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iShares Trust iShares ESG MSCI USA Leaders ETF SUSL

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Market datapartial · fetched 2026-10-23T00:20:55.950Z

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 · 2026-10-22T20:00:00.090413205Z

FundamentalsAlpha Vantage · unavailable

Share price$136.49
1D-0.3%
AH$136.02$136.30$136.58$136.86$137.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSUSL
Sold putSold callAH

iShares Trust iShares ESG MSCI USA Leaders ETF options

Live interpolated SUSL call and put midpoint premiums by absolute delta.iShares Trust iShares ESG MSCI USA Leaders ETF$0.63$2.00$3.37$4.74$6.11$128.67$132.50$136.32$140.15$143.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SUSL spot · $136.49SUSL PRICE$0.78$1.03$1.26$1.55$1.89$2.28$2.75$3.29$3.96$4.78$5.72$1.17$1.41$1.70$1.98$2.25$2.53$2.88$3.26$3.67$4.14$4.75
PutsExpensive1.42×
CallsExpensive1.13×
SkewBearish+0.86 pp
Implied moveBearish±$4.80
TiltBalanced0.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ140.6513.6%3.6%132.1119.8%4.1%
30Δ140.0414.4%3.4%133.3518.7%3.3%
35Δ139.1714.2%2.9%134.4018.2%2.8%
40Δ138.4414.4%2.6%135.3617.6%2.3%
45Δ137.7514.8%2.3%136.2416.8%1.8%
50Δ137.0415.2%2.1%137.0516.0%1.4%
55Δ136.2815.8%1.9%137.8115.6%1.1%
60Δ135.4616.3%1.7%138.5415.2%0.9%
65Δ134.5417.1%1.5%139.2714.9%0.7%
70Δ133.4818.0%1.3%140.0214.6%0.4%
75Δ132.2918.8%1.1%140.8614.5%0.3%
80Δ

20Δ

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

25Δ

Calls
Pseudo strike
140.65
IV
13.6%
B/E move
3.6%
Puts
Pseudo strike
132.11
IV
19.8%
B/E move
4.1%

30Δ

Calls
Pseudo strike
140.04
IV
14.4%
B/E move
3.4%
Puts
Pseudo strike
133.35
IV
18.7%
B/E move
3.3%

35Δ

Calls
Pseudo strike
139.17
IV
14.2%
B/E move
2.9%
Puts
Pseudo strike
134.40
IV
18.2%
B/E move
2.8%

40Δ

Calls
Pseudo strike
138.44
IV
14.4%
B/E move
2.6%
Puts
Pseudo strike
135.36
IV
17.6%
B/E move
2.3%

45Δ

Calls
Pseudo strike
137.75
IV
14.8%
B/E move
2.3%
Puts
Pseudo strike
136.24
IV
16.8%
B/E move
1.8%

50Δ

Calls
Pseudo strike
137.04
IV
15.2%
B/E move
2.1%
Puts
Pseudo strike
137.05
IV
16.0%
B/E move
1.4%

55Δ

Calls
Pseudo strike
136.28
IV
15.8%
B/E move
1.9%
Puts
Pseudo strike
137.81
IV
15.6%
B/E move
1.1%

60Δ

Calls
Pseudo strike
135.46
IV
16.3%
B/E move
1.7%
Puts
Pseudo strike
138.54
IV
15.2%
B/E move
0.9%

65Δ

Calls
Pseudo strike
134.54
IV
17.1%
B/E move
1.5%
Puts
Pseudo strike
139.27
IV
14.9%
B/E move
0.7%

70Δ

Calls
Pseudo strike
133.48
IV
18.0%
B/E move
1.3%
Puts
Pseudo strike
140.02
IV
14.6%
B/E move
0.4%

75Δ

Calls
Pseudo strike
132.29
IV
18.8%
B/E move
1.1%
Puts
Pseudo strike
140.86
IV
14.5%
B/E move
0.3%

80Δ

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

Options history

No recorded observations