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iShares MSCI USA Quality Factor ETF QUAL

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Market datapartial · fetched 2026-10-22T17:54:10.117Z

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 · 2026-10-22T17:54:05.46642858Z

FundamentalsAlpha Vantage · unavailable

Share price$224.33
1D-0.0%
$223.46$223.87$224.27$224.68$225.095:30 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$0.74$4.85$8.96$13.08$17.19$212.84$219.10$225.37$231.64$237.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QUAL spot · $224.33QUAL PRICE$1.18$1.36$1.62$2.14$2.66$3.18$3.70$5.49$7.60$9.70$11.80$13.90$16.00$2.41$2.84$3.27$3.74$4.36$4.97$5.59$6.21
PutsExpensive1.45×
CallsExpensive1.73×
SkewBullish-3.29 pp
Implied moveBalanced±$7.44
TiltBullish41.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ245.7924.3%10.1%
25Δ236.8418.1%6.2%
30Δ229.7313.5%3.1%
35Δ228.6013.9%2.9%221.3115.6%2.4%
40Δ227.4814.2%2.6%222.6215.2%2.0%
45Δ226.3514.6%2.3%223.9314.8%1.6%
50Δ225.2214.9%2.0%225.2114.4%1.3%
55Δ222.9916.0%1.9%226.3214.1%1.1%
60Δ220.4917.3%1.7%227.4313.8%0.8%
65Δ218.0018.6%1.5%228.5413.5%0.6%
70Δ215.5019.9%1.3%229.6513.2%0.4%
75Δ213.0121.2%1.2%
80Δ210.5122.4%1.0%

20Δ

Calls
Pseudo strike
245.79
IV
24.3%
B/E move
10.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
236.84
IV
18.1%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
229.73
IV
13.5%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
228.60
IV
13.9%
B/E move
2.9%
Puts
Pseudo strike
221.31
IV
15.6%
B/E move
2.4%

40Δ

Calls
Pseudo strike
227.48
IV
14.2%
B/E move
2.6%
Puts
Pseudo strike
222.62
IV
15.2%
B/E move
2.0%

45Δ

Calls
Pseudo strike
226.35
IV
14.6%
B/E move
2.3%
Puts
Pseudo strike
223.93
IV
14.8%
B/E move
1.6%

50Δ

Calls
Pseudo strike
225.22
IV
14.9%
B/E move
2.0%
Puts
Pseudo strike
225.21
IV
14.4%
B/E move
1.3%

55Δ

Calls
Pseudo strike
222.99
IV
16.0%
B/E move
1.9%
Puts
Pseudo strike
226.32
IV
14.1%
B/E move
1.1%

60Δ

Calls
Pseudo strike
220.49
IV
17.3%
B/E move
1.7%
Puts
Pseudo strike
227.43
IV
13.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
218.00
IV
18.6%
B/E move
1.5%
Puts
Pseudo strike
228.54
IV
13.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
215.50
IV
19.9%
B/E move
1.3%
Puts
Pseudo strike
229.65
IV
13.2%
B/E move
0.4%

75Δ

Calls
Pseudo strike
213.01
IV
21.2%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
210.51
IV
22.4%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations