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iShares MSCI USA ETF MLRG

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Market dataready · fetched 2026-11-04T01:12:21.832Z

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 · 2026-11-04T01:00:00.145113696Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T01:12:21.474446+00:00

Share price$104.53
1D+0.1%
AH$104.34$104.47$104.61$104.75$104.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMLRG
Sold putSold callAH

iShares MSCI USA ETF options

Live interpolated MLRG call and put midpoint premiums by absolute delta.iShares MSCI USA ETF$2.32$2.81$3.30$3.79$4.28$-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 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 unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEMLRG PRICE$3.21$3.67$4.13$2.37$2.78$3.24$3.75
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
65Δ106.2416.4%0.6%
70Δ102.4120.2%1.0%106.8016.7%0.5%
75Δ101.7520.0%0.9%107.4116.8%0.3%
80Δ101.0919.8%0.7%108.0616.9%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
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
106.24
IV
16.4%
B/E move
0.6%

70Δ

Calls
Pseudo strike
102.41
IV
20.2%
B/E move
1.0%
Puts
Pseudo strike
106.80
IV
16.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
101.75
IV
20.0%
B/E move
0.9%
Puts
Pseudo strike
107.41
IV
16.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
101.09
IV
19.8%
B/E move
0.7%
Puts
Pseudo strike
108.06
IV
16.9%
B/E move
0.2%

Options history

IV · four-Friday blend16.36%
Daily EOD
MLRG13.5%15.0%16.6%2026-10-19: 13.98%2026-10-20: 14.06%2026-10-21: 14.89%2026-10-22: 15.05%2026-10-23: 15.29%2026-10-26: 16.01%2026-10-27: 14.24%2026-10-28: 13.94%2026-10-29: 13.68%2026-10-30: 16.36%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
13.98%
14.06%
14.89%
15.05%
15.29%
16.01%
14.24%
13.94%
13.68%
16.36%