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iShares MSCI USA Min Vol Factor ETF USMV

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Market datapartial · fetched 2026-10-22T21:06:25.880Z

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 · 2026-10-22T20:13:04.810496853Z

FundamentalsAlpha Vantage · unavailable

Share price$103.34
1D+0.6%
AH$102.65$102.88$103.12$103.35$103.585:30 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$0.31$1.81$3.31$4.81$6.30$96.12$99.12$102.11$105.11$108.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USMV spot · $103.34USMV PRICE$0.47$0.88$0.88$0.88$0.82$0.78$1.07$1.36$1.65$1.89$2.13$2.80$3.65$0.99$1.11$1.23$1.36$0.72$0.93$1.13$1.41$2.07$2.74$2.83$2.46$5.87
PutsExpensive1.96×
CallsExpensive1.29×
SkewBearish+3.11 pp
Implied moveBearish±$2.20
TiltBearish12.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ107.5815.0%4.6%97.1729.0%6.9%
25Δ108.4521.5%5.8%99.1324.8%5.2%
30Δ106.9617.5%4.4%100.3522.1%4.1%
35Δ105.4813.5%2.9%101.5619.4%3.0%
40Δ104.5710.3%2.0%103.088.5%1.0%
45Δ103.977.9%1.4%103.408.9%0.8%
50Δ103.628.9%1.3%103.739.3%0.7%
55Δ103.289.9%1.3%104.1110.0%0.6%
60Δ102.9210.7%1.2%104.8012.0%0.6%
65Δ102.5210.5%1.0%105.4914.1%0.6%
70Δ102.1210.4%0.9%105.7513.4%0.4%
75Δ101.3611.5%0.8%105.759.6%0.1%
80Δ100.4313.3%0.7%108.9120.2%0.3%

20Δ

Calls
Pseudo strike
107.58
IV
15.0%
B/E move
4.6%
Puts
Pseudo strike
97.17
IV
29.0%
B/E move
6.9%

25Δ

Calls
Pseudo strike
108.45
IV
21.5%
B/E move
5.8%
Puts
Pseudo strike
99.13
IV
24.8%
B/E move
5.2%

30Δ

Calls
Pseudo strike
106.96
IV
17.5%
B/E move
4.4%
Puts
Pseudo strike
100.35
IV
22.1%
B/E move
4.1%

35Δ

Calls
Pseudo strike
105.48
IV
13.5%
B/E move
2.9%
Puts
Pseudo strike
101.56
IV
19.4%
B/E move
3.0%

40Δ

Calls
Pseudo strike
104.57
IV
10.3%
B/E move
2.0%
Puts
Pseudo strike
103.08
IV
8.5%
B/E move
1.0%

45Δ

Calls
Pseudo strike
103.97
IV
7.9%
B/E move
1.4%
Puts
Pseudo strike
103.40
IV
8.9%
B/E move
0.8%

50Δ

Calls
Pseudo strike
103.62
IV
8.9%
B/E move
1.3%
Puts
Pseudo strike
103.73
IV
9.3%
B/E move
0.7%

55Δ

Calls
Pseudo strike
103.28
IV
9.9%
B/E move
1.3%
Puts
Pseudo strike
104.11
IV
10.0%
B/E move
0.6%

60Δ

Calls
Pseudo strike
102.92
IV
10.7%
B/E move
1.2%
Puts
Pseudo strike
104.80
IV
12.0%
B/E move
0.6%

65Δ

Calls
Pseudo strike
102.52
IV
10.5%
B/E move
1.0%
Puts
Pseudo strike
105.49
IV
14.1%
B/E move
0.6%

70Δ

Calls
Pseudo strike
102.12
IV
10.4%
B/E move
0.9%
Puts
Pseudo strike
105.75
IV
13.4%
B/E move
0.4%

75Δ

Calls
Pseudo strike
101.36
IV
11.5%
B/E move
0.8%
Puts
Pseudo strike
105.75
IV
9.6%
B/E move
0.1%

80Δ

Calls
Pseudo strike
100.43
IV
13.3%
B/E move
0.7%
Puts
Pseudo strike
108.91
IV
20.2%
B/E move
0.3%

Options history

No recorded observations