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iShares Core U.S. REIT ETF USRT

i

Market datapartial · fetched 2026-10-22T21:16:57.726Z

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 · 2026-10-22T20:10:00.004057616Z

FundamentalsAlpha Vantage · unavailable

Share price$63.16
1D+1.3%
AH$62.27$62.52$62.76$63.00$63.245:30 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$0.55$1.69$2.83$3.97$5.11$58.01$60.34$62.68$65.01$67.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USRT spot · $63.16USRT PRICE$0.68$0.70$0.75$0.83$0.91$0.99$1.11$1.22$1.36$1.49$1.63$1.81$2.07$0.76$0.83$0.90$1.01$1.10$1.19$1.44$1.69$2.03$2.39$3.02$4.12$4.78
PutsExpensive1.54×
CallsExpensive1.21×
SkewBearish+5.45 pp
Implied moveBearish±$2.55
TiltBearish23.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.3435.7%10.9%58.4236.5%8.7%
25Δ66.9827.4%7.2%60.0830.0%6.2%
30Δ65.7423.0%5.3%61.1725.6%4.6%
35Δ64.9420.5%4.1%61.9323.3%3.6%
40Δ64.3618.5%3.3%62.4921.1%2.8%
45Δ63.8516.9%2.7%63.0219.0%2.1%
50Δ63.4716.1%2.2%63.4619.3%1.8%
55Δ63.0915.2%1.8%63.9019.6%1.5%
60Δ62.7814.5%1.5%64.4020.1%1.3%
65Δ62.4913.8%1.3%64.9120.6%1.0%
70Δ62.2013.1%1.1%65.6522.4%0.8%
75Δ61.8912.5%0.9%66.8126.4%0.7%
80Δ61.5412.2%0.7%67.6426.3%0.5%

20Δ

Calls
Pseudo strike
69.34
IV
35.7%
B/E move
10.9%
Puts
Pseudo strike
58.42
IV
36.5%
B/E move
8.7%

25Δ

Calls
Pseudo strike
66.98
IV
27.4%
B/E move
7.2%
Puts
Pseudo strike
60.08
IV
30.0%
B/E move
6.2%

30Δ

Calls
Pseudo strike
65.74
IV
23.0%
B/E move
5.3%
Puts
Pseudo strike
61.17
IV
25.6%
B/E move
4.6%

35Δ

Calls
Pseudo strike
64.94
IV
20.5%
B/E move
4.1%
Puts
Pseudo strike
61.93
IV
23.3%
B/E move
3.6%

40Δ

Calls
Pseudo strike
64.36
IV
18.5%
B/E move
3.3%
Puts
Pseudo strike
62.49
IV
21.1%
B/E move
2.8%

45Δ

Calls
Pseudo strike
63.85
IV
16.9%
B/E move
2.7%
Puts
Pseudo strike
63.02
IV
19.0%
B/E move
2.1%

50Δ

Calls
Pseudo strike
63.47
IV
16.1%
B/E move
2.2%
Puts
Pseudo strike
63.46
IV
19.3%
B/E move
1.8%

55Δ

Calls
Pseudo strike
63.09
IV
15.2%
B/E move
1.8%
Puts
Pseudo strike
63.90
IV
19.6%
B/E move
1.5%

60Δ

Calls
Pseudo strike
62.78
IV
14.5%
B/E move
1.5%
Puts
Pseudo strike
64.40
IV
20.1%
B/E move
1.3%

65Δ

Calls
Pseudo strike
62.49
IV
13.8%
B/E move
1.3%
Puts
Pseudo strike
64.91
IV
20.6%
B/E move
1.0%

70Δ

Calls
Pseudo strike
62.20
IV
13.1%
B/E move
1.1%
Puts
Pseudo strike
65.65
IV
22.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
61.89
IV
12.5%
B/E move
0.9%
Puts
Pseudo strike
66.81
IV
26.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
61.54
IV
12.2%
B/E move
0.7%
Puts
Pseudo strike
67.64
IV
26.3%
B/E move
0.5%

Options history

No recorded observations