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iShares ESG Optimized MSCI USA ETF SUSA

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Market datapartial · fetched 2026-10-22T20:47:53.193Z

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 · 2026-10-22T20:10:00.00242219Z

FundamentalsAlpha Vantage · unavailable

Share price$156.67
1D+0.0%
AH$156.03$156.33$156.63$156.93$157.235:30 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$0.56$2.24$3.92$5.61$7.29$148.14$152.27$156.40$160.54$164.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SUSA spot · $156.67SUSA PRICE$0.74$0.90$1.07$1.32$1.62$1.97$2.41$2.90$3.47$4.10$4.72$5.59$6.80$1.00$1.23$1.50$1.78$2.05$2.37$2.72$3.05$3.49$4.04$4.65$5.36$6.35
PutsExpensive1.53×
CallsExpensive1.34×
SkewBearish+1.21 pp
Implied moveBearish±$5.13
TiltBearish2.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ163.2515.4%4.7%150.2219.8%4.8%
25Δ161.6013.9%3.7%152.0218.2%3.8%
30Δ160.3613.0%3.0%153.3417.4%3.1%
35Δ159.4812.9%2.6%154.5016.6%2.5%
40Δ158.7413.1%2.4%155.5315.8%2.0%
45Δ158.0213.4%2.1%156.4515.3%1.7%
50Δ157.2714.0%1.9%157.2915.0%1.3%
55Δ156.4814.5%1.7%158.1014.5%1.0%
60Δ155.6115.0%1.5%158.9014.3%0.8%
65Δ154.7015.4%1.4%159.7514.3%0.6%
70Δ153.7615.4%1.2%160.6414.3%0.4%
75Δ152.6215.9%1.0%161.6114.2%0.3%
80Δ151.1916.8%0.8%162.8214.5%0.1%

20Δ

Calls
Pseudo strike
163.25
IV
15.4%
B/E move
4.7%
Puts
Pseudo strike
150.22
IV
19.8%
B/E move
4.8%

25Δ

Calls
Pseudo strike
161.60
IV
13.9%
B/E move
3.7%
Puts
Pseudo strike
152.02
IV
18.2%
B/E move
3.8%

30Δ

Calls
Pseudo strike
160.36
IV
13.0%
B/E move
3.0%
Puts
Pseudo strike
153.34
IV
17.4%
B/E move
3.1%

35Δ

Calls
Pseudo strike
159.48
IV
12.9%
B/E move
2.6%
Puts
Pseudo strike
154.50
IV
16.6%
B/E move
2.5%

40Δ

Calls
Pseudo strike
158.74
IV
13.1%
B/E move
2.4%
Puts
Pseudo strike
155.53
IV
15.8%
B/E move
2.0%

45Δ

Calls
Pseudo strike
158.02
IV
13.4%
B/E move
2.1%
Puts
Pseudo strike
156.45
IV
15.3%
B/E move
1.7%

50Δ

Calls
Pseudo strike
157.27
IV
14.0%
B/E move
1.9%
Puts
Pseudo strike
157.29
IV
15.0%
B/E move
1.3%

55Δ

Calls
Pseudo strike
156.48
IV
14.5%
B/E move
1.7%
Puts
Pseudo strike
158.10
IV
14.5%
B/E move
1.0%

60Δ

Calls
Pseudo strike
155.61
IV
15.0%
B/E move
1.5%
Puts
Pseudo strike
158.90
IV
14.3%
B/E move
0.8%

65Δ

Calls
Pseudo strike
154.70
IV
15.4%
B/E move
1.4%
Puts
Pseudo strike
159.75
IV
14.3%
B/E move
0.6%

70Δ

Calls
Pseudo strike
153.76
IV
15.4%
B/E move
1.2%
Puts
Pseudo strike
160.64
IV
14.3%
B/E move
0.4%

75Δ

Calls
Pseudo strike
152.62
IV
15.9%
B/E move
1.0%
Puts
Pseudo strike
161.61
IV
14.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
151.19
IV
16.8%
B/E move
0.8%
Puts
Pseudo strike
162.82
IV
14.5%
B/E move
0.1%

Options history

No recorded observations