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iShares MSCI USA Quality Factor ETF QUAL

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Market datapartial · fetched 2026-10-22T20:46:48.720Z

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 · 2026-10-22T20:10:06.267601558Z

FundamentalsAlpha Vantage · unavailable

Share price$224.58
1D+0.1%
AH$223.46$223.87$224.27$224.68$225.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQUAL
Sold putSold callAH

iShares MSCI USA Quality Factor ETF options

Live interpolated QUAL call and put midpoint premiums by absolute delta.iShares MSCI USA Quality Factor ETF$0.61$3.30$5.99$8.68$11.37$212.57$218.44$224.31$230.18$236.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QUAL spot · $224.58QUAL PRICE$0.90$1.17$1.53$2.05$2.56$3.08$3.59$4.34$5.25$6.17$7.08$8.78$10.59$1.25$1.63$2.02$2.46$2.91$3.36$3.89$4.54$5.18$5.83$6.63$8.48$10.33
PutsExpensive1.56×
CallsExpensive1.43×
SkewBearish+0.86 pp
Implied moveBearish±$7.48
TiltBalanced1.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ232.6412.6%4.0%216.3817.1%4.2%
25Δ231.0312.5%3.4%218.2816.7%3.5%
30Δ229.6312.5%2.9%220.1316.3%2.9%
35Δ228.5813.0%2.7%221.4815.9%2.5%
40Δ227.5313.4%2.5%222.8415.5%2.1%
45Δ226.4813.9%2.2%224.1915.1%1.7%
50Δ225.4314.3%2.0%225.4714.8%1.3%
55Δ224.2014.8%1.8%226.6414.6%1.1%
60Δ222.8615.2%1.6%227.8114.4%0.9%
65Δ221.5215.7%1.4%228.9814.2%0.6%
70Δ220.1816.1%1.2%230.2614.1%0.4%
75Δ218.1217.0%1.0%232.3915.2%0.3%
80Δ215.9618.0%0.9%234.5216.3%0.2%

20Δ

Calls
Pseudo strike
232.64
IV
12.6%
B/E move
4.0%
Puts
Pseudo strike
216.38
IV
17.1%
B/E move
4.2%

25Δ

Calls
Pseudo strike
231.03
IV
12.5%
B/E move
3.4%
Puts
Pseudo strike
218.28
IV
16.7%
B/E move
3.5%

30Δ

Calls
Pseudo strike
229.63
IV
12.5%
B/E move
2.9%
Puts
Pseudo strike
220.13
IV
16.3%
B/E move
2.9%

35Δ

Calls
Pseudo strike
228.58
IV
13.0%
B/E move
2.7%
Puts
Pseudo strike
221.48
IV
15.9%
B/E move
2.5%

40Δ

Calls
Pseudo strike
227.53
IV
13.4%
B/E move
2.5%
Puts
Pseudo strike
222.84
IV
15.5%
B/E move
2.1%

45Δ

Calls
Pseudo strike
226.48
IV
13.9%
B/E move
2.2%
Puts
Pseudo strike
224.19
IV
15.1%
B/E move
1.7%

50Δ

Calls
Pseudo strike
225.43
IV
14.3%
B/E move
2.0%
Puts
Pseudo strike
225.47
IV
14.8%
B/E move
1.3%

55Δ

Calls
Pseudo strike
224.20
IV
14.8%
B/E move
1.8%
Puts
Pseudo strike
226.64
IV
14.6%
B/E move
1.1%

60Δ

Calls
Pseudo strike
222.86
IV
15.2%
B/E move
1.6%
Puts
Pseudo strike
227.81
IV
14.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
221.52
IV
15.7%
B/E move
1.4%
Puts
Pseudo strike
228.98
IV
14.2%
B/E move
0.6%

70Δ

Calls
Pseudo strike
220.18
IV
16.1%
B/E move
1.2%
Puts
Pseudo strike
230.26
IV
14.1%
B/E move
0.4%

75Δ

Calls
Pseudo strike
218.12
IV
17.0%
B/E move
1.0%
Puts
Pseudo strike
232.39
IV
15.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
215.96
IV
18.0%
B/E move
0.9%
Puts
Pseudo strike
234.52
IV
16.3%
B/E move
0.2%

Options history

No recorded observations