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iShares Trust iShares ESG MSCI USA Leaders ETF SUSL

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Market dataready · fetched 2026-11-12T03:07:02.732Z

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 · 2026-11-11T21:00:09.151573965Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:07:02.398987+00:00

Share price$133.45
1D+0.5%
AH$132.49$132.89$133.28$133.68$134.075:30 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$0.59$1.35$2.11$2.87$3.62$127.62$130.47$133.32$136.17$139.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SUSL spot · $133.45SUSL PRICE$0.68$0.72$0.82$0.91$1.02$1.15$1.34$1.53$1.81$2.17$2.53$2.89$3.41$0.83$0.92$1.03$1.13$1.25$1.36$1.49$1.68$1.87$2.12$2.50$2.92
Puts——
CallsCheap0.87×
Skew——
Implied moveBalanced±$2.70
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ139.0629.9%4.7%
25Δ137.0723.9%3.2%130.0626.4%3.2%
30Δ136.0021.3%2.5%131.1823.1%2.4%
35Δ135.1919.0%2.0%132.0220.8%1.8%
40Δ134.6017.7%1.6%132.6219.0%1.5%
45Δ134.0816.7%1.3%133.1717.5%1.1%
50Δ133.6416.3%1.1%133.6016.4%0.9%
55Δ133.2115.9%1.0%134.0315.2%0.7%
60Δ132.7516.1%0.8%134.3914.7%0.6%
65Δ132.2516.8%0.7%134.7514.1%0.4%
70Δ131.7517.1%0.6%135.1613.8%0.3%
75Δ131.2317.0%0.5%135.6414.0%0.2%
80Δ130.5817.3%0.4%136.1814.3%0.1%

20Δ

Calls
Pseudo strike
139.06
IV
29.9%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
137.07
IV
23.9%
B/E move
3.2%
Puts
Pseudo strike
130.06
IV
26.4%
B/E move
3.2%

30Δ

Calls
Pseudo strike
136.00
IV
21.3%
B/E move
2.5%
Puts
Pseudo strike
131.18
IV
23.1%
B/E move
2.4%

35Δ

Calls
Pseudo strike
135.19
IV
19.0%
B/E move
2.0%
Puts
Pseudo strike
132.02
IV
20.8%
B/E move
1.8%

40Δ

Calls
Pseudo strike
134.60
IV
17.7%
B/E move
1.6%
Puts
Pseudo strike
132.62
IV
19.0%
B/E move
1.5%

45Δ

Calls
Pseudo strike
134.08
IV
16.7%
B/E move
1.3%
Puts
Pseudo strike
133.17
IV
17.5%
B/E move
1.1%

50Δ

Calls
Pseudo strike
133.64
IV
16.3%
B/E move
1.1%
Puts
Pseudo strike
133.60
IV
16.4%
B/E move
0.9%

55Δ

Calls
Pseudo strike
133.21
IV
15.9%
B/E move
1.0%
Puts
Pseudo strike
134.03
IV
15.2%
B/E move
0.7%

60Δ

Calls
Pseudo strike
132.75
IV
16.1%
B/E move
0.8%
Puts
Pseudo strike
134.39
IV
14.7%
B/E move
0.6%

65Δ

Calls
Pseudo strike
132.25
IV
16.8%
B/E move
0.7%
Puts
Pseudo strike
134.75
IV
14.1%
B/E move
0.4%

70Δ

Calls
Pseudo strike
131.75
IV
17.1%
B/E move
0.6%
Puts
Pseudo strike
135.16
IV
13.8%
B/E move
0.3%

75Δ

Calls
Pseudo strike
131.23
IV
17.0%
B/E move
0.5%
Puts
Pseudo strike
135.64
IV
14.0%
B/E move
0.2%

80Δ

Calls
Pseudo strike
130.58
IV
17.3%
B/E move
0.4%
Puts
Pseudo strike
136.18
IV
14.3%
B/E move
0.1%

Options history

IV · four-Friday blend16.21%
Daily EOD
SUSL15.9%16.1%16.2%2026-10-23: 15.90%2026-10-30: 16.21%Oct 23Oct 30
2 observations2026-10-23 — 2026-10-30
Table
DateIV (%)
15.90%
16.21%