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iShares ESG Select Screened S&P 500 ETF XVV

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Market datapartial · fetched 2026-10-23T06:00:15.310Z

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 · unavailable

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$1.02$1.64$2.26$2.87$54.83$56.62$58.41$60.20$61.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XVV spot · $58.38XVV PRICE$0.47$0.52$0.57$0.65$0.74$0.84$1.00$1.16$1.32$1.60$1.88$2.25$2.70$0.55$0.61$0.67$0.73$0.79$0.90$1.00$1.11$1.27$1.47$1.67$2.04$2.67
PutsExpensive1.51×
CallsExpensive1.64×
SkewBullish-0.35 pp
Implied moveBalanced±$2.00
TiltBalanced0.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.6527.1%8.1%54.9028.9%6.9%
25Δ61.1921.9%5.7%56.0924.1%5.0%
30Δ60.3719.1%4.4%56.9020.9%3.7%
35Δ59.7917.3%3.5%57.4518.7%2.9%
40Δ59.3716.4%3.0%57.9516.6%2.1%
45Δ58.9615.6%2.4%58.2815.8%1.7%
50Δ58.6315.6%2.1%58.5815.1%1.4%
55Δ58.3015.6%1.8%58.8814.4%1.0%
60Δ57.9715.6%1.6%59.1914.0%0.8%
65Δ57.5816.1%1.4%59.5014.0%0.6%
70Δ57.2016.6%1.2%59.8113.9%0.4%
75Δ56.7317.3%1.0%60.2614.6%0.3%
80Δ56.1918.1%0.9%60.9416.6%0.2%

20Δ

Calls
Pseudo strike
62.65
IV
27.1%
B/E move
8.1%
Puts
Pseudo strike
54.90
IV
28.9%
B/E move
6.9%

25Δ

Calls
Pseudo strike
61.19
IV
21.9%
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
19.1%
B/E move
4.4%
Puts
Pseudo strike
56.90
IV
20.9%
B/E move
3.7%

35Δ

Calls
Pseudo strike
59.79
IV
17.3%
B/E move
3.5%
Puts
Pseudo strike
57.45
IV
18.7%
B/E move
2.9%

40Δ

Calls
Pseudo strike
59.37
IV
16.4%
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
15.6%
B/E move
2.4%
Puts
Pseudo strike
58.28
IV
15.8%
B/E move
1.7%

50Δ

Calls
Pseudo strike
58.63
IV
15.6%
B/E move
2.1%
Puts
Pseudo strike
58.58
IV
15.1%
B/E move
1.4%

55Δ

Calls
Pseudo strike
58.30
IV
15.6%
B/E move
1.8%
Puts
Pseudo strike
58.88
IV
14.4%
B/E move
1.0%

60Δ

Calls
Pseudo strike
57.97
IV
15.6%
B/E move
1.6%
Puts
Pseudo strike
59.19
IV
14.0%
B/E move
0.8%

65Δ

Calls
Pseudo strike
57.58
IV
16.1%
B/E move
1.4%
Puts
Pseudo strike
59.50
IV
14.0%
B/E move
0.6%

70Δ

Calls
Pseudo strike
57.20
IV
16.6%
B/E move
1.2%
Puts
Pseudo strike
59.81
IV
13.9%
B/E move
0.4%

75Δ

Calls
Pseudo strike
56.73
IV
17.3%
B/E move
1.0%
Puts
Pseudo strike
60.26
IV
14.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
56.19
IV
18.1%
B/E move
0.9%
Puts
Pseudo strike
60.94
IV
16.6%
B/E move
0.2%

Options history

No recorded observations