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iShares MSCI Intl Value Factor ETF IVLU

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Market dataready · fetched 2026-11-04T07:31:01.993Z

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 · 2026-11-04T01:00:00.119327202Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T07:31:01.376501+00:00

Share price$42.04
1D-0.4%
AH$41.96$42.07$42.17$42.27$42.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIVLU
Sold putSold callAH

iShares MSCI Intl Value Factor ETF options

Live interpolated IVLU call and put midpoint premiums by absolute delta.iShares MSCI Intl Value Factor ETF$0.53$0.98$1.43$1.88$2.33$40.52$41.71$42.90$44.10$45.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IVLU spot · $42.04IVLU PRICE$0.57$0.57$0.60$0.65$0.70$0.78$0.85$0.96$1.14$1.32$1.50$1.84$2.20$0.58$0.62$0.65$0.69$0.74$0.78$0.82$0.86$0.90$0.94$0.97$1.01
Puts——
CallsExpensive2.79×
Skew——
Implied moveBalanced±$1.67
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.4361.2%14.2%38.3855.5%10.1%
25Δ45.1845.3%8.8%39.6844.4%7.1%
30Δ44.0236.6%6.1%40.5037.1%5.2%
35Δ43.4032.1%4.8%41.1131.7%3.9%
40Δ42.8828.5%3.7%41.4928.5%3.1%
45Δ42.5526.6%3.1%41.8725.2%2.3%
50Δ42.2224.7%2.5%42.1122.9%1.8%
55Δ41.9123.6%2.0%42.2821.0%1.5%
60Δ41.6223.9%1.7%42.4419.2%1.2%
65Δ41.3324.3%1.4%42.6117.3%0.9%
70Δ41.0324.7%1.2%42.7715.4%0.6%
75Δ40.6225.9%1.0%42.9413.6%0.3%
80Δ40.1827.1%0.8%

20Δ

Calls
Pseudo strike
47.43
IV
61.2%
B/E move
14.2%
Puts
Pseudo strike
38.38
IV
55.5%
B/E move
10.1%

25Δ

Calls
Pseudo strike
45.18
IV
45.3%
B/E move
8.8%
Puts
Pseudo strike
39.68
IV
44.4%
B/E move
7.1%

30Δ

Calls
Pseudo strike
44.02
IV
36.6%
B/E move
6.1%
Puts
Pseudo strike
40.50
IV
37.1%
B/E move
5.2%

35Δ

Calls
Pseudo strike
43.40
IV
32.1%
B/E move
4.8%
Puts
Pseudo strike
41.11
IV
31.7%
B/E move
3.9%

40Δ

Calls
Pseudo strike
42.88
IV
28.5%
B/E move
3.7%
Puts
Pseudo strike
41.49
IV
28.5%
B/E move
3.1%

45Δ

Calls
Pseudo strike
42.55
IV
26.6%
B/E move
3.1%
Puts
Pseudo strike
41.87
IV
25.2%
B/E move
2.3%

50Δ

Calls
Pseudo strike
42.22
IV
24.7%
B/E move
2.5%
Puts
Pseudo strike
42.11
IV
22.9%
B/E move
1.8%

55Δ

Calls
Pseudo strike
41.91
IV
23.6%
B/E move
2.0%
Puts
Pseudo strike
42.28
IV
21.0%
B/E move
1.5%

60Δ

Calls
Pseudo strike
41.62
IV
23.9%
B/E move
1.7%
Puts
Pseudo strike
42.44
IV
19.2%
B/E move
1.2%

65Δ

Calls
Pseudo strike
41.33
IV
24.3%
B/E move
1.4%
Puts
Pseudo strike
42.61
IV
17.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
41.03
IV
24.7%
B/E move
1.2%
Puts
Pseudo strike
42.77
IV
15.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
40.62
IV
25.9%
B/E move
1.0%
Puts
Pseudo strike
42.94
IV
13.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
40.18
IV
27.1%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend19.90%
Daily close
IVLU16.3%25.9%35.5%2026-08-06: 25.32%2026-08-07: 25.45%2026-08-10: 25.45%2026-08-11: 26.01%2026-08-12: 20.32%2026-08-13: 21.02%2026-08-14: 21.30%2026-08-17: 23.75%2026-08-18: 24.21%2026-08-19: 26.92%2026-08-20: 31.07%2026-08-21: 17.99%2026-08-24: 18.21%2026-08-25: 18.06%2026-08-26: 17.65%2026-08-27: 18.21%2026-08-28: 17.78%2026-08-31: 18.51%2026-09-01: 18.58%2026-09-02: 18.95%2026-09-03: 18.54%2026-09-04: 18.42%2026-09-08: 19.21%2026-09-09: 20.68%2026-09-10: 21.30%2026-09-11: 21.41%2026-09-14: 23.78%2026-09-15: 25.97%2026-09-16: 26.46%2026-09-17: 33.25%2026-09-18: 18.18%2026-09-21: 17.97%2026-09-22: 18.04%2026-09-23: 18.69%2026-09-24: 18.77%2026-09-25: 18.38%2026-09-28: 18.92%2026-09-29: 19.23%2026-09-30: 19.11%2026-10-01: 20.21%2026-10-02: 20.18%2026-10-05: 20.79%2026-10-06: 20.68%2026-10-07: 21.70%2026-10-08: 21.97%2026-10-09: 22.30%2026-10-12: 25.24%2026-10-13: 26.22%2026-10-14: 28.67%2026-10-15: 34.20%2026-10-16: 18.40%2026-10-19: 19.30%2026-10-20: 18.82%2026-10-21: 19.10%2026-10-22: 19.66%2026-10-23: 19.88%2026-10-26: 19.05%2026-10-27: 19.51%2026-10-28: 19.59%2026-10-29: 19.30%2026-10-30: 19.90%Aug 6Sep 18Oct 30
61 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
25.32%
25.45%
25.45%
26.01%
20.32%
21.02%
21.30%
23.75%
24.21%
26.92%
31.07%
17.99%
18.21%
18.06%
17.65%
18.21%
17.78%
18.51%
18.58%
18.95%
18.54%
18.42%
19.21%
20.68%
21.30%
21.41%
23.78%
25.97%
26.46%
33.25%
18.18%
17.97%
18.04%
18.69%
18.77%
18.38%
18.92%
19.23%
19.11%
20.21%
20.18%
20.79%
20.68%
21.70%
21.97%
22.30%
25.24%
26.22%
28.67%
34.20%
18.40%
19.30%
18.82%
19.10%
19.66%
19.88%
19.05%
19.51%
19.59%
19.30%
19.90%