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iShares MSCI USA Quality Factor ETF QUAL

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Market dataready · fetched 2026-10-22T18:28:44.672Z

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 · 2026-10-22T18:28:41.35120374Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T18:28:43.142013+00:00

Share price$224.21
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$0.75$4.95$9.16$13.37$17.58$213.24$219.44$225.65$231.85$238.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QUAL spot · $224.21QUAL PRICE$1.20$1.39$1.66$2.18$2.70$3.23$3.75$5.73$7.86$9.98$12.11$14.24$16.37$3.67$4.27$4.87$5.47$6.07
PutsExpensive1.37×
CallsExpensive1.78×
SkewBullish-4.57 pp
Implied moveBalanced±$7.42
TiltBullish54.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ245.7024.4%10.1%
25Δ236.7318.3%6.2%
30Δ229.7113.8%3.2%
35Δ228.5614.1%2.9%
40Δ227.4114.5%2.6%
45Δ226.2614.9%2.4%
50Δ225.1115.2%2.1%225.0814.2%1.2%
55Δ222.7116.5%1.9%226.1613.9%1.0%
60Δ220.1917.9%1.7%227.2413.5%0.8%
65Δ217.6619.3%1.5%228.3213.2%0.6%
70Δ215.1320.7%1.4%229.4012.9%0.4%
75Δ212.6122.1%1.2%
80Δ210.0823.5%1.0%

20Δ

Calls
Pseudo strike
245.70
IV
24.4%
B/E move
10.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
236.73
IV
18.3%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
229.71
IV
13.8%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
228.56
IV
14.1%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
227.41
IV
14.5%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
226.26
IV
14.9%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
225.11
IV
15.2%
B/E move
2.1%
Puts
Pseudo strike
225.08
IV
14.2%
B/E move
1.2%

55Δ

Calls
Pseudo strike
222.71
IV
16.5%
B/E move
1.9%
Puts
Pseudo strike
226.16
IV
13.9%
B/E move
1.0%

60Δ

Calls
Pseudo strike
220.19
IV
17.9%
B/E move
1.7%
Puts
Pseudo strike
227.24
IV
13.5%
B/E move
0.8%

65Δ

Calls
Pseudo strike
217.66
IV
19.3%
B/E move
1.5%
Puts
Pseudo strike
228.32
IV
13.2%
B/E move
0.6%

70Δ

Calls
Pseudo strike
215.13
IV
20.7%
B/E move
1.4%
Puts
Pseudo strike
229.40
IV
12.9%
B/E move
0.4%

75Δ

Calls
Pseudo strike
212.61
IV
22.1%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
210.08
IV
23.5%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations