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iShares MSCI USA Min Vol Factor ETF USMV

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Market dataready · fetched 2026-11-07T16:52:08.993Z

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 · 2026-11-07T01:00:07.595757107Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T16:52:07.281297+00:00

Share price$101.23
1D+0.4%
AH$100.77$101.02$101.27$101.51$101.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUSMV
Sold putSold callAH

iShares MSCI USA Min Vol Factor ETF options

Live interpolated USMV call and put midpoint premiums by absolute delta.iShares MSCI USA Min Vol Factor ETF$0.45$1.69$2.92$4.15$5.39$97.84$99.69$101.54$103.39$105.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive USMV spot · $101.23USMV PRICE$0.59$0.75$0.93$1.12$1.50$3.15$3.48$3.91$5.03$0.61$0.89$0.85$1.13$0.97$1.26$1.54$1.77$1.97$2.16$2.41$2.67
Puts——
Calls——
Skew——
Implied moveBullish±$2.75
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ97.1927.4%4.6%
25Δ104.2520.9%3.6%97.7729.7%4.3%
30Δ103.6120.8%3.1%99.2922.1%2.8%
35Δ103.0521.0%2.7%99.7523.9%2.6%
40Δ
45Δ101.7817.1%1.7%101.0714.6%1.1%
50Δ101.3719.4%1.6%101.4615.7%1.0%
55Δ101.8516.7%0.9%
60Δ102.2316.8%0.8%
65Δ99.5127.5%1.4%102.6016.1%0.6%
70Δ98.8826.4%1.1%102.9815.5%0.4%
75Δ98.2125.8%0.9%103.3514.8%0.3%
80Δ96.9628.9%0.8%103.7314.2%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
97.19
IV
27.4%
B/E move
4.6%

25Δ

Calls
Pseudo strike
104.25
IV
20.9%
B/E move
3.6%
Puts
Pseudo strike
97.77
IV
29.7%
B/E move
4.3%

30Δ

Calls
Pseudo strike
103.61
IV
20.8%
B/E move
3.1%
Puts
Pseudo strike
99.29
IV
22.1%
B/E move
2.8%

35Δ

Calls
Pseudo strike
103.05
IV
21.0%
B/E move
2.7%
Puts
Pseudo strike
99.75
IV
23.9%
B/E move
2.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
101.78
IV
17.1%
B/E move
1.7%
Puts
Pseudo strike
101.07
IV
14.6%
B/E move
1.1%

50Δ

Calls
Pseudo strike
101.37
IV
19.4%
B/E move
1.6%
Puts
Pseudo strike
101.46
IV
15.7%
B/E move
1.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
101.85
IV
16.7%
B/E move
0.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
102.23
IV
16.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
99.51
IV
27.5%
B/E move
1.4%
Puts
Pseudo strike
102.60
IV
16.1%
B/E move
0.6%

70Δ

Calls
Pseudo strike
98.88
IV
26.4%
B/E move
1.1%
Puts
Pseudo strike
102.98
IV
15.5%
B/E move
0.4%

75Δ

Calls
Pseudo strike
98.21
IV
25.8%
B/E move
0.9%
Puts
Pseudo strike
103.35
IV
14.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
96.96
IV
28.9%
B/E move
0.8%
Puts
Pseudo strike
103.73
IV
14.2%
B/E move
0.2%

Options history

IV · four-Friday blend12.32%
Daily EOD
USMV11.0%12.4%13.8%2026-10-19: 11.39%2026-10-20: 11.77%2026-10-21: 11.80%2026-10-22: 11.15%2026-10-23: 13.56%2026-10-26: 13.21%2026-10-27: 13.30%2026-10-28: 12.92%2026-10-29: 12.26%2026-10-30: 12.32%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
11.39%
11.77%
11.80%
11.15%
13.56%
13.21%
13.30%
12.92%
12.26%
12.32%