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iShares U.S. Small Cap Equity Factor ETF SMLF

i

Market dataready · fetched 2026-10-22T21:30:28.118Z

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 · 2026-10-22T20:10:00.003507453Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:24:44.775697+00:00

Share price$84.70
1D+0.3%
AH$83.90$84.13$84.36$84.59$84.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSMLF
Sold putSold callAH

iShares U.S. Small Cap Equity Factor ETF options

Live interpolated SMLF call and put midpoint premiums by absolute delta.iShares U.S. Small Cap Equity Factor ETF$0.47$1.89$3.31$4.73$6.15$78.78$81.63$84.49$87.34$90.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMLF spot · $84.70SMLF PRICE$0.63$0.70$0.79$0.87$0.98$1.27$1.56$1.71$1.83$2.10$2.47$2.79$3.07$0.77$0.85$0.95$1.09$1.25$1.48$1.72$2.07$2.46$2.97$3.55$4.25$5.74
PutsExpensive1.10×
CallsCheap0.89×
SkewBearish+3.74 pp
Implied moveBearish±$3.28
TiltBearish16.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ90.2624.3%7.3%79.8327.7%6.7%
25Δ88.5120.3%5.3%81.4923.2%4.8%
30Δ87.4418.0%4.2%82.6020.3%3.6%
35Δ86.6216.0%3.3%83.3618.8%2.9%
40Δ85.9614.6%2.6%83.9917.8%2.3%
45Δ85.5115.7%2.5%84.5317.6%1.9%
50Δ85.0616.8%2.3%85.0717.5%1.6%
55Δ84.6215.9%1.9%85.6217.8%1.3%
60Δ84.1814.7%1.5%86.2218.4%1.1%
65Δ83.6914.4%1.3%86.8919.2%0.9%
70Δ83.1814.8%1.1%87.6519.8%0.7%
75Δ82.7114.5%0.9%88.5120.5%0.5%
80Δ82.2713.8%0.8%90.1023.8%0.4%

20Δ

Calls
Pseudo strike
90.26
IV
24.3%
B/E move
7.3%
Puts
Pseudo strike
79.83
IV
27.7%
B/E move
6.7%

25Δ

Calls
Pseudo strike
88.51
IV
20.3%
B/E move
5.3%
Puts
Pseudo strike
81.49
IV
23.2%
B/E move
4.8%

30Δ

Calls
Pseudo strike
87.44
IV
18.0%
B/E move
4.2%
Puts
Pseudo strike
82.60
IV
20.3%
B/E move
3.6%

35Δ

Calls
Pseudo strike
86.62
IV
16.0%
B/E move
3.3%
Puts
Pseudo strike
83.36
IV
18.8%
B/E move
2.9%

40Δ

Calls
Pseudo strike
85.96
IV
14.6%
B/E move
2.6%
Puts
Pseudo strike
83.99
IV
17.8%
B/E move
2.3%

45Δ

Calls
Pseudo strike
85.51
IV
15.7%
B/E move
2.5%
Puts
Pseudo strike
84.53
IV
17.6%
B/E move
1.9%

50Δ

Calls
Pseudo strike
85.06
IV
16.8%
B/E move
2.3%
Puts
Pseudo strike
85.07
IV
17.5%
B/E move
1.6%

55Δ

Calls
Pseudo strike
84.62
IV
15.9%
B/E move
1.9%
Puts
Pseudo strike
85.62
IV
17.8%
B/E move
1.3%

60Δ

Calls
Pseudo strike
84.18
IV
14.7%
B/E move
1.5%
Puts
Pseudo strike
86.22
IV
18.4%
B/E move
1.1%

65Δ

Calls
Pseudo strike
83.69
IV
14.4%
B/E move
1.3%
Puts
Pseudo strike
86.89
IV
19.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
83.18
IV
14.8%
B/E move
1.1%
Puts
Pseudo strike
87.65
IV
19.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
82.71
IV
14.5%
B/E move
0.9%
Puts
Pseudo strike
88.51
IV
20.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
82.27
IV
13.8%
B/E move
0.8%
Puts
Pseudo strike
90.10
IV
23.8%
B/E move
0.4%

Options history

No recorded observations