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iShares Core U.S. REIT ETF USRT

i

Market dataready · fetched 2026-11-12T00:56:46.734Z

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 · 2026-11-12T00:15:29.281656389Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:56:46.298840+00:00

Share price$65.85
1D+0.1%
AH$65.68$65.78$65.88$65.99$66.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUSRT
Sold putSold callAH

iShares Core U.S. REIT ETF options

Live interpolated USRT call and put midpoint premiums by absolute delta.iShares Core U.S. REIT ETF$0.63$1.03$1.42$1.81$2.21$62.28$64.13$65.97$67.81$69.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USRT spot · $65.85USRT PRICE$0.68$0.69$0.70$0.76$0.84$0.92$1.01$1.11$1.22$1.33$1.53$1.81$2.09$0.68$0.70$0.75$0.80$0.86$0.93$0.99$1.07$1.14$1.22$1.29$1.44$1.75
PutsFair1.03×
CallsExpensive1.11×
SkewBullish-2.30 pp
Implied moveBalanced±$2.00
TiltBullish3.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.8261.8%10.1%61.4256.8%7.8%
25Δ69.4646.9%6.5%63.0644.5%5.3%
30Δ68.0637.0%4.4%64.0437.5%3.9%
35Δ67.3632.8%3.4%64.6932.6%3.0%
40Δ66.8029.7%2.7%65.2029.0%2.3%
45Δ66.3827.4%2.2%65.5826.4%1.8%
50Δ65.9825.3%1.7%65.9623.8%1.3%
55Δ65.6923.9%1.5%66.1922.1%1.1%
60Δ65.4122.5%1.2%66.4120.5%0.9%
65Δ65.1321.2%0.9%66.6318.9%0.7%
70Δ64.8020.8%0.7%66.8417.3%0.5%
75Δ64.4421.2%0.6%67.1016.3%0.3%
80Δ64.0721.7%0.5%67.4716.7%0.2%

20Δ

Calls
Pseudo strike
71.82
IV
61.8%
B/E move
10.1%
Puts
Pseudo strike
61.42
IV
56.8%
B/E move
7.8%

25Δ

Calls
Pseudo strike
69.46
IV
46.9%
B/E move
6.5%
Puts
Pseudo strike
63.06
IV
44.5%
B/E move
5.3%

30Δ

Calls
Pseudo strike
68.06
IV
37.0%
B/E move
4.4%
Puts
Pseudo strike
64.04
IV
37.5%
B/E move
3.9%

35Δ

Calls
Pseudo strike
67.36
IV
32.8%
B/E move
3.4%
Puts
Pseudo strike
64.69
IV
32.6%
B/E move
3.0%

40Δ

Calls
Pseudo strike
66.80
IV
29.7%
B/E move
2.7%
Puts
Pseudo strike
65.20
IV
29.0%
B/E move
2.3%

45Δ

Calls
Pseudo strike
66.38
IV
27.4%
B/E move
2.2%
Puts
Pseudo strike
65.58
IV
26.4%
B/E move
1.8%

50Δ

Calls
Pseudo strike
65.98
IV
25.3%
B/E move
1.7%
Puts
Pseudo strike
65.96
IV
23.8%
B/E move
1.3%

55Δ

Calls
Pseudo strike
65.69
IV
23.9%
B/E move
1.5%
Puts
Pseudo strike
66.19
IV
22.1%
B/E move
1.1%

60Δ

Calls
Pseudo strike
65.41
IV
22.5%
B/E move
1.2%
Puts
Pseudo strike
66.41
IV
20.5%
B/E move
0.9%

65Δ

Calls
Pseudo strike
65.13
IV
21.2%
B/E move
0.9%
Puts
Pseudo strike
66.63
IV
18.9%
B/E move
0.7%

70Δ

Calls
Pseudo strike
64.80
IV
20.8%
B/E move
0.7%
Puts
Pseudo strike
66.84
IV
17.3%
B/E move
0.5%

75Δ

Calls
Pseudo strike
64.44
IV
21.2%
B/E move
0.6%
Puts
Pseudo strike
67.10
IV
16.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
64.07
IV
21.7%
B/E move
0.5%
Puts
Pseudo strike
67.47
IV
16.7%
B/E move
0.2%

Options history

IV · four-Friday blend17.37%
Daily EOD
USRT16.6%17.6%18.7%2026-10-19: 16.76%2026-10-20: 17.41%2026-10-21: 17.25%2026-10-22: 17.67%2026-10-23: 16.98%2026-10-26: 18.26%2026-10-27: 17.33%2026-10-28: 18.52%2026-10-29: 16.70%2026-10-30: 17.37%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
16.76%
17.41%
17.25%
17.67%
16.98%
18.26%
17.33%
18.52%
16.70%
17.37%