puts
Pseudo strike
49.60
IV
26.5%
B/E move
3.0%

50Δ

Calls
Pseudo strike
50.16
IV
28.3%
B/E move
3.8%
Puts
Pseudo strike
50.08
IV
24.5%
B/E move
2.3%

55Δ

Calls
Pseudo strike
49.62
IV
27.3%
B/E move
3.1%
Puts
Pseudo strike
50.45
IV
23.2%
B/E move
1.9%

60Δ

Calls
Pseudo strike
49.12
IV
27.6%
B/E move
2.6%
Puts
Pseudo strike
50.81
IV
21.9%
B/E move
1.4%

65Δ

Calls
Pseudo strike
48.51
IV
29.3%
B/E move
2.3%
Puts
Pseudo strike
51.17
IV
20.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
47.84
IV
31.7%
B/E move
2.1%
Puts
Pseudo strike
51.50
IV
19.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
46.99
IV
34.6%
B/E move
1.8%
Puts
Pseudo strike
51.84
IV
18.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
46.11
IV
35.7%
B/E move
1.5%
Puts
Pseudo strike
52.52
IV
19.7%
B/E move
0.3%

Options history

No recorded observations