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iShares Trust iShares ESG Aware MSCI USA ETF ESGU

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Market dataready · fetched 2026-11-03T22:17:40.046Z

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 · 2026-11-03T21:00:02.767123408Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T22:17:36.992941+00:00

Share price$164.92
1D+0.2%
AH$164.57$164.81$165.06$165.30$165.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMESGU
Sold putSold callAH

iShares Trust iShares ESG Aware MSCI USA ETF options

Live interpolated ESGU call and put midpoint premiums by absolute delta.iShares Trust iShares ESG Aware MSCI USA ETF$0.73$1.95$3.18$4.40$5.63$158.80$161.73$164.65$167.57$170.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ESGU spot · $164.92ESGU PRICE$0.86$1.09$1.35$1.67$2.10$2.40$2.98$3.71$1.94$2.22$2.52$2.87$3.20$3.64$4.07$4.43$5.27
Puts——
Calls——
Skew——
Implied moveBearish±$4.93
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ169.3116.3%3.2%
30Δ168.4416.3%2.8%
35Δ167.5716.3%2.4%
40Δ166.8416.7%2.2%163.6618.7%1.9%
45Δ166.1317.7%2.0%164.5318.0%1.6%
50Δ165.3517.3%1.7%165.3317.3%1.3%
55Δ164.5018.3%1.5%166.0916.9%1.0%
60Δ163.5719.9%1.4%166.8016.3%0.8%
65Δ167.5416.0%0.6%
70Δ168.2415.6%0.4%
75Δ168.8814.7%0.3%
80Δ169.9115.1%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
169.31
IV
16.3%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
168.44
IV
16.3%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
167.57
IV
16.3%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
166.84
IV
16.7%
B/E move
2.2%
Puts
Pseudo strike
163.66
IV
18.7%
B/E move
1.9%

45Δ

Calls
Pseudo strike
166.13
IV
17.7%
B/E move
2.0%
Puts
Pseudo strike
164.53
IV
18.0%
B/E move
1.6%

50Δ

Calls
Pseudo strike
165.35
IV
17.3%
B/E move
1.7%
Puts
Pseudo strike
165.33
IV
17.3%
B/E move
1.3%

55Δ

Calls
Pseudo strike
164.50
IV
18.3%
B/E move
1.5%
Puts
Pseudo strike
166.09
IV
16.9%
B/E move
1.0%

60Δ

Calls
Pseudo strike
163.57
IV
19.9%
B/E move
1.4%
Puts
Pseudo strike
166.80
IV
16.3%
B/E move
0.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
167.54
IV
16.0%
B/E move
0.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
168.24
IV
15.6%
B/E move
0.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
168.88
IV
14.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
169.91
IV
15.1%
B/E move
0.2%

Options history

IV · four-Friday blend15.30%
Daily close
ESGU11.8%14.4%17.0%2026-08-05: 14.14%2026-08-06: 14.17%2026-08-11: 16.66%2026-08-12: 12.20%2026-08-13: 13.18%2026-08-17: 14.10%2026-08-24: 14.10%2026-08-25: 14.18%2026-08-26: 13.79%2026-08-27: 13.12%2026-08-28: 13.34%2026-08-31: 13.52%2026-09-01: 13.89%2026-09-02: 13.50%2026-09-03: 13.00%2026-09-04: 12.89%2026-09-08: 13.70%2026-09-09: 14.17%2026-09-10: 15.10%2026-09-11: 14.15%2026-09-14: 14.99%2026-09-15: 15.64%2026-09-16: 16.28%2026-09-23: 13.47%2026-09-24: 12.55%2026-09-25: 12.15%2026-09-28: 13.84%2026-09-29: 14.05%2026-09-30: 13.97%2026-10-01: 14.09%2026-10-02: 13.72%2026-10-07: 13.38%2026-10-09: 13.47%2026-10-13: 14.56%2026-10-16: 14.25%2026-10-19: 13.90%2026-10-20: 13.42%2026-10-21: 13.32%2026-10-22: 14.37%2026-10-23: 14.79%2026-10-26: 14.39%2026-10-27: 13.78%2026-10-28: 13.58%2026-10-29: 13.45%2026-10-30: 15.30%Aug 5Sep 16Oct 30
45 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
14.14%
14.17%
16.66%
12.20%
13.18%
14.10%
14.10%
14.18%
13.79%
13.12%
13.34%
13.52%
13.89%
13.50%
13.00%
12.89%
13.70%
14.17%
15.10%
14.15%
14.99%
15.64%
16.28%
13.47%
12.55%
12.15%
13.84%
14.05%
13.97%
14.09%
13.72%
13.38%
13.47%
14.56%
14.25%
13.90%
13.42%
13.32%
14.37%
14.79%
14.39%
13.78%
13.58%
13.45%
15.30%