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iShares ESG Optimized MSCI USA ETF SUSA

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Market dataready · fetched 2026-11-13T18:54:16.210Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T18:51:54.679145143Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:54:15.540898+00:00

Share price$154.73
1D-0.9%
$153.54$154.25$154.97$155.68$156.405:30 AM6:30 AM9:00 AM1:00 PMSUSA
Sold putSold call

iShares ESG Optimized MSCI USA ETF options

Live interpolated SUSA call and put midpoint premiums by absolute delta.iShares ESG Optimized MSCI USA ETF$0.93$2.30$3.67$5.05$6.42$149.71$152.27$154.84$157.41$159.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SUSA spot · $154.73SUSA PRICE$1.08$1.29$1.50$1.70$1.91$2.15$2.39$2.62$2.86$1.56$1.72$2.04$2.39$2.74$3.22$4.10$6.02
Puts——
Calls——
Skew——
Implied moveBearish±$3.22
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ155.8717.8%1.4%
45Δ155.4017.6%1.3%154.3221.2%1.3%
50Δ154.9217.3%1.1%154.8919.8%1.0%
55Δ154.4517.1%0.9%155.4619.6%0.8%
60Δ153.9816.8%0.7%156.0219.7%0.7%
65Δ153.5716.1%0.6%156.5819.8%0.6%
70Δ153.1715.4%0.5%157.2620.3%0.5%
75Δ152.7714.7%0.4%158.2522.1%0.4%
80Δ152.3714.0%0.3%160.2028.5%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
155.87
IV
17.8%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
155.40
IV
17.6%
B/E move
1.3%
Puts
Pseudo strike
154.32
IV
21.2%
B/E move
1.3%

50Δ

Calls
Pseudo strike
154.92
IV
17.3%
B/E move
1.1%
Puts
Pseudo strike
154.89
IV
19.8%
B/E move
1.0%

55Δ

Calls
Pseudo strike
154.45
IV
17.1%
B/E move
0.9%
Puts
Pseudo strike
155.46
IV
19.6%
B/E move
0.8%

60Δ

Calls
Pseudo strike
153.98
IV
16.8%
B/E move
0.7%
Puts
Pseudo strike
156.02
IV
19.7%
B/E move
0.7%

65Δ

Calls
Pseudo strike
153.57
IV
16.1%
B/E move
0.6%
Puts
Pseudo strike
156.58
IV
19.8%
B/E move
0.6%

70Δ

Calls
Pseudo strike
153.17
IV
15.4%
B/E move
0.5%
Puts
Pseudo strike
157.26
IV
20.3%
B/E move
0.5%

75Δ

Calls
Pseudo strike
152.77
IV
14.7%
B/E move
0.4%
Puts
Pseudo strike
158.25
IV
22.1%
B/E move
0.4%

80Δ

Calls
Pseudo strike
152.37
IV
14.0%
B/E move
0.3%
Puts
Pseudo strike
160.20
IV
28.5%
B/E move
0.4%

Options history

IV · four-Friday blend16.40%
Daily EOD
SUSA13.6%15.1%16.6%2026-10-19: 14.47%2026-10-20: 14.27%2026-10-21: 13.99%2026-10-22: 15.11%2026-10-23: 15.49%2026-10-26: 14.88%2026-10-27: 14.57%2026-10-28: 14.53%2026-10-29: 13.77%2026-10-30: 16.40%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
14.47%
14.27%
13.99%
15.11%
15.49%
14.88%
14.57%
14.53%
13.77%
16.40%