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iShares MSCI World ETF URTH

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Market datapartial · fetched 2026-10-23T15:05:54.694Z

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 · 2026-10-23T14:56:25.039725648Z

FundamentalsAlpha Vantage · unavailable

Share price$205.63
1D+0.3%
$204.56$204.85$205.15$205.44$205.735:30 AM6:30 AM9:00 AM1:00 PMURTH
Sold putSold call

iShares MSCI World ETF options

Live interpolated URTH call and put midpoint premiums by absolute delta.iShares MSCI World ETF$0.74$3.39$6.05$8.71$11.36$192.37$198.53$204.69$210.84$217.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive URTH spot · $205.63URTH PRICE$1.02$1.44$1.86$2.27$2.69$3.11$3.52$3.94$4.78$5.81$6.85$7.88$9.40$1.40$1.75$2.15$2.58$3.01$3.46$4.04$4.62$5.20$5.78$7.22$8.69$10.60
PutsCheap0.94×
CallsExpensive1.42×
SkewBearish+2.16 pp
Implied moveBearish±$7.57
TiltBearish5.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ214.3215.3%4.7%196.5321.5%5.1%
25Δ213.0515.3%4.3%198.9920.0%4.1%
30Δ211.7715.3%3.9%200.7319.3%3.4%
35Δ210.5015.2%3.5%202.2518.6%2.9%
40Δ209.2315.2%3.1%203.7717.9%2.4%
45Δ207.9515.2%2.6%205.2317.3%1.9%
50Δ206.6815.1%2.2%206.4117.0%1.6%
55Δ205.4115.1%1.8%207.6016.6%1.3%
60Δ204.0515.4%1.6%208.7816.2%1.0%
65Δ202.6515.9%1.4%209.9715.8%0.7%
70Δ201.2416.5%1.2%211.7416.6%0.5%
75Δ199.8417.0%1.0%213.5217.3%0.4%
80Δ198.0018.1%0.9%215.7318.5%0.2%

20Δ

Calls
Pseudo strike
214.32
IV
15.3%
B/E move
4.7%
Puts
Pseudo strike
196.53
IV
21.5%
B/E move
5.1%

25Δ

Calls
Pseudo strike
213.05
IV
15.3%
B/E move
4.3%
Puts
Pseudo strike
198.99
IV
20.0%
B/E move
4.1%

30Δ

Calls
Pseudo strike
211.77
IV
15.3%
B/E move
3.9%
Puts
Pseudo strike
200.73
IV
19.3%
B/E move
3.4%

35Δ

Calls
Pseudo strike
210.50
IV
15.2%
B/E move
3.5%
Puts
Pseudo strike
202.25
IV
18.6%
B/E move
2.9%

40Δ

Calls
Pseudo strike
209.23
IV
15.2%
B/E move
3.1%
Puts
Pseudo strike
203.77
IV
17.9%
B/E move
2.4%

45Δ

Calls
Pseudo strike
207.95
IV
15.2%
B/E move
2.6%
Puts
Pseudo strike
205.23
IV
17.3%
B/E move
1.9%

50Δ

Calls
Pseudo strike
206.68
IV
15.1%
B/E move
2.2%
Puts
Pseudo strike
206.41
IV
17.0%
B/E move
1.6%

55Δ

Calls
Pseudo strike
205.41
IV
15.1%
B/E move
1.8%
Puts
Pseudo strike
207.60
IV
16.6%
B/E move
1.3%

60Δ

Calls
Pseudo strike
204.05
IV
15.4%
B/E move
1.6%
Puts
Pseudo strike
208.78
IV
16.2%
B/E move
1.0%

65Δ

Calls
Pseudo strike
202.65
IV
15.9%
B/E move
1.4%
Puts
Pseudo strike
209.97
IV
15.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
201.24
IV
16.5%
B/E move
1.2%
Puts
Pseudo strike
211.74
IV
16.6%
B/E move
0.5%

75Δ

Calls
Pseudo strike
199.84
IV
17.0%
B/E move
1.0%
Puts
Pseudo strike
213.52
IV
17.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
198.00
IV
18.1%
B/E move
0.9%
Puts
Pseudo strike
215.73
IV
18.5%
B/E move
0.2%

Options history

No recorded observations