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iShares ESG Select Screened S&P 500 ETF XVV

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Market dataready · fetched 2026-10-23T02:22:20.553Z

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 · 2026-10-23T00:00:08.521366873Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T02:22:19.862134+00:00

Share price$58.38
1D-0.0%
AH$58.22$58.33$58.44$58.55$58.665:30 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$0.41$1.03$1.64$2.26$2.88$54.84$56.62$58.40$60.18$61.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XVV spot · $58.38XVV PRICE$0.47$0.52$0.57$0.65$0.74$0.84$1.00$1.15$1.32$1.60$1.87$2.23$2.68$0.55$0.61$0.67$0.73$0.79$0.90$1.00$1.11$1.28$1.48$1.68$2.07$2.70
PutsExpensive1.49×
CallsExpensive1.59×
SkewBullish-0.25 pp
Implied moveBalanced±$2.00
TiltBalanced0.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.6527.0%8.1%54.9028.8%6.9%
25Δ61.1921.8%5.7%56.0924.1%5.0%
30Δ60.3719.0%4.4%56.9020.8%3.7%
35Δ59.7917.2%3.5%57.4518.6%2.8%
40Δ59.3716.3%3.0%57.9516.6%2.1%
45Δ58.9615.5%2.4%58.2815.7%1.7%
50Δ58.6415.4%2.1%58.5914.9%1.4%
55Δ58.3115.3%1.9%58.8914.2%1.0%
60Δ57.9815.3%1.6%59.2013.8%0.8%
65Δ57.5915.8%1.4%59.5113.8%0.6%
70Δ57.2116.3%1.2%59.8213.7%0.4%
75Δ56.7516.9%1.0%60.2914.5%0.3%
80Δ56.2117.6%0.9%60.9716.5%0.2%

20Δ

Calls
Pseudo strike
62.65
IV
27.0%
B/E move
8.1%
Puts
Pseudo strike
54.90
IV
28.8%
B/E move
6.9%

25Δ

Calls
Pseudo strike
61.19
IV
21.8%
B/E move
5.7%
Puts
Pseudo strike
56.09
IV
24.1%
B/E move
5.0%

30Δ

Calls
Pseudo strike
60.37
IV
19.0%
B/E move
4.4%
Puts
Pseudo strike
56.90
IV
20.8%
B/E move
3.7%

35Δ

Calls
Pseudo strike
59.79
IV
17.2%
B/E move
3.5%
Puts
Pseudo strike
57.45
IV
18.6%
B/E move
2.8%

40Δ

Calls
Pseudo strike
59.37
IV
16.3%
B/E move
3.0%
Puts
Pseudo strike
57.95
IV
16.6%
B/E move
2.1%

45Δ

Calls
Pseudo strike
58.96
IV
15.5%
B/E move
2.4%
Puts
Pseudo strike
58.28
IV
15.7%
B/E move
1.7%

50Δ

Calls
Pseudo strike
58.64
IV
15.4%
B/E move
2.1%
Puts
Pseudo strike
58.59
IV
14.9%
B/E move
1.4%

55Δ

Calls
Pseudo strike
58.31
IV
15.3%
B/E move
1.9%
Puts
Pseudo strike
58.89
IV
14.2%
B/E move
1.0%

60Δ

Calls
Pseudo strike
57.98
IV
15.3%
B/E move
1.6%
Puts
Pseudo strike
59.20
IV
13.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
57.59
IV
15.8%
B/E move
1.4%
Puts
Pseudo strike
59.51
IV
13.8%
B/E move
0.6%

70Δ

Calls
Pseudo strike
57.21
IV
16.3%
B/E move
1.2%
Puts
Pseudo strike
59.82
IV
13.7%
B/E move
0.4%

75Δ

Calls
Pseudo strike
56.75
IV
16.9%
B/E move
1.0%
Puts
Pseudo strike
60.29
IV
14.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
56.21
IV
17.6%
B/E move
0.9%
Puts
Pseudo strike
60.97
IV
16.5%
B/E move
0.2%

Options history

No recorded observations