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iShares Core S&P U.S. Growth ETF IUSG

i

Market datapartial · fetched 2026-11-05T18:16:04.470Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T18:15:54.912792885Z

FundamentalsAlpha Vantage · unavailable

Share price$176.61
1D-4.9%
$175$178$181$184$1875:30 AM6:30 AM9:00 AM1:00 PMIUSG
Sold putSold call

iShares Core S&P U.S. Growth ETF options

Live interpolated IUSG call and put midpoint premiums by absolute delta.iShares Core S&P U.S. Growth ETF$0.00$0.27$0.54$0.81$1.08$-0.18$0.16$0.50$0.84$1.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEIUSG PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend23.66%
Daily close
IUSG17.8%21.0%24.1%2026-08-07: 21.47%2026-08-10: 21.63%2026-08-11: 20.65%2026-08-12: 19.90%2026-08-13: 19.75%2026-08-14: 18.88%2026-08-17: 19.71%2026-08-18: 20.85%2026-08-19: 20.84%2026-08-20: 22.13%2026-08-21: 20.68%2026-08-24: 20.99%2026-08-25: 20.32%2026-08-26: 20.26%2026-08-27: 19.50%2026-08-28: 18.89%2026-08-31: 19.19%2026-09-01: 19.45%2026-09-02: 19.20%2026-09-03: 18.48%2026-09-04: 18.34%2026-09-08: 19.54%2026-09-09: 20.27%2026-09-10: 20.85%2026-09-11: 19.26%2026-09-14: 20.82%2026-09-15: 21.33%2026-09-17: 20.43%2026-09-18: 18.61%2026-09-21: 19.01%2026-09-22: 18.80%2026-09-23: 19.16%2026-09-24: 19.37%2026-09-25: 18.94%2026-09-28: 19.68%2026-09-29: 18.96%2026-09-30: 19.68%2026-10-01: 19.81%2026-10-02: 19.01%2026-10-05: 18.99%2026-10-06: 18.87%2026-10-07: 18.58%2026-10-08: 18.87%2026-10-09: 18.24%2026-10-12: 18.53%2026-10-13: 18.92%2026-10-14: 20.29%2026-10-15: 21.34%2026-10-16: 21.52%2026-10-19: 20.36%2026-10-20: 21.23%2026-10-21: 20.58%2026-10-22: 22.18%2026-10-23: 23.02%2026-10-26: 22.14%2026-10-27: 21.39%2026-10-28: 21.02%2026-10-29: 21.23%2026-10-30: 23.66%Aug 7Sep 21Oct 30
59 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
21.47%
21.63%
20.65%
19.90%
19.75%
18.88%
19.71%
20.85%
20.84%
22.13%
20.68%
20.99%
20.32%
20.26%
19.50%
18.89%
19.19%
19.45%
19.20%
18.48%
18.34%
19.54%
20.27%
20.85%
19.26%
20.82%
21.33%
20.43%
18.61%
19.01%
18.80%
19.16%
19.37%
18.94%
19.68%
18.96%
19.68%
19.81%
19.01%
18.99%
18.87%
18.58%
18.87%
18.24%
18.53%
18.92%
20.29%
21.34%
21.52%
20.36%
21.23%
20.58%
22.18%
23.02%
22.14%
21.39%
21.02%
21.23%
23.66%