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iShares Trust iShares ESG Advanced MSCI USA ETF USXF

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Market datapartial · fetched 2026-10-23T04:44:50.115Z

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 · 2026-10-22T20:47:32.441027946Z

FundamentalsAlpha Vantage · unavailable

Share price$65.85
1D-0.4%
AH$65.54$65.74$65.95$66.15$66.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUSXF
Sold putSold callAH

iShares Trust iShares ESG Advanced MSCI USA ETF options

Live interpolated USXF call and put midpoint premiums by absolute delta.iShares Trust iShares ESG Advanced MSCI USA ETF$0.98$2.05$3.11$4.18$5.25$59.06$62.46$65.86$69.27$72.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USXF spot · $65.85USXF PRICE$1.10$1.20$1.33$1.50$1.71$1.84$2.12$2.50$2.83$3.26$3.90$4.94$1.22$1.31$1.41$1.51$1.64$1.71$1.83$2.01$2.29$2.73$3.13$3.51$4.25
PutsExpensive1.60×
CallsExpensive1.85×
SkewNeutral-0.13 pp
Implied moveBalanced±$3.67
TiltBalanced0.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.7454.9%12.7%
25Δ72.0942.3%11.1%61.2044.7%9.1%
30Δ70.0235.9%8.2%62.8438.0%6.7%
35Δ68.7332.3%6.4%64.0432.9%5.0%
40Δ67.7429.8%5.1%64.9229.7%3.9%
45Δ66.9728.6%4.3%65.6126.3%3.0%
50Δ66.2926.2%3.5%66.2123.8%2.2%
55Δ65.6325.8%2.9%66.6922.7%1.8%
60Δ65.0026.8%2.5%67.2322.2%1.4%
65Δ64.4026.2%2.1%67.8322.9%1.1%
70Δ63.7326.3%1.7%68.4122.7%0.9%
75Δ62.9127.5%1.5%68.9822.3%0.6%
80Δ61.7430.3%1.3%69.8623.1%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.74
IV
54.9%
B/E move
12.7%

25Δ

Calls
Pseudo strike
72.09
IV
42.3%
B/E move
11.1%
Puts
Pseudo strike
61.20
IV
44.7%
B/E move
9.1%

30Δ

Calls
Pseudo strike
70.02
IV
35.9%
B/E move
8.2%
Puts
Pseudo strike
62.84
IV
38.0%
B/E move
6.7%

35Δ

Calls
Pseudo strike
68.73
IV
32.3%
B/E move
6.4%
Puts
Pseudo strike
64.04
IV
32.9%
B/E move
5.0%

40Δ

Calls
Pseudo strike
67.74
IV
29.8%
B/E move
5.1%
Puts
Pseudo strike
64.92
IV
29.7%
B/E move
3.9%

45Δ

Calls
Pseudo strike
66.97
IV
28.6%
B/E move
4.3%
Puts
Pseudo strike
65.61
IV
26.3%
B/E move
3.0%

50Δ

Calls
Pseudo strike
66.29
IV
26.2%
B/E move
3.5%
Puts
Pseudo strike
66.21
IV
23.8%
B/E move
2.2%

55Δ

Calls
Pseudo strike
65.63
IV
25.8%
B/E move
2.9%
Puts
Pseudo strike
66.69
IV
22.7%
B/E move
1.8%

60Δ

Calls
Pseudo strike
65.00
IV
26.8%
B/E move
2.5%
Puts
Pseudo strike
67.23
IV
22.2%
B/E move
1.4%

65Δ

Calls
Pseudo strike
64.40
IV
26.2%
B/E move
2.1%
Puts
Pseudo strike
67.83
IV
22.9%
B/E move
1.1%

70Δ

Calls
Pseudo strike
63.73
IV
26.3%
B/E move
1.7%
Puts
Pseudo strike
68.41
IV
22.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
62.91
IV
27.5%
B/E move
1.5%
Puts
Pseudo strike
68.98
IV
22.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
61.74
IV
30.3%
B/E move
1.3%
Puts
Pseudo strike
69.86
IV
23.1%
B/E move
0.4%

Options history

No recorded observations