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iShares MSCI USA Min Vol Factor ETF USMV

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Market datapartial · fetched 2026-10-22T22:40:15.405Z

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 · 2026-10-22T22:30:07.670126424Z

FundamentalsAlpha Vantage · unavailable

Share price$103.51
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$0.34$1.60$2.87$4.13$5.39$96.13$99.10$102.07$105.03$108.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USMV spot · $103.51USMV PRICE$0.47$0.88$0.88$0.88$0.85$0.78$0.91$1.20$1.49$1.73$1.94$2.15$2.45$0.96$1.12$1.25$1.38$0.80$1.02$1.23$1.75$2.41$3.07$2.55$5.03$3.64
PutsExpensive2.05×
CallsExpensive1.20×
SkewBearish+4.67 pp
Implied moveBearish±$2.14
TiltBearish22.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ107.7415.0%4.5%97.4228.5%6.8%
25Δ108.5621.4%5.7%99.2325.1%5.2%
30Δ107.1717.6%4.4%100.4922.3%4.1%
35Δ105.7813.8%3.0%101.7519.6%3.0%
40Δ104.7710.6%2.0%103.219.3%1.1%
45Δ104.238.2%1.5%103.559.8%0.9%
50Δ103.817.6%1.2%103.8910.3%0.8%
55Δ103.478.5%1.1%104.4711.9%0.8%
60Δ103.139.4%1.1%105.1614.0%0.7%
65Δ102.799.6%1.0%105.8416.2%0.7%
70Δ102.449.4%0.8%105.8311.1%0.2%
75Δ102.099.1%0.7%108.1119.2%0.4%
80Δ101.538.9%0.4%107.0712.7%0.1%

20Δ

Calls
Pseudo strike
107.74
IV
15.0%
B/E move
4.5%
Puts
Pseudo strike
97.42
IV
28.5%
B/E move
6.8%

25Δ

Calls
Pseudo strike
108.56
IV
21.4%
B/E move
5.7%
Puts
Pseudo strike
99.23
IV
25.1%
B/E move
5.2%

30Δ

Calls
Pseudo strike
107.17
IV
17.6%
B/E move
4.4%
Puts
Pseudo strike
100.49
IV
22.3%
B/E move
4.1%

35Δ

Calls
Pseudo strike
105.78
IV
13.8%
B/E move
3.0%
Puts
Pseudo strike
101.75
IV
19.6%
B/E move
3.0%

40Δ

Calls
Pseudo strike
104.77
IV
10.6%
B/E move
2.0%
Puts
Pseudo strike
103.21
IV
9.3%
B/E move
1.1%

45Δ

Calls
Pseudo strike
104.23
IV
8.2%
B/E move
1.5%
Puts
Pseudo strike
103.55
IV
9.8%
B/E move
0.9%

50Δ

Calls
Pseudo strike
103.81
IV
7.6%
B/E move
1.2%
Puts
Pseudo strike
103.89
IV
10.3%
B/E move
0.8%

55Δ

Calls
Pseudo strike
103.47
IV
8.5%
B/E move
1.1%
Puts
Pseudo strike
104.47
IV
11.9%
B/E move
0.8%

60Δ

Calls
Pseudo strike
103.13
IV
9.4%
B/E move
1.1%
Puts
Pseudo strike
105.16
IV
14.0%
B/E move
0.7%

65Δ

Calls
Pseudo strike
102.79
IV
9.6%
B/E move
1.0%
Puts
Pseudo strike
105.84
IV
16.2%
B/E move
0.7%

70Δ

Calls
Pseudo strike
102.44
IV
9.4%
B/E move
0.8%
Puts
Pseudo strike
105.83
IV
11.1%
B/E move
0.2%

75Δ

Calls
Pseudo strike
102.09
IV
9.1%
B/E move
0.7%
Puts
Pseudo strike
108.11
IV
19.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
101.53
IV
8.9%
B/E move
0.4%
Puts
Pseudo strike
107.07
IV
12.7%
B/E move
0.1%

Options history

No recorded observations