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iShares Core U.S. REIT ETF USRT

i

Market datapartial · fetched 2026-10-22T17:10:49.464Z

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 · 2026-10-22T17:10:32.372272044Z

FundamentalsAlpha Vantage · unavailable

Share price$62.78
1D+0.7%
$62.30$62.45$62.60$62.74$62.895:30 AM6:30 AM9:00 AM1:00 PMUSRT
Sold putSold call

iShares Core U.S. REIT ETF options

Live interpolated USRT call and put midpoint premiums by absolute delta.iShares Core U.S. REIT ETF$0.57$1.51$2.46$3.40$4.34$57.77$60.12$62.48$64.83$67.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USRT spot · $62.78USRT PRICE$0.68$0.71$0.78$0.87$0.95$1.08$1.20$1.32$1.44$1.56$1.85$2.16$2.48$0.75$0.81$0.90$0.98$1.12$1.37$1.62$1.87$2.12$2.37$2.62$3.28$4.07
PutsExpensive1.48×
CallsExpensive1.30×
SkewBearish+3.43 pp
Implied moveBearish±$2.82
TiltBearish16.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.9535.7%10.9%58.1036.2%8.6%
25Δ66.6827.9%7.3%59.7529.5%6.1%
30Δ65.4624.0%5.5%60.7825.8%4.6%
35Δ64.6621.6%4.4%61.5522.8%3.5%
40Δ63.9919.4%3.4%62.1720.9%2.8%
45Δ63.5418.5%2.9%62.6320.7%2.4%
50Δ63.0917.5%2.4%63.1020.5%2.1%
55Δ62.7316.5%2.0%63.5620.3%1.7%
60Δ62.3915.6%1.7%64.0220.2%1.4%
65Δ62.0414.6%1.3%64.4920.0%1.1%
70Δ61.6414.8%1.1%64.9519.8%0.7%
75Δ61.2215.1%1.0%65.7221.3%0.5%
80Δ60.8015.1%0.8%66.6222.7%0.4%

20Δ

Calls
Pseudo strike
68.95
IV
35.7%
B/E move
10.9%
Puts
Pseudo strike
58.10
IV
36.2%
B/E move
8.6%

25Δ

Calls
Pseudo strike
66.68
IV
27.9%
B/E move
7.3%
Puts
Pseudo strike
59.75
IV
29.5%
B/E move
6.1%

30Δ

Calls
Pseudo strike
65.46
IV
24.0%
B/E move
5.5%
Puts
Pseudo strike
60.78
IV
25.8%
B/E move
4.6%

35Δ

Calls
Pseudo strike
64.66
IV
21.6%
B/E move
4.4%
Puts
Pseudo strike
61.55
IV
22.8%
B/E move
3.5%

40Δ

Calls
Pseudo strike
63.99
IV
19.4%
B/E move
3.4%
Puts
Pseudo strike
62.17
IV
20.9%
B/E move
2.8%

45Δ

Calls
Pseudo strike
63.54
IV
18.5%
B/E move
2.9%
Puts
Pseudo strike
62.63
IV
20.7%
B/E move
2.4%

50Δ

Calls
Pseudo strike
63.09
IV
17.5%
B/E move
2.4%
Puts
Pseudo strike
63.10
IV
20.5%
B/E move
2.1%

55Δ

Calls
Pseudo strike
62.73
IV
16.5%
B/E move
2.0%
Puts
Pseudo strike
63.56
IV
20.3%
B/E move
1.7%

60Δ

Calls
Pseudo strike
62.39
IV
15.6%
B/E move
1.7%
Puts
Pseudo strike
64.02
IV
20.2%
B/E move
1.4%

65Δ

Calls
Pseudo strike
62.04
IV
14.6%
B/E move
1.3%
Puts
Pseudo strike
64.49
IV
20.0%
B/E move
1.1%

70Δ

Calls
Pseudo strike
61.64
IV
14.8%
B/E move
1.1%
Puts
Pseudo strike
64.95
IV
19.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
61.22
IV
15.1%
B/E move
1.0%
Puts
Pseudo strike
65.72
IV
21.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
60.80
IV
15.1%
B/E move
0.8%
Puts
Pseudo strike
66.62
IV
22.7%
B/E move
0.4%

Options history

No recorded observations