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iShares MSCI World ETF URTH

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Market dataready · fetched 2026-11-13T00:49:31.827Z

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 · 2026-11-12T23:30:00.004080074Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T00:49:30.985787+00:00

Share price$205.11
1D+0.3%
AH$204.16$204.78$205.39$206.00$206.625:30 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$0.72$1.86$2.99$4.13$5.26$197.88$201.47$205.05$208.64$212.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive URTH spot · $205.11URTH PRICE$0.85$0.95$1.20$1.45$1.69$1.94$2.19$2.55$3.03$3.50$3.98$4.46$4.93$0.98$1.11$1.23$1.34$1.46$1.58$1.91$2.38$2.85$3.32$3.79$4.26$4.74
PutsExpensive1.10×
CallsExpensive1.16×
SkewBullish-1.06 pp
Implied moveBullish±$4.10
TiltBullish2.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ212.6426.7%4.1%198.3228.7%3.8%
25Δ209.8421.3%2.8%200.3124.8%2.9%
30Δ208.9620.7%2.5%201.3822.5%2.4%
35Δ208.0920.1%2.2%202.4420.1%2.0%
40Δ207.2119.5%1.9%203.5117.8%1.5%
45Δ206.3418.9%1.5%204.5815.5%1.0%
50Δ205.4618.3%1.2%205.4114.6%0.8%
55Δ204.6617.8%1.0%206.0914.7%0.7%
60Δ203.9317.5%0.9%206.7614.8%0.6%
65Δ203.2017.2%0.8%207.4414.9%0.5%
70Δ202.4716.9%0.7%208.1215.0%0.4%
75Δ201.7416.6%0.5%208.8015.1%0.3%
80Δ201.0216.3%0.4%209.4815.2%0.2%

20Δ

Calls
Pseudo strike
212.64
IV
26.7%
B/E move
4.1%
Puts
Pseudo strike
198.32
IV
28.7%
B/E move
3.8%

25Δ

Calls
Pseudo strike
209.84
IV
21.3%
B/E move
2.8%
Puts
Pseudo strike
200.31
IV
24.8%
B/E move
2.9%

30Δ

Calls
Pseudo strike
208.96
IV
20.7%
B/E move
2.5%
Puts
Pseudo strike
201.38
IV
22.5%
B/E move
2.4%

35Δ

Calls
Pseudo strike
208.09
IV
20.1%
B/E move
2.2%
Puts
Pseudo strike
202.44
IV
20.1%
B/E move
2.0%

40Δ

Calls
Pseudo strike
207.21
IV
19.5%
B/E move
1.9%
Puts
Pseudo strike
203.51
IV
17.8%
B/E move
1.5%

45Δ

Calls
Pseudo strike
206.34
IV
18.9%
B/E move
1.5%
Puts
Pseudo strike
204.58
IV
15.5%
B/E move
1.0%

50Δ

Calls
Pseudo strike
205.46
IV
18.3%
B/E move
1.2%
Puts
Pseudo strike
205.41
IV
14.6%
B/E move
0.8%

55Δ

Calls
Pseudo strike
204.66
IV
17.8%
B/E move
1.0%
Puts
Pseudo strike
206.09
IV
14.7%
B/E move
0.7%

60Δ

Calls
Pseudo strike
203.93
IV
17.5%
B/E move
0.9%
Puts
Pseudo strike
206.76
IV
14.8%
B/E move
0.6%

65Δ

Calls
Pseudo strike
203.20
IV
17.2%
B/E move
0.8%
Puts
Pseudo strike
207.44
IV
14.9%
B/E move
0.5%

70Δ

Calls
Pseudo strike
202.47
IV
16.9%
B/E move
0.7%
Puts
Pseudo strike
208.12
IV
15.0%
B/E move
0.4%

75Δ

Calls
Pseudo strike
201.74
IV
16.6%
B/E move
0.5%
Puts
Pseudo strike
208.80
IV
15.1%
B/E move
0.3%

80Δ

Calls
Pseudo strike
201.02
IV
16.3%
B/E move
0.4%
Puts
Pseudo strike
209.48
IV
15.2%
B/E move
0.2%

Options history

IV · four-Friday blend16.66%
Daily EOD
URTH14.3%15.6%16.8%2026-10-19: 14.90%2026-10-20: 14.87%2026-10-21: 14.46%2026-10-22: 15.64%2026-10-23: 15.92%2026-10-26: 15.62%2026-10-27: 15.30%2026-10-28: 15.07%2026-10-29: 14.65%2026-10-30: 16.66%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
14.90%
14.87%
14.46%
15.64%
15.92%
15.62%
15.30%
15.07%
14.65%
16.66%