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iShares MSCI USA Value Factor ETF VLUE

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Market datapartial · fetched 2026-10-22T22:07:43.142Z

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 · 2026-10-22T20:10:07.738624318Z

FundamentalsAlpha Vantage · unavailable

Share price$193.80
1D+0.2%
AH$192.52$193.23$193.94$194.65$195.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVLUE
Sold putSold callAH

iShares MSCI USA Value Factor ETF options

Live interpolated VLUE call and put midpoint premiums by absolute delta.iShares MSCI USA Value Factor ETF$1.36$5.66$9.96$14.26$18.56$175.45$183.93$192.42$200.90$209.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VLUE spot · $193.80VLUE PRICE$2.35$2.45$1.82$2.54$2.94$3.30$3.81$5.36$5.28$6.17$7.90$9.94$11.79$2.45$2.45$2.94$3.46$4.05$4.77$5.74$6.87$8.04$9.74$11.33$13.21$17.32
PutsExpensive1.44×
CallsExpensive1.23×
SkewBearish+5.08 pp
Implied moveBearish±$9.55
TiltBearish16.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ215.6740.7%12.5%178.5338.4%9.1%
25Δ207.5431.7%8.4%184.6629.0%6.0%
30Δ199.9718.0%4.1%187.1727.2%4.9%
35Δ199.0720.3%4.0%189.4725.8%4.0%
40Δ197.4419.5%3.4%191.4425.0%3.3%
45Δ195.9418.4%2.8%193.1824.7%2.8%
50Δ194.6618.0%2.4%194.9025.2%2.4%
55Δ193.2421.9%2.5%196.7125.8%2.0%
60Δ192.1418.7%1.9%198.5726.0%1.7%
65Δ190.7218.9%1.6%200.8226.9%1.4%
70Δ188.6820.7%1.4%203.0327.0%1.1%
75Δ186.3422.8%1.3%205.5027.5%0.8%
80Δ184.1123.6%1.1%209.9630.9%0.6%

20Δ

Calls
Pseudo strike
215.67
IV
40.7%
B/E move
12.5%
Puts
Pseudo strike
178.53
IV
38.4%
B/E move
9.1%

25Δ

Calls
Pseudo strike
207.54
IV
31.7%
B/E move
8.4%
Puts
Pseudo strike
184.66
IV
29.0%
B/E move
6.0%

30Δ

Calls
Pseudo strike
199.97
IV
18.0%
B/E move
4.1%
Puts
Pseudo strike
187.17
IV
27.2%
B/E move
4.9%

35Δ

Calls
Pseudo strike
199.07
IV
20.3%
B/E move
4.0%
Puts
Pseudo strike
189.47
IV
25.8%
B/E move
4.0%

40Δ

Calls
Pseudo strike
197.44
IV
19.5%
B/E move
3.4%
Puts
Pseudo strike
191.44
IV
25.0%
B/E move
3.3%

45Δ

Calls
Pseudo strike
195.94
IV
18.4%
B/E move
2.8%
Puts
Pseudo strike
193.18
IV
24.7%
B/E move
2.8%

50Δ

Calls
Pseudo strike
194.66
IV
18.0%
B/E move
2.4%
Puts
Pseudo strike
194.90
IV
25.2%
B/E move
2.4%

55Δ

Calls
Pseudo strike
193.24
IV
21.9%
B/E move
2.5%
Puts
Pseudo strike
196.71
IV
25.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
192.14
IV
18.7%
B/E move
1.9%
Puts
Pseudo strike
198.57
IV
26.0%
B/E move
1.7%

65Δ

Calls
Pseudo strike
190.72
IV
18.9%
B/E move
1.6%
Puts
Pseudo strike
200.82
IV
26.9%
B/E move
1.4%

70Δ

Calls
Pseudo strike
188.68
IV
20.7%
B/E move
1.4%
Puts
Pseudo strike
203.03
IV
27.0%
B/E move
1.1%

75Δ

Calls
Pseudo strike
186.34
IV
22.8%
B/E move
1.3%
Puts
Pseudo strike
205.50
IV
27.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
184.11
IV
23.6%
B/E move
1.1%
Puts
Pseudo strike
209.96
IV
30.9%
B/E move
0.6%

Options history

No recorded observations