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iShares MSCI USA Min Vol Factor ETF USMV

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Market dataready · fetched 2026-11-12T03:12:46.754Z

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 · 2026-11-12T01:00:07.651735887Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:12:46.367529+00:00

Share price$104.28
1D+1.0%
AH$103.12$103.43$103.75$104.06$104.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUSMV
Sold putSold callAH

iShares MSCI USA Min Vol Factor ETF options

Live interpolated USMV call and put midpoint premiums by absolute delta.iShares MSCI USA Min Vol Factor ETF$0.37$1.51$2.65$3.78$4.92$99.43$101.82$104.21$106.60$108.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive USMV spot · $104.28USMV PRICE$0.97$0.97$1.02$1.07$1.14$1.20$1.30$1.40$1.51$1.62$2.21$0.62$0.50$0.68$0.86$1.06$1.37$1.68$2.00$2.34$3.24$4.42$4.59
Puts——
Calls——
Skew——
Implied moveBearish±$2.51
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ100.3931.3%4.3%
25Δ
30Δ107.3632.7%3.9%103.2214.5%1.5%
35Δ106.1526.3%2.7%103.4915.9%1.4%
40Δ105.4422.8%2.1%103.7617.3%1.3%
45Δ104.8820.0%1.6%104.0518.7%1.2%
50Δ104.5018.2%1.3%104.4720.0%1.1%
55Δ104.1216.4%1.0%104.9021.3%1.0%
60Δ103.8315.2%0.8%105.3822.0%0.9%
65Δ103.5814.2%0.7%105.8822.4%0.7%
70Δ103.3313.2%0.5%106.8126.7%0.7%
75Δ103.0812.2%0.4%108.0531.5%0.6%
80Δ102.4314.2%0.3%108.4328.3%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
100.39
IV
31.3%
B/E move
4.3%

25Δ

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

30Δ

Calls
Pseudo strike
107.36
IV
32.7%
B/E move
3.9%
Puts
Pseudo strike
103.22
IV
14.5%
B/E move
1.5%

35Δ

Calls
Pseudo strike
106.15
IV
26.3%
B/E move
2.7%
Puts
Pseudo strike
103.49
IV
15.9%
B/E move
1.4%

40Δ

Calls
Pseudo strike
105.44
IV
22.8%
B/E move
2.1%
Puts
Pseudo strike
103.76
IV
17.3%
B/E move
1.3%

45Δ

Calls
Pseudo strike
104.88
IV
20.0%
B/E move
1.6%
Puts
Pseudo strike
104.05
IV
18.7%
B/E move
1.2%

50Δ

Calls
Pseudo strike
104.50
IV
18.2%
B/E move
1.3%
Puts
Pseudo strike
104.47
IV
20.0%
B/E move
1.1%

55Δ

Calls
Pseudo strike
104.12
IV
16.4%
B/E move
1.0%
Puts
Pseudo strike
104.90
IV
21.3%
B/E move
1.0%

60Δ

Calls
Pseudo strike
103.83
IV
15.2%
B/E move
0.8%
Puts
Pseudo strike
105.38
IV
22.0%
B/E move
0.9%

65Δ

Calls
Pseudo strike
103.58
IV
14.2%
B/E move
0.7%
Puts
Pseudo strike
105.88
IV
22.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
103.33
IV
13.2%
B/E move
0.5%
Puts
Pseudo strike
106.81
IV
26.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
103.08
IV
12.2%
B/E move
0.4%
Puts
Pseudo strike
108.05
IV
31.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
102.43
IV
14.2%
B/E move
0.3%
Puts
Pseudo strike
108.43
IV
28.3%
B/E move
0.4%

Options history

IV · four-Friday blend12.32%
Daily EOD
USMV11.0%12.4%13.8%2026-10-19: 11.39%2026-10-20: 11.77%2026-10-21: 11.80%2026-10-22: 11.15%2026-10-23: 13.56%2026-10-26: 13.21%2026-10-27: 13.30%2026-10-28: 12.92%2026-10-29: 12.26%2026-10-30: 12.32%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
11.39%
11.77%
11.80%
11.15%
13.56%
13.21%
13.30%
12.92%
12.26%
12.32%