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iShares MSCI USA Quality Factor ETF QUAL

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Market datapartial · fetched 2026-10-23T14:13:56.915Z

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 · 2026-10-23T14:13:37.076881887Z

FundamentalsAlpha Vantage · unavailable

Share price$222.91
1D-0.3%
$222.78$222.98$223.18$223.37$223.575:30 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$0.63$4.14$7.66$11.17$14.69$210.79$217.11$223.44$229.77$236.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QUAL spot · $222.91QUAL PRICE$1.01$1.28$1.77$2.26$2.75$3.24$4.10$4.96$5.83$6.97$8.75$10.54$13.67$1.47$1.79$2.15$2.51$2.97$3.44$3.90$4.37$4.95$5.54$6.13$6.72$7.45
PutsExpensive1.51×
CallsExpensive1.73×
SkewBullish-1.72 pp
Implied moveBullish±$8.00
TiltBullish11.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ232.2215.1%4.6%213.1320.9%5.0%
25Δ229.7413.8%3.6%215.9119.0%3.9%
30Δ228.5614.3%3.3%217.8617.9%3.2%
35Δ227.3914.8%3.0%219.8016.9%2.5%
40Δ226.2115.3%2.7%221.1316.3%2.1%
45Δ225.0315.8%2.4%222.3915.8%1.8%
50Δ223.6816.5%2.2%223.6615.3%1.4%
55Δ222.3217.1%2.0%224.9214.8%1.1%
60Δ220.9617.7%1.7%225.9714.3%0.8%
65Δ219.3718.6%1.5%227.0013.7%0.7%
70Δ217.2320.2%1.4%228.0313.2%0.5%
75Δ215.0821.7%1.2%229.0712.6%0.3%
80Δ211.5924.3%1.1%230.2312.2%0.1%

20Δ

Calls
Pseudo strike
232.22
IV
15.1%
B/E move
4.6%
Puts
Pseudo strike
213.13
IV
20.9%
B/E move
5.0%

25Δ

Calls
Pseudo strike
229.74
IV
13.8%
B/E move
3.6%
Puts
Pseudo strike
215.91
IV
19.0%
B/E move
3.9%

30Δ

Calls
Pseudo strike
228.56
IV
14.3%
B/E move
3.3%
Puts
Pseudo strike
217.86
IV
17.9%
B/E move
3.2%

35Δ

Calls
Pseudo strike
227.39
IV
14.8%
B/E move
3.0%
Puts
Pseudo strike
219.80
IV
16.9%
B/E move
2.5%

40Δ

Calls
Pseudo strike
226.21
IV
15.3%
B/E move
2.7%
Puts
Pseudo strike
221.13
IV
16.3%
B/E move
2.1%

45Δ

Calls
Pseudo strike
225.03
IV
15.8%
B/E move
2.4%
Puts
Pseudo strike
222.39
IV
15.8%
B/E move
1.8%

50Δ

Calls
Pseudo strike
223.68
IV
16.5%
B/E move
2.2%
Puts
Pseudo strike
223.66
IV
15.3%
B/E move
1.4%

55Δ

Calls
Pseudo strike
222.32
IV
17.1%
B/E move
2.0%
Puts
Pseudo strike
224.92
IV
14.8%
B/E move
1.1%

60Δ

Calls
Pseudo strike
220.96
IV
17.7%
B/E move
1.7%
Puts
Pseudo strike
225.97
IV
14.3%
B/E move
0.8%

65Δ

Calls
Pseudo strike
219.37
IV
18.6%
B/E move
1.5%
Puts
Pseudo strike
227.00
IV
13.7%
B/E move
0.7%

70Δ

Calls
Pseudo strike
217.23
IV
20.2%
B/E move
1.4%
Puts
Pseudo strike
228.03
IV
13.2%
B/E move
0.5%

75Δ

Calls
Pseudo strike
215.08
IV
21.7%
B/E move
1.2%
Puts
Pseudo strike
229.07
IV
12.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
211.59
IV
24.3%
B/E move
1.1%
Puts
Pseudo strike
230.23
IV
12.2%
B/E move
0.1%

Options history

No recorded observations