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iShares MSCI World ETF URTH

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Market dataready · fetched 2026-10-22T23:50:51.086Z

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 · 2026-10-22T22:30:00.00394275Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:50:50.387542+00:00

Share price$206.17
1D-0.9%
AH$205.47$206.15$206.83$207.50$208.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMURTH
Sold putSold callAH

iShares MSCI World ETF options

Live interpolated URTH call and put midpoint premiums by absolute delta.iShares MSCI World ETF$0.67$3.20$5.73$8.26$10.79$188.88$198.88$208.88$218.89$228.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive URTH spot · $206.17URTH PRICE$0.95$1.26$1.57$1.88$2.45$3.06$3.66$4.27$5.03$6.18$7.34$8.49$10.06$1.33$1.66$2.03$2.41$2.79$3.26$3.78$4.29$4.80$5.46$6.62$7.78$8.93
PutsCheap0.70×
CallsCheap0.49×
SkewBearish+0.35 pp
Implied moveBalanced±$7.44
TiltBalanced0.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ214.5514.8%4.5%197.5520.0%4.8%
25Δ213.1014.5%4.0%199.8918.6%3.8%
30Δ211.6414.3%3.4%201.4617.9%3.3%
35Δ210.1914.0%2.9%203.0117.1%2.7%
40Δ209.0514.4%2.6%204.5516.4%2.1%
45Δ207.9614.9%2.4%205.7915.9%1.8%
50Δ206.8715.3%2.1%206.9115.5%1.5%
55Δ205.7815.8%1.9%208.0215.1%1.2%
60Δ204.5616.4%1.7%209.1414.7%0.9%
65Δ203.0217.1%1.5%210.3414.5%0.6%
70Δ201.4917.8%1.3%211.8214.8%0.5%
75Δ199.9518.5%1.1%213.3015.1%0.3%
80Δ197.9919.0%0.9%214.7915.4%0.2%

20Δ

Calls
Pseudo strike
214.55
IV
14.8%
B/E move
4.5%
Puts
Pseudo strike
197.55
IV
20.0%
B/E move
4.8%

25Δ

Calls
Pseudo strike
213.10
IV
14.5%
B/E move
4.0%
Puts
Pseudo strike
199.89
IV
18.6%
B/E move
3.8%

30Δ

Calls
Pseudo strike
211.64
IV
14.3%
B/E move
3.4%
Puts
Pseudo strike
201.46
IV
17.9%
B/E move
3.3%

35Δ

Calls
Pseudo strike
210.19
IV
14.0%
B/E move
2.9%
Puts
Pseudo strike
203.01
IV
17.1%
B/E move
2.7%

40Δ

Calls
Pseudo strike
209.05
IV
14.4%
B/E move
2.6%
Puts
Pseudo strike
204.55
IV
16.4%
B/E move
2.1%

45Δ

Calls
Pseudo strike
207.96
IV
14.9%
B/E move
2.4%
Puts
Pseudo strike
205.79
IV
15.9%
B/E move
1.8%

50Δ

Calls
Pseudo strike
206.87
IV
15.3%
B/E move
2.1%
Puts
Pseudo strike
206.91
IV
15.5%
B/E move
1.5%

55Δ

Calls
Pseudo strike
205.78
IV
15.8%
B/E move
1.9%
Puts
Pseudo strike
208.02
IV
15.1%
B/E move
1.2%

60Δ

Calls
Pseudo strike
204.56
IV
16.4%
B/E move
1.7%
Puts
Pseudo strike
209.14
IV
14.7%
B/E move
0.9%

65Δ

Calls
Pseudo strike
203.02
IV
17.1%
B/E move
1.5%
Puts
Pseudo strike
210.34
IV
14.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
201.49
IV
17.8%
B/E move
1.3%
Puts
Pseudo strike
211.82
IV
14.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
199.95
IV
18.5%
B/E move
1.1%
Puts
Pseudo strike
213.30
IV
15.1%
B/E move
0.3%

80Δ

Calls
Pseudo strike
197.99
IV
19.0%
B/E move
0.9%
Puts
Pseudo strike
214.79
IV
15.4%
B/E move
0.2%

Options history

No recorded observations