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iShares Core MSCI Total International Stock ETF IXUS

i

Market dataready · fetched 2026-11-03T20:49:52.829Z

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 · 2026-11-03T20:49:46.206969862Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T20:49:51.288802+00:00

Share price$92.10
1D-0.6%
$91.95$92.13$92.32$92.51$92.695:30 AM6:30 AM9:00 AM1:00 PMIXUS
Sold putSold call

iShares Core MSCI Total International Stock ETF options

Live interpolated IXUS call and put midpoint premiums by absolute delta.iShares Core MSCI Total International Stock ETF$0.82$2.09$3.37$4.64$5.91$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEIXUS PRICE$0.96$1.08$1.26$1.46$1.66$1.95$2.40$2.93$3.60$4.45$5.55$1.90$2.18$2.45$2.73$3.01
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
30Δ95.3326.3%4.6%
35Δ94.3224.0%3.6%
40Δ93.6022.7%3.0%
45Δ93.0022.1%2.6%
50Δ92.4021.5%2.1%
55Δ91.8121.5%1.8%
60Δ91.2023.0%1.6%93.2017.1%0.9%
65Δ90.5024.5%1.5%93.6316.6%0.7%
70Δ89.6726.1%1.3%94.0616.2%0.5%
75Δ88.6628.0%1.1%94.5015.8%0.4%
80Δ87.3930.2%0.9%94.9315.3%0.2%

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
95.33
IV
26.3%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
94.32
IV
24.0%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
93.60
IV
22.7%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
93.00
IV
22.1%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
92.40
IV
21.5%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
91.81
IV
21.5%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
91.20
IV
23.0%
B/E move
1.6%
Puts
Pseudo strike
93.20
IV
17.1%
B/E move
0.9%

65Δ

Calls
Pseudo strike
90.50
IV
24.5%
B/E move
1.5%
Puts
Pseudo strike
93.63
IV
16.6%
B/E move
0.7%

70Δ

Calls
Pseudo strike
89.67
IV
26.1%
B/E move
1.3%
Puts
Pseudo strike
94.06
IV
16.2%
B/E move
0.5%

75Δ

Calls
Pseudo strike
88.66
IV
28.0%
B/E move
1.1%
Puts
Pseudo strike
94.50
IV
15.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
87.39
IV
30.2%
B/E move
0.9%
Puts
Pseudo strike
94.93
IV
15.3%
B/E move
0.2%

Options history

IV · four-Friday blend18.62%
Daily close
IXUS13.8%20.2%26.7%2026-08-05: 17.40%2026-08-06: 17.02%2026-08-07: 16.37%2026-08-10: 15.65%2026-08-11: 17.16%2026-08-12: 14.68%2026-08-13: 16.57%2026-08-14: 16.42%2026-08-17: 17.51%2026-08-18: 19.13%2026-08-19: 21.08%2026-08-20: 24.29%2026-08-21: 16.87%2026-08-24: 16.65%2026-08-25: 16.53%2026-08-26: 16.37%2026-08-27: 16.17%2026-08-28: 16.10%2026-08-31: 16.44%2026-09-01: 16.45%2026-09-02: 17.01%2026-09-03: 16.15%2026-09-04: 16.02%2026-09-08: 16.67%2026-09-09: 18.26%2026-09-10: 19.24%2026-09-11: 17.33%2026-09-14: 18.30%2026-09-15: 21.83%2026-09-16: 22.45%2026-09-17: 25.77%2026-09-18: 18.38%2026-09-21: 17.53%2026-09-22: 17.21%2026-09-23: 17.87%2026-09-24: 17.70%2026-09-25: 18.28%2026-09-28: 18.48%2026-09-29: 17.81%2026-09-30: 18.44%2026-10-01: 19.03%2026-10-02: 18.27%2026-10-05: 18.69%2026-10-06: 18.06%2026-10-07: 19.00%2026-10-08: 19.28%2026-10-09: 19.04%2026-10-12: 20.10%2026-10-13: 20.56%2026-10-14: 22.33%2026-10-16: 16.86%2026-10-19: 17.10%2026-10-20: 17.69%2026-10-21: 17.16%2026-10-22: 18.01%2026-10-23: 18.50%2026-10-26: 18.08%2026-10-27: 17.88%2026-10-28: 17.31%2026-10-29: 17.26%2026-10-30: 18.62%Aug 5Sep 17Oct 30
61 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
17.40%
17.02%
16.37%
15.65%
17.16%
14.68%
16.57%
16.42%
17.51%
19.13%
21.08%
24.29%
16.87%
16.65%
16.53%
16.37%
16.17%
16.10%
16.44%
16.45%
17.01%
16.15%
16.02%
16.67%
18.26%
19.24%
17.33%
18.30%
21.83%
22.45%
25.77%
18.38%
17.53%
17.21%
17.87%
17.70%
18.28%
18.48%
17.81%
18.44%
19.03%
18.27%
18.69%
18.06%
19.00%
19.28%
19.04%
20.10%
20.56%
22.33%
16.86%
17.10%
17.69%
17.16%
18.01%
18.50%
18.08%
17.88%
17.31%
17.26%
18.62%