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iShares MSCI USA Size Factor ETF SIZE

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Market dataready · fetched 2026-10-22T23:26:47.068Z

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 · 2026-10-22T22:30:00.003309971Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:26:45.131357+00:00

Share price$180.88
1D+0.8%
AH$179.35$179.76$180.17$180.58$180.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSIZE
Sold putSold callAH

iShares MSCI USA Size Factor ETF options

Live interpolated SIZE call and put midpoint premiums by absolute delta.iShares MSCI USA Size Factor ETF$0.85$3.00$5.15$7.31$9.46$167.84$173.27$178.70$184.12$189.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SIZE spot · $180.88SIZE PRICE$1.08$1.48$1.76$1.91$2.10$2.31$2.46$2.50$2.60$2.82$3.20$3.61$4.33$1.90$2.10$2.33$2.49$2.78$3.18$3.78$4.39$5.34$6.78$8.84
PutsExpensive2.11×
CallsExpensive1.19×
SkewBearish+8.59 pp
Implied moveBearish±$6.24
TiltBearish15.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ188.9016.8%5.0%168.9632.0%7.6%
25Δ188.3219.0%4.9%173.0526.7%5.5%
30Δ186.8518.7%4.3%175.7823.2%4.1%
35Δ184.9616.3%3.3%177.8120.1%3.1%
40Δ183.6414.9%2.7%179.2918.6%2.4%
45Δ182.5613.7%2.2%180.5217.8%2.0%
50Δ181.6412.4%1.8%181.6818.0%1.6%
55Δ180.8610.8%1.4%182.8317.9%1.3%
60Δ180.309.7%1.1%184.1518.7%1.1%
65Δ179.729.0%0.9%185.8520.5%1.0%
70Δ179.128.9%0.8%188.1423.1%0.9%
75Δ178.518.7%0.7%
80Δ177.489.0%0.5%

20Δ

Calls
Pseudo strike
188.90
IV
16.8%
B/E move
5.0%
Puts
Pseudo strike
168.96
IV
32.0%
B/E move
7.6%

25Δ

Calls
Pseudo strike
188.32
IV
19.0%
B/E move
4.9%
Puts
Pseudo strike
173.05
IV
26.7%
B/E move
5.5%

30Δ

Calls
Pseudo strike
186.85
IV
18.7%
B/E move
4.3%
Puts
Pseudo strike
175.78
IV
23.2%
B/E move
4.1%

35Δ

Calls
Pseudo strike
184.96
IV
16.3%
B/E move
3.3%
Puts
Pseudo strike
177.81
IV
20.1%
B/E move
3.1%

40Δ

Calls
Pseudo strike
183.64
IV
14.9%
B/E move
2.7%
Puts
Pseudo strike
179.29
IV
18.6%
B/E move
2.4%

45Δ

Calls
Pseudo strike
182.56
IV
13.7%
B/E move
2.2%
Puts
Pseudo strike
180.52
IV
17.8%
B/E move
2.0%

50Δ

Calls
Pseudo strike
181.64
IV
12.4%
B/E move
1.8%
Puts
Pseudo strike
181.68
IV
18.0%
B/E move
1.6%

55Δ

Calls
Pseudo strike
180.86
IV
10.8%
B/E move
1.4%
Puts
Pseudo strike
182.83
IV
17.9%
B/E move
1.3%

60Δ

Calls
Pseudo strike
180.30
IV
9.7%
B/E move
1.1%
Puts
Pseudo strike
184.15
IV
18.7%
B/E move
1.1%

65Δ

Calls
Pseudo strike
179.72
IV
9.0%
B/E move
0.9%
Puts
Pseudo strike
185.85
IV
20.5%
B/E move
1.0%

70Δ

Calls
Pseudo strike
179.12
IV
8.9%
B/E move
0.8%
Puts
Pseudo strike
188.14
IV
23.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
178.51
IV
8.7%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
177.48
IV
9.0%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations