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iShares MSCI USA Momentum Factor ETF MTUM

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Market dataready · fetched 2026-11-08T10:16:02.463Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T01:00:04.705578118Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-08T10:16:00.984800+00:00

Share price$63.76
1D-0.6%
AH$63.28$63.71$64.13$64.55$64.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMTUM
Sold putSold callAH

iShares MSCI USA Momentum Factor ETF options

Live interpolated MTUM call and put midpoint premiums by absolute delta.iShares MSCI USA Momentum Factor ETF$0.27$1.83$3.39$4.95$6.51$-103.43$3.53$110.49$217.45$324.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MTUM spot · $63.76MTUM PRICE$0.44$0.59$0.82$1.02$1.19$1.42$1.70$2.04$3.15$6.06$0.55$0.78$0.96$1.13$1.37$1.66$1.99$2.31$2.46$3.38$3.57
Puts——
Calls——
Skew——
Implied moveBearish±$3.08
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.0863.7%6.6%
25Δ65.9440.3%4.1%60.7266.2%6.0%
30Δ65.4841.4%3.6%
35Δ65.2046.4%3.5%62.4152.9%3.6%
40Δ64.8549.6%3.3%62.9451.3%3.1%
45Δ64.3548.5%2.8%63.4351.9%2.7%
50Δ63.9049.4%2.4%63.9253.4%2.3%
55Δ63.4350.5%2.1%64.4454.9%2.0%
60Δ62.9252.6%1.9%64.9855.0%1.7%
65Δ65.3750.9%1.3%
70Δ61.5862.2%1.5%
75Δ66.6052.3%0.8%
80Δ58.5593.1%1.3%66.9747.8%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.08
IV
63.7%
B/E move
6.6%

25Δ

Calls
Pseudo strike
65.94
IV
40.3%
B/E move
4.1%
Puts
Pseudo strike
60.72
IV
66.2%
B/E move
6.0%

30Δ

Calls
Pseudo strike
65.48
IV
41.4%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
65.20
IV
46.4%
B/E move
3.5%
Puts
Pseudo strike
62.41
IV
52.9%
B/E move
3.6%

40Δ

Calls
Pseudo strike
64.85
IV
49.6%
B/E move
3.3%
Puts
Pseudo strike
62.94
IV
51.3%
B/E move
3.1%

45Δ

Calls
Pseudo strike
64.35
IV
48.5%
B/E move
2.8%
Puts
Pseudo strike
63.43
IV
51.9%
B/E move
2.7%

50Δ

Calls
Pseudo strike
63.90
IV
49.4%
B/E move
2.4%
Puts
Pseudo strike
63.92
IV
53.4%
B/E move
2.3%

55Δ

Calls
Pseudo strike
63.43
IV
50.5%
B/E move
2.1%
Puts
Pseudo strike
64.44
IV
54.9%
B/E move
2.0%

60Δ

Calls
Pseudo strike
62.92
IV
52.6%
B/E move
1.9%
Puts
Pseudo strike
64.98
IV
55.0%
B/E move
1.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.37
IV
50.9%
B/E move
1.3%

70Δ

Calls
Pseudo strike
61.58
IV
62.2%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.60
IV
52.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
58.55
IV
93.1%
B/E move
1.3%
Puts
Pseudo strike
66.97
IV
47.8%
B/E move
0.6%

Options history

IV · four-Friday blend34.26%
Daily close
MTUM22.2%30.9%39.6%2026-08-10: 32.46%2026-08-11: 31.32%2026-08-12: 31.35%2026-08-13: 30.89%2026-08-14: 26.74%2026-08-17: 27.78%2026-08-18: 29.72%2026-08-19: 29.99%2026-08-20: 29.41%2026-08-21: 27.26%2026-08-24: 30.03%2026-08-25: 29.00%2026-08-26: 29.86%2026-08-27: 27.15%2026-08-28: 25.40%2026-08-31: 25.16%2026-09-01: 27.12%2026-09-02: 26.71%2026-09-03: 26.61%2026-09-04: 24.73%2026-09-08: 30.22%2026-09-09: 27.70%2026-09-10: 29.95%2026-09-11: 25.52%2026-09-14: 27.53%2026-09-15: 27.34%2026-09-16: 29.20%2026-09-17: 27.25%2026-09-18: 23.41%2026-09-21: 26.29%2026-09-22: 25.36%2026-09-23: 26.54%2026-09-24: 26.68%2026-09-25: 24.59%2026-09-28: 27.23%2026-09-29: 27.24%2026-09-30: 27.71%2026-10-01: 27.66%2026-10-02: 26.01%2026-10-05: 27.46%2026-10-06: 26.71%2026-10-07: 26.18%2026-10-08: 29.15%2026-10-09: 25.81%2026-10-12: 27.45%2026-10-13: 27.70%2026-10-14: 29.50%2026-10-15: 30.54%2026-10-16: 28.82%2026-10-19: 29.57%2026-10-20: 31.12%2026-10-21: 29.76%2026-10-22: 38.44%2026-10-23: 31.33%2026-10-26: 30.75%2026-10-27: 29.62%2026-10-28: 32.21%2026-10-29: 32.15%2026-10-30: 34.26%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
32.46%
31.32%
31.35%
30.89%
26.74%
27.78%
29.72%
29.99%
29.41%
27.26%
30.03%
29.00%
29.86%
27.15%
25.40%
25.16%
27.12%
26.71%
26.61%
24.73%
30.22%
27.70%
29.95%
25.52%
27.53%
27.34%
29.20%
27.25%
23.41%
26.29%
25.36%
26.54%
26.68%
24.59%
27.23%
27.24%
27.71%
27.66%
26.01%
27.46%
26.71%
26.18%
29.15%
25.81%
27.45%
27.70%
29.50%
30.54%
28.82%
29.57%
31.12%
29.76%
38.44%
31.33%
30.75%
29.62%
32.21%
32.15%
34.26%