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iShares MSCI ACWI ETF ACWI

i

Market dataready · fetched 2026-11-03T19:45:11.692Z

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 · 2026-11-03T19:45:09.290887761Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T19:45:10.682712+00:00

Share price$156.01
1D+0.1%
$155.72$155.93$156.15$156.36$156.575:30 AM6:30 AM9:00 AM1:00 PMACWI
Sold putSold call

iShares MSCI ACWI ETF options

Live interpolated ACWI call and put midpoint premiums by absolute delta.iShares MSCI ACWI ETF$0.40$2.10$3.79$5.49$7.18$148.37$152.23$156.09$159.95$163.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ACWI spot · $156.01ACWI PRICE$0.59$0.85$1.10$1.42$1.85$1.93$2.34$2.87$3.42$3.89$4.75$5.68$6.69$0.88$1.05$1.36$1.49$1.80$2.08$2.46$2.87$3.04$3.56$4.20$4.81$5.50
PutsExpensive1.18×
CallsExpensive1.59×
SkewBullish-0.48 pp
Implied moveBearish±$4.80
TiltBullish3.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ160.9215.7%3.5%150.1422.7%4.3%
25Δ160.3316.9%3.3%151.8620.4%3.3%
30Δ159.5817.5%3.0%152.8320.7%2.9%
35Δ158.7518.0%2.7%154.0418.4%2.2%
40Δ158.1119.7%2.5%154.8618.3%1.9%
45Δ157.1617.3%2.0%155.6517.7%1.6%
50Δ156.3917.7%1.7%156.4217.8%1.3%
55Δ155.6118.7%1.6%157.1517.9%1.1%
60Δ154.7819.4%1.4%157.7716.4%0.8%
65Δ153.9519.1%1.2%158.5716.5%0.6%
70Δ152.8720.4%1.0%159.4316.9%0.5%
75Δ151.7021.2%0.9%160.2816.8%0.3%
80Δ150.4221.6%0.7%161.1916.6%0.2%

20Δ

Calls
Pseudo strike
160.92
IV
15.7%
B/E move
3.5%
Puts
Pseudo strike
150.14
IV
22.7%
B/E move
4.3%

25Δ

Calls
Pseudo strike
160.33
IV
16.9%
B/E move
3.3%
Puts
Pseudo strike
151.86
IV
20.4%
B/E move
3.3%

30Δ

Calls
Pseudo strike
159.58
IV
17.5%
B/E move
3.0%
Puts
Pseudo strike
152.83
IV
20.7%
B/E move
2.9%

35Δ

Calls
Pseudo strike
158.75
IV
18.0%
B/E move
2.7%
Puts
Pseudo strike
154.04
IV
18.4%
B/E move
2.2%

40Δ

Calls
Pseudo strike
158.11
IV
19.7%
B/E move
2.5%
Puts
Pseudo strike
154.86
IV
18.3%
B/E move
1.9%

45Δ

Calls
Pseudo strike
157.16
IV
17.3%
B/E move
2.0%
Puts
Pseudo strike
155.65
IV
17.7%
B/E move
1.6%

50Δ

Calls
Pseudo strike
156.39
IV
17.7%
B/E move
1.7%
Puts
Pseudo strike
156.42
IV
17.8%
B/E move
1.3%

55Δ

Calls
Pseudo strike
155.61
IV
18.7%
B/E move
1.6%
Puts
Pseudo strike
157.15
IV
17.9%
B/E move
1.1%

60Δ

Calls
Pseudo strike
154.78
IV
19.4%
B/E move
1.4%
Puts
Pseudo strike
157.77
IV
16.4%
B/E move
0.8%

65Δ

Calls
Pseudo strike
153.95
IV
19.1%
B/E move
1.2%
Puts
Pseudo strike
158.57
IV
16.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
152.87
IV
20.4%
B/E move
1.0%
Puts
Pseudo strike
159.43
IV
16.9%
B/E move
0.5%

75Δ

Calls
Pseudo strike
151.70
IV
21.2%
B/E move
0.9%
Puts
Pseudo strike
160.28
IV
16.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
150.42
IV
21.6%
B/E move
0.7%
Puts
Pseudo strike
161.19
IV
16.6%
B/E move
0.2%

Options history

IV · four-Friday blend16.05%
Daily close
ACWI12.2%15.5%18.7%2026-08-05: 14.44%2026-08-06: 14.69%2026-08-07: 13.22%2026-08-10: 14.40%2026-08-11: 14.77%2026-08-12: 14.08%2026-08-13: 14.25%2026-08-14: 12.68%2026-08-17: 14.62%2026-08-18: 14.30%2026-08-19: 14.36%2026-08-20: 14.93%2026-08-21: 14.35%2026-08-24: 14.83%2026-08-25: 14.01%2026-08-26: 14.66%2026-08-27: 13.92%2026-08-28: 13.80%2026-08-31: 13.95%2026-09-01: 14.48%2026-09-02: 14.12%2026-09-03: 13.56%2026-09-04: 13.25%2026-09-08: 15.00%2026-09-09: 14.71%2026-09-10: 15.27%2026-09-11: 14.86%2026-09-14: 15.70%2026-09-15: 16.51%2026-09-16: 18.01%2026-09-17: 18.25%2026-09-18: 14.59%2026-09-21: 14.20%2026-09-22: 13.87%2026-09-23: 13.80%2026-09-24: 13.92%2026-09-25: 13.95%2026-09-28: 14.15%2026-09-29: 14.10%2026-09-30: 14.21%2026-10-01: 14.62%2026-10-02: 13.50%2026-10-08: 13.62%2026-10-14: 15.55%2026-10-15: 16.82%2026-10-16: 15.33%2026-10-19: 15.18%2026-10-20: 14.59%2026-10-21: 14.59%2026-10-22: 14.94%2026-10-23: 15.39%2026-10-26: 15.73%2026-10-27: 14.57%2026-10-28: 15.31%2026-10-29: 15.12%2026-10-30: 16.05%Aug 5Sep 14Oct 30
56 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
14.44%
14.69%
13.22%
14.40%
14.77%
14.08%
14.25%
12.68%
14.62%
14.30%
14.36%
14.93%
14.35%
14.83%
14.01%
14.66%
13.92%
13.80%
13.95%
14.48%
14.12%
13.56%
13.25%
15.00%
14.71%
15.27%
14.86%
15.70%
16.51%
18.01%
18.25%
14.59%
14.20%
13.87%
13.80%
13.92%
13.95%
14.15%
14.10%
14.21%
14.62%
13.50%
13.62%
15.55%
16.82%
15.33%
15.18%
14.59%
14.59%
14.94%
15.39%
15.73%
14.57%
15.31%
15.12%
16.05%