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iShares ESG Optimized MSCI USA ETF SUSA

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Market dataready · fetched 2026-11-04T00:59:19.600Z

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 · 2026-11-03T23:30:00.003582953Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T00:59:16.317223+00:00

Share price$154.97
1D+0.1%
AH$154.65$154.86$155.08$155.30$155.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSUSA
Sold putSold callAH

iShares ESG Optimized MSCI USA ETF options

Live interpolated SUSA call and put midpoint premiums by absolute delta.iShares ESG Optimized MSCI USA ETF$0.50$2.30$4.11$5.92$7.72$147.53$151.32$155.12$158.91$162.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SUSA spot · $154.97SUSA PRICE$0.69$0.85$1.01$1.26$1.56$1.89$2.41$2.95$3.49$4.06$4.83$5.75$7.20$0.94$1.07$1.32$1.56$1.80$2.08$2.38$2.70$3.02$3.40$3.81$4.24$4.85
PutsExpensive1.36×
CallsExpensive1.74×
SkewBullish-0.87 pp
Implied moveBalanced±$4.79
TiltBullish6.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ160.8719.0%4.3%148.7324.6%4.6%
25Δ159.5817.6%3.5%150.7221.1%3.4%
30Δ158.2916.3%2.8%151.8820.2%2.8%
35Δ157.4616.3%2.4%152.8419.4%2.4%
40Δ156.7716.6%2.2%153.7918.4%1.9%
45Δ156.0717.0%1.9%154.6117.9%1.6%
50Δ155.2717.8%1.8%155.3417.4%1.3%
55Δ154.4718.6%1.6%156.0416.8%1.1%
60Δ153.6619.4%1.4%156.7316.3%0.8%
65Δ152.8120.1%1.2%157.4115.9%0.6%
70Δ151.7720.9%1.1%158.0915.5%0.4%
75Δ150.5921.6%0.9%158.7615.0%0.3%
80Δ148.9423.6%0.8%159.5714.8%0.2%

20Δ

Calls
Pseudo strike
160.87
IV
19.0%
B/E move
4.3%
Puts
Pseudo strike
148.73
IV
24.6%
B/E move
4.6%

25Δ

Calls
Pseudo strike
159.58
IV
17.6%
B/E move
3.5%
Puts
Pseudo strike
150.72
IV
21.1%
B/E move
3.4%

30Δ

Calls
Pseudo strike
158.29
IV
16.3%
B/E move
2.8%
Puts
Pseudo strike
151.88
IV
20.2%
B/E move
2.8%

35Δ

Calls
Pseudo strike
157.46
IV
16.3%
B/E move
2.4%
Puts
Pseudo strike
152.84
IV
19.4%
B/E move
2.4%

40Δ

Calls
Pseudo strike
156.77
IV
16.6%
B/E move
2.2%
Puts
Pseudo strike
153.79
IV
18.4%
B/E move
1.9%

45Δ

Calls
Pseudo strike
156.07
IV
17.0%
B/E move
1.9%
Puts
Pseudo strike
154.61
IV
17.9%
B/E move
1.6%

50Δ

Calls
Pseudo strike
155.27
IV
17.8%
B/E move
1.8%
Puts
Pseudo strike
155.34
IV
17.4%
B/E move
1.3%

55Δ

Calls
Pseudo strike
154.47
IV
18.6%
B/E move
1.6%
Puts
Pseudo strike
156.04
IV
16.8%
B/E move
1.1%

60Δ

Calls
Pseudo strike
153.66
IV
19.4%
B/E move
1.4%
Puts
Pseudo strike
156.73
IV
16.3%
B/E move
0.8%

65Δ

Calls
Pseudo strike
152.81
IV
20.1%
B/E move
1.2%
Puts
Pseudo strike
157.41
IV
15.9%
B/E move
0.6%

70Δ

Calls
Pseudo strike
151.77
IV
20.9%
B/E move
1.1%
Puts
Pseudo strike
158.09
IV
15.5%
B/E move
0.4%

75Δ

Calls
Pseudo strike
150.59
IV
21.6%
B/E move
0.9%
Puts
Pseudo strike
158.76
IV
15.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
148.94
IV
23.6%
B/E move
0.8%
Puts
Pseudo strike
159.57
IV
14.8%
B/E move
0.2%

Options history

IV · four-Friday blend16.40%
Daily EOD
SUSA13.6%15.1%16.6%2026-10-19: 14.47%2026-10-20: 14.27%2026-10-21: 13.99%2026-10-22: 15.11%2026-10-23: 15.49%2026-10-26: 14.88%2026-10-27: 14.57%2026-10-28: 14.53%2026-10-29: 13.77%2026-10-30: 16.40%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
14.47%
14.27%
13.99%
15.11%
15.49%
14.88%
14.57%
14.53%
13.77%
16.40%