IntraAlpha
Create free account Start free

iShares MSCI USA Equal Weighted ETF EUSA

i

Market dataready · fetched 2026-11-05T15:41:23.559Z

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 · 2026-11-05T15:40:19.821601218Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T15:41:22.577620+00:00

Share price$115.50
1D-1.7%
$115.34$115.92$116.50$117.08$117.665:30 AM6:30 AM9:00 AM1:00 PMEUSA
Sold putSold call

iShares MSCI USA Equal Weighted ETF options

Live interpolated EUSA call and put midpoint premiums by absolute delta.iShares MSCI USA Equal Weighted ETF$0.21$2.33$4.44$6.55$8.67$111.62$113.55$115.49$117.42$119.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EUSA spot · $115.50EUSA PRICE$0.44$0.54$0.76$1.03$1.32$1.78$2.15$2.27$3.91$4.64$5.94$8.06$0.44$0.64$0.93$1.23$1.07$1.10$2.41$2.56$2.72
Puts——
Calls——
Skew——
Implied moveBullish±$3.25
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ119.3517.2%3.7%112.3916.9%3.1%
25Δ118.3415.8%2.9%113.2016.8%2.5%
30Δ117.7516.5%2.6%113.5619.1%2.5%
35Δ117.3718.3%2.5%113.9121.4%2.4%
40Δ116.9820.1%2.4%
45Δ116.4222.5%2.3%115.2813.5%1.1%
50Δ115.8423.8%2.2%115.6511.8%0.8%
55Δ115.1921.5%1.7%
60Δ
65Δ113.3627.8%1.5%117.1916.2%0.6%
70Δ112.3728.9%1.3%117.5615.0%0.4%
75Δ110.9132.4%1.2%117.9213.8%0.3%
80Δ108.6638.4%1.1%

20Δ

Calls
Pseudo strike
119.35
IV
17.2%
B/E move
3.7%
Puts
Pseudo strike
112.39
IV
16.9%
B/E move
3.1%

25Δ

Calls
Pseudo strike
118.34
IV
15.8%
B/E move
2.9%
Puts
Pseudo strike
113.20
IV
16.8%
B/E move
2.5%

30Δ

Calls
Pseudo strike
117.75
IV
16.5%
B/E move
2.6%
Puts
Pseudo strike
113.56
IV
19.1%
B/E move
2.5%

35Δ

Calls
Pseudo strike
117.37
IV
18.3%
B/E move
2.5%
Puts
Pseudo strike
113.91
IV
21.4%
B/E move
2.4%

40Δ

Calls
Pseudo strike
116.98
IV
20.1%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
116.42
IV
22.5%
B/E move
2.3%
Puts
Pseudo strike
115.28
IV
13.5%
B/E move
1.1%

50Δ

Calls
Pseudo strike
115.84
IV
23.8%
B/E move
2.2%
Puts
Pseudo strike
115.65
IV
11.8%
B/E move
0.8%

55Δ

Calls
Pseudo strike
115.19
IV
21.5%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

60Δ

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

65Δ

Calls
Pseudo strike
113.36
IV
27.8%
B/E move
1.5%
Puts
Pseudo strike
117.19
IV
16.2%
B/E move
0.6%

70Δ

Calls
Pseudo strike
112.37
IV
28.9%
B/E move
1.3%
Puts
Pseudo strike
117.56
IV
15.0%
B/E move
0.4%

75Δ

Calls
Pseudo strike
110.91
IV
32.4%
B/E move
1.2%
Puts
Pseudo strike
117.92
IV
13.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
108.66
IV
38.4%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend14.73%
Daily close
EUSA12.2%16.7%21.2%2026-08-07: 13.54%2026-08-10: 13.32%2026-08-11: 13.35%2026-08-12: 13.11%2026-08-13: 13.83%2026-08-14: 13.92%2026-08-17: 15.26%2026-08-18: 16.03%2026-08-19: 17.04%2026-08-20: 18.35%2026-08-21: 13.68%2026-08-24: 14.27%2026-08-25: 13.52%2026-08-26: 12.80%2026-08-27: 13.13%2026-08-28: 13.40%2026-08-31: 14.57%2026-09-01: 13.47%2026-09-02: 12.94%2026-09-03: 12.93%2026-09-04: 13.34%2026-09-08: 14.10%2026-09-09: 15.64%2026-09-10: 14.46%2026-09-11: 15.16%2026-09-14: 16.99%2026-09-15: 17.21%2026-09-16: 17.22%2026-09-17: 20.60%2026-09-18: 13.49%2026-09-21: 12.86%2026-09-22: 13.52%2026-09-23: 13.91%2026-09-24: 13.21%2026-09-25: 13.40%2026-09-28: 14.86%2026-09-29: 15.23%2026-09-30: 14.54%2026-10-01: 14.14%2026-10-02: 14.37%2026-10-05: 14.57%2026-10-06: 14.70%2026-10-07: 14.85%2026-10-08: 14.32%2026-10-09: 14.65%2026-10-12: 16.42%2026-10-13: 15.62%2026-10-14: 18.30%2026-10-15: 20.27%2026-10-16: 14.09%2026-10-19: 13.86%2026-10-20: 13.33%2026-10-21: 12.86%2026-10-22: 13.79%2026-10-23: 14.63%2026-10-26: 14.08%2026-10-27: 13.93%2026-10-28: 13.41%2026-10-29: 13.04%2026-10-30: 14.73%Aug 7Sep 18Oct 30
60 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
13.54%
13.32%
13.35%
13.11%
13.83%
13.92%
15.26%
16.03%
17.04%
18.35%
13.68%
14.27%
13.52%
12.80%
13.13%
13.40%
14.57%
13.47%
12.94%
12.93%
13.34%
14.10%
15.64%
14.46%
15.16%
16.99%
17.21%
17.22%
20.60%
13.49%
12.86%
13.52%
13.91%
13.21%
13.40%
14.86%
15.23%
14.54%
14.14%
14.37%
14.57%
14.70%
14.85%
14.32%
14.65%
16.42%
15.62%
18.30%
20.27%
14.09%
13.86%
13.33%
12.86%
13.79%
14.63%
14.08%
13.93%
13.41%
13.04%
14.73%