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iShares ESG Optimized MSCI USA ETF SUSA

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Market dataready · fetched 2026-11-07T08:07:04.702Z

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 · 2026-11-07T01:00:00.029656843Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T08:07:04.314959+00:00

Share price$150.79
1D-0.0%
AH$150.62$150.92$151.22$151.52$151.825:30 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$0.47$2.60$4.73$6.85$8.98$142.78$147.21$151.64$156.07$160.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SUSA spot · $150.79SUSA PRICE$0.70$0.87$1.10$1.50$1.96$2.43$2.89$3.35$3.98$4.87$6.04$7.32$8.37$0.96$1.17$1.42$1.68$1.93$2.20$2.47$2.73$3.03$3.36$3.79$4.15$4.50
PutsExpensive1.15×
CallsExpensive1.78×
SkewBullish-3.93 pp
Implied moveBullish±$5.36
TiltBullish15.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ156.7222.1%4.4%144.3129.0%4.9%
25Δ155.2520.5%3.5%146.0926.9%3.9%
30Δ154.2620.6%3.0%147.2625.6%3.3%
35Δ153.4321.5%2.7%148.4224.4%2.7%
40Δ152.6322.6%2.5%149.4023.2%2.2%
45Δ151.8223.6%2.3%150.2022.2%1.8%
50Δ151.0224.7%2.1%151.0021.2%1.5%
55Δ150.2125.8%1.8%151.8020.1%1.1%
60Δ149.2626.8%1.6%152.4919.3%0.9%
65Δ148.1028.6%1.4%153.1418.5%0.7%
70Δ146.6830.9%1.3%153.8218.1%0.5%
75Δ145.1032.8%1.1%154.4217.2%0.3%
80Δ143.7132.5%0.9%154.9916.2%0.2%

20Δ

Calls
Pseudo strike
156.72
IV
22.1%
B/E move
4.4%
Puts
Pseudo strike
144.31
IV
29.0%
B/E move
4.9%

25Δ

Calls
Pseudo strike
155.25
IV
20.5%
B/E move
3.5%
Puts
Pseudo strike
146.09
IV
26.9%
B/E move
3.9%

30Δ

Calls
Pseudo strike
154.26
IV
20.6%
B/E move
3.0%
Puts
Pseudo strike
147.26
IV
25.6%
B/E move
3.3%

35Δ

Calls
Pseudo strike
153.43
IV
21.5%
B/E move
2.7%
Puts
Pseudo strike
148.42
IV
24.4%
B/E move
2.7%

40Δ

Calls
Pseudo strike
152.63
IV
22.6%
B/E move
2.5%
Puts
Pseudo strike
149.40
IV
23.2%
B/E move
2.2%

45Δ

Calls
Pseudo strike
151.82
IV
23.6%
B/E move
2.3%
Puts
Pseudo strike
150.20
IV
22.2%
B/E move
1.8%

50Δ

Calls
Pseudo strike
151.02
IV
24.7%
B/E move
2.1%
Puts
Pseudo strike
151.00
IV
21.2%
B/E move
1.5%

55Δ

Calls
Pseudo strike
150.21
IV
25.8%
B/E move
1.8%
Puts
Pseudo strike
151.80
IV
20.1%
B/E move
1.1%

60Δ

Calls
Pseudo strike
149.26
IV
26.8%
B/E move
1.6%
Puts
Pseudo strike
152.49
IV
19.3%
B/E move
0.9%

65Δ

Calls
Pseudo strike
148.10
IV
28.6%
B/E move
1.4%
Puts
Pseudo strike
153.14
IV
18.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
146.68
IV
30.9%
B/E move
1.3%
Puts
Pseudo strike
153.82
IV
18.1%
B/E move
0.5%

75Δ

Calls
Pseudo strike
145.10
IV
32.8%
B/E move
1.1%
Puts
Pseudo strike
154.42
IV
17.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
143.71
IV
32.5%
B/E move
0.9%
Puts
Pseudo strike
154.99
IV
16.2%
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%