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iShares MSCI USA Quality Factor ETF QUAL

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Market dataready · fetched 2026-11-13T19:13:13.547Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16

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 · 2026-11-13T19:12:56.744840747Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T19:13:11.320023+00:00

Share price$55.98
1D-0.4%
$55.62$55.78$55.93$56.08$56.235:30 AM6:30 AM9:00 AM1:00 PMQUAL
Sold putSold call

iShares MSCI USA Quality Factor ETF options

Live interpolated QUAL call and put midpoint premiums by absolute delta.iShares MSCI USA Quality Factor ETF$1.05$2.37$3.70$5.02$6.35$-87.47$-0.13$87.21$174.55$261.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive QUAL spot · $55.98QUAL PRICE$1.19$1.37$1.53$1.96$2.42$2.88$3.34$3.80$4.26$5.06$5.97$1.32$1.53$1.74$1.95$2.16$2.36$2.57$2.93
Puts——
Calls——
Skew——
Implied moveBearish±$5.00
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.4329.6%14.1%
25Δ50.7627.4%12.1%
30Δ61.1518.3%11.4%52.0425.3%10.1%
35Δ59.9016.9%9.4%53.3323.2%8.2%
40Δ58.8615.7%7.9%54.6121.0%6.3%
45Δ58.0315.8%7.2%55.9018.9%4.4%
50Δ57.2216.2%6.5%57.1816.8%2.4%
55Δ56.4116.5%5.9%58.0616.1%1.5%
60Δ55.6116.9%5.3%
65Δ54.8017.2%4.7%
70Δ53.9917.6%4.1%
75Δ52.9218.4%3.6%
80Δ51.7518.9%3.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.43
IV
29.6%
B/E move
14.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.76
IV
27.4%
B/E move
12.1%

30Δ

Calls
Pseudo strike
61.15
IV
18.3%
B/E move
11.4%
Puts
Pseudo strike
52.04
IV
25.3%
B/E move
10.1%

35Δ

Calls
Pseudo strike
59.90
IV
16.9%
B/E move
9.4%
Puts
Pseudo strike
53.33
IV
23.2%
B/E move
8.2%

40Δ

Calls
Pseudo strike
58.86
IV
15.7%
B/E move
7.9%
Puts
Pseudo strike
54.61
IV
21.0%
B/E move
6.3%

45Δ

Calls
Pseudo strike
58.03
IV
15.8%
B/E move
7.2%
Puts
Pseudo strike
55.90
IV
18.9%
B/E move
4.4%

50Δ

Calls
Pseudo strike
57.22
IV
16.2%
B/E move
6.5%
Puts
Pseudo strike
57.18
IV
16.8%
B/E move
2.4%

55Δ

Calls
Pseudo strike
56.41
IV
16.5%
B/E move
5.9%
Puts
Pseudo strike
58.06
IV
16.1%
B/E move
1.5%

60Δ

Calls
Pseudo strike
55.61
IV
16.9%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
54.80
IV
17.2%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
53.99
IV
17.6%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
52.92
IV
18.4%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
51.75
IV
18.9%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend16.20%
Daily EOD
QUAL13.7%15.1%16.4%2026-10-19: 14.15%2026-10-20: 14.25%2026-10-21: 13.92%2026-10-22: 14.68%2026-10-23: 15.65%2026-10-26: 14.68%2026-10-27: 14.77%2026-10-28: 14.18%2026-10-29: 14.07%2026-10-30: 16.20%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
14.15%
14.25%
13.92%
14.68%
15.65%
14.68%
14.77%
14.18%
14.07%
16.20%