IntraAlpha
Create free account Start free

iShares ESG Optimized MSCI USA ETF SUSA

i

Market dataready · fetched 2026-10-24T17:19:59.059Z

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 · 2026-10-24T00:00:00.039222121Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T17:19:59.353592+00:00

Share price$156.07
1D-0.0%
AH$155.76$156.01$156.26$156.51$156.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSUSA
Sold putSold callAH

iShares ESG Optimized MSCI USA ETF options

Live interpolated SUSA call and put midpoint premiums by absolute delta.iShares ESG Optimized MSCI USA ETF$0.53$2.53$4.53$6.53$8.54$147.50$151.82$156.14$160.46$164.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SUSA spot · $156.07SUSA PRICE$0.75$0.92$1.12$1.40$1.74$2.16$2.63$3.16$3.78$4.40$5.54$6.62$7.96$1.04$1.26$1.54$1.81$2.09$2.41$2.69$3.02$3.42$3.84$4.45$4.97$5.76
PutsExpensive1.57×
CallsExpensive1.57×
SkewBullish-0.32 pp
Implied moveBalanced±$5.31
TiltBullish4.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ162.6716.1%4.7%149.3621.2%5.0%
25Δ161.0414.8%3.8%151.2519.4%3.9%
30Δ159.8714.0%3.2%152.6218.6%3.2%
35Δ159.0114.3%2.8%153.8217.7%2.6%
40Δ158.2414.7%2.5%154.8816.8%2.1%
45Δ157.4715.3%2.3%155.8016.3%1.7%
50Δ156.6615.9%2.1%156.6515.4%1.4%
55Δ155.7916.5%1.9%157.4514.9%1.1%
60Δ154.8617.1%1.6%158.2214.6%0.8%
65Δ153.8917.2%1.4%158.9814.2%0.6%
70Δ152.5518.9%1.3%159.8614.2%0.4%
75Δ151.1719.7%1.1%160.6413.8%0.3%
80Δ149.5520.6%0.9%161.6613.7%0.1%

20Δ

Calls
Pseudo strike
162.67
IV
16.1%
B/E move
4.7%
Puts
Pseudo strike
149.36
IV
21.2%
B/E move
5.0%

25Δ

Calls
Pseudo strike
161.04
IV
14.8%
B/E move
3.8%
Puts
Pseudo strike
151.25
IV
19.4%
B/E move
3.9%

30Δ

Calls
Pseudo strike
159.87
IV
14.0%
B/E move
3.2%
Puts
Pseudo strike
152.62
IV
18.6%
B/E move
3.2%

35Δ

Calls
Pseudo strike
159.01
IV
14.3%
B/E move
2.8%
Puts
Pseudo strike
153.82
IV
17.7%
B/E move
2.6%

40Δ

Calls
Pseudo strike
158.24
IV
14.7%
B/E move
2.5%
Puts
Pseudo strike
154.88
IV
16.8%
B/E move
2.1%

45Δ

Calls
Pseudo strike
157.47
IV
15.3%
B/E move
2.3%
Puts
Pseudo strike
155.80
IV
16.3%
B/E move
1.7%

50Δ

Calls
Pseudo strike
156.66
IV
15.9%
B/E move
2.1%
Puts
Pseudo strike
156.65
IV
15.4%
B/E move
1.4%

55Δ

Calls
Pseudo strike
155.79
IV
16.5%
B/E move
1.9%
Puts
Pseudo strike
157.45
IV
14.9%
B/E move
1.1%

60Δ

Calls
Pseudo strike
154.86
IV
17.1%
B/E move
1.6%
Puts
Pseudo strike
158.22
IV
14.6%
B/E move
0.8%

65Δ

Calls
Pseudo strike
153.89
IV
17.2%
B/E move
1.4%
Puts
Pseudo strike
158.98
IV
14.2%
B/E move
0.6%

70Δ

Calls
Pseudo strike
152.55
IV
18.9%
B/E move
1.3%
Puts
Pseudo strike
159.86
IV
14.2%
B/E move
0.4%

75Δ

Calls
Pseudo strike
151.17
IV
19.7%
B/E move
1.1%
Puts
Pseudo strike
160.64
IV
13.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
149.55
IV
20.6%
B/E move
0.9%
Puts
Pseudo strike
161.66
IV
13.7%
B/E move
0.1%

Options history

No recorded observations