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iShares ESG Select Screened S&P 500 ETF XVV

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Market dataready · fetched 2026-10-24T20:21:22.864Z

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 · 2026-10-24T00:00:08.532575508Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T20:21:22.982251+00:00

Share price$57.98
1D-0.2%
AH$57.95$58.04$58.13$58.23$58.325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXVV
Sold putSold callAH

iShares ESG Select Screened S&P 500 ETF options

Live interpolated XVV call and put midpoint premiums by absolute delta.iShares ESG Select Screened S&P 500 ETF$0.39$1.20$2.00$2.81$3.62$54.63$56.42$58.21$60.01$61.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XVV spot · $57.98XVV PRICE$0.47$0.52$0.58$0.66$0.75$0.88$1.02$1.21$1.50$1.80$2.20$2.63$3.39$0.58$0.63$0.69$0.75$0.80$0.84$0.92$1.02$1.12$1.21$1.36$1.54$1.71
PutsExpensive1.43×
CallsExpensive1.83×
SkewBullish-2.96 pp
Implied moveBullish±$1.94
TiltBullish14.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.2228.0%8.1%54.2731.8%7.4%
25Δ60.7922.7%5.7%55.5826.0%5.2%
30Δ59.9520.0%4.4%56.4022.5%3.9%
35Δ59.4218.4%3.6%57.0519.8%2.9%
40Δ58.9317.1%2.9%57.4717.6%2.3%
45Δ58.5816.8%2.6%57.8915.4%1.6%
50Δ58.2316.5%2.2%58.1814.3%1.2%
55Δ57.8616.7%1.9%58.4313.6%1.0%
60Δ57.4617.8%1.7%58.6712.8%0.7%
65Δ57.0718.9%1.5%58.9112.1%0.5%
70Δ56.5620.0%1.3%59.1611.6%0.3%
75Δ56.0221.2%1.2%59.4111.2%0.2%
80Δ55.1823.6%1.0%59.6610.7%0.1%

20Δ

Calls
Pseudo strike
62.22
IV
28.0%
B/E move
8.1%
Puts
Pseudo strike
54.27
IV
31.8%
B/E move
7.4%

25Δ

Calls
Pseudo strike
60.79
IV
22.7%
B/E move
5.7%
Puts
Pseudo strike
55.58
IV
26.0%
B/E move
5.2%

30Δ

Calls
Pseudo strike
59.95
IV
20.0%
B/E move
4.4%
Puts
Pseudo strike
56.40
IV
22.5%
B/E move
3.9%

35Δ

Calls
Pseudo strike
59.42
IV
18.4%
B/E move
3.6%
Puts
Pseudo strike
57.05
IV
19.8%
B/E move
2.9%

40Δ

Calls
Pseudo strike
58.93
IV
17.1%
B/E move
2.9%
Puts
Pseudo strike
57.47
IV
17.6%
B/E move
2.3%

45Δ

Calls
Pseudo strike
58.58
IV
16.8%
B/E move
2.6%
Puts
Pseudo strike
57.89
IV
15.4%
B/E move
1.6%

50Δ

Calls
Pseudo strike
58.23
IV
16.5%
B/E move
2.2%
Puts
Pseudo strike
58.18
IV
14.3%
B/E move
1.2%

55Δ

Calls
Pseudo strike
57.86
IV
16.7%
B/E move
1.9%
Puts
Pseudo strike
58.43
IV
13.6%
B/E move
1.0%

60Δ

Calls
Pseudo strike
57.46
IV
17.8%
B/E move
1.7%
Puts
Pseudo strike
58.67
IV
12.8%
B/E move
0.7%

65Δ

Calls
Pseudo strike
57.07
IV
18.9%
B/E move
1.5%
Puts
Pseudo strike
58.91
IV
12.1%
B/E move
0.5%

70Δ

Calls
Pseudo strike
56.56
IV
20.0%
B/E move
1.3%
Puts
Pseudo strike
59.16
IV
11.6%
B/E move
0.3%

75Δ

Calls
Pseudo strike
56.02
IV
21.2%
B/E move
1.2%
Puts
Pseudo strike
59.41
IV
11.2%
B/E move
0.2%

80Δ

Calls
Pseudo strike
55.18
IV
23.6%
B/E move
1.0%
Puts
Pseudo strike
59.66
IV
10.7%
B/E move
0.1%

Options history

No recorded observations