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iShares Trust iShares ESG Advanced MSCI USA ETF USXF

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Market datapartial · fetched 2026-11-12T16:05:44.164Z

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 · 2026-11-12T16:02:14.928624979Z

FundamentalsAlpha Vantage · unavailable

Share price$64.82
1D+1.2%
$63.86$64.12$64.38$64.63$64.895:30 AM6:30 AM9:00 AM1:00 PMUSXF
Sold putSold call

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$1.13$2.04$2.94$3.85$4.76$58.73$61.41$64.10$66.78$69.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive USXF spot · $64.82USXF PRICE$1.23$1.23$1.23$1.28$1.35$1.43$1.54$1.65$1.25$1.26$1.30$1.38$1.46$1.55$1.65$1.80$1.95$2.19$2.48$3.05$4.50
PutsExpensive1.25×
Calls——
Skew——
Implied moveBearish±$3.08
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.43106.7%13.3%
25Δ71.7690.4%12.6%60.1881.7%9.1%
30Δ68.9469.9%8.2%61.8766.7%6.6%
35Δ67.2956.2%5.7%63.0057.3%4.9%
40Δ66.2948.3%4.2%63.8250.5%3.8%
45Δ65.5942.9%3.3%64.4445.5%3.0%
50Δ64.9938.1%2.5%65.0141.0%2.3%
55Δ64.5935.4%2.0%65.4338.5%1.8%
60Δ64.1932.7%1.6%65.8635.9%1.4%
65Δ66.2934.8%1.1%
70Δ66.7434.4%0.9%
75Δ67.4236.6%0.7%
80Δ68.9046.3%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.43
IV
106.7%
B/E move
13.3%

25Δ

Calls
Pseudo strike
71.76
IV
90.4%
B/E move
12.6%
Puts
Pseudo strike
60.18
IV
81.7%
B/E move
9.1%

30Δ

Calls
Pseudo strike
68.94
IV
69.9%
B/E move
8.2%
Puts
Pseudo strike
61.87
IV
66.7%
B/E move
6.6%

35Δ

Calls
Pseudo strike
67.29
IV
56.2%
B/E move
5.7%
Puts
Pseudo strike
63.00
IV
57.3%
B/E move
4.9%

40Δ

Calls
Pseudo strike
66.29
IV
48.3%
B/E move
4.2%
Puts
Pseudo strike
63.82
IV
50.5%
B/E move
3.8%

45Δ

Calls
Pseudo strike
65.59
IV
42.9%
B/E move
3.3%
Puts
Pseudo strike
64.44
IV
45.5%
B/E move
3.0%

50Δ

Calls
Pseudo strike
64.99
IV
38.1%
B/E move
2.5%
Puts
Pseudo strike
65.01
IV
41.0%
B/E move
2.3%

55Δ

Calls
Pseudo strike
64.59
IV
35.4%
B/E move
2.0%
Puts
Pseudo strike
65.43
IV
38.5%
B/E move
1.8%

60Δ

Calls
Pseudo strike
64.19
IV
32.7%
B/E move
1.6%
Puts
Pseudo strike
65.86
IV
35.9%
B/E move
1.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.29
IV
34.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.74
IV
34.4%
B/E move
0.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
67.42
IV
36.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.90
IV
46.3%
B/E move
0.6%

Options history

IV · four-Friday blend24.32%
Daily EOD
USXF22.1%23.3%24.5%2026-10-19: 22.42%2026-10-20: 22.58%2026-10-21: 22.29%2026-10-22: 23.31%2026-10-23: 24.09%2026-10-26: 23.31%2026-10-27: 22.97%2026-10-28: 23.08%2026-10-29: 22.29%2026-10-30: 24.32%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
22.42%
22.58%
22.29%
23.31%
24.09%
23.31%
22.97%
23.08%
22.29%
24.32%