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iShares Core U.S. REIT ETF USRT

i

Market dataready · fetched 2026-11-04T00:19:21.018Z

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 · 2026-11-03T23:30:00.004205236Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T00:19:20.594144+00:00

Share price$64.59
1D+0.6%
AH$64.15$64.27$64.39$64.50$64.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUSRT
Sold putSold callAH

iShares Core U.S. REIT ETF options

Live interpolated USRT call and put midpoint premiums by absolute delta.iShares Core U.S. REIT ETF$0.56$1.42$2.28$3.14$4.01$60.13$62.25$64.37$66.50$68.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USRT spot · $64.59USRT PRICE$0.65$0.67$0.73$0.80$0.88$0.97$1.06$1.15$1.25$1.43$1.73$2.03$2.31$0.72$0.77$0.84$0.93$1.02$1.10$1.19$1.33$1.60$1.86$2.31$2.85$3.76
PutsExpensive1.53×
CallsExpensive1.19×
SkewBearish+3.11 pp
Implied moveBearish±$2.25
TiltBearish12.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.4043.9%10.0%59.9844.6%8.3%
25Δ68.1533.7%6.6%61.6235.7%5.8%
30Δ66.9728.5%4.8%62.6330.8%4.3%
35Δ66.2225.4%3.8%63.3427.6%3.4%
40Δ65.6723.1%3.0%63.9324.9%2.6%
45Δ65.1921.2%2.4%64.3522.9%2.1%
50Δ64.8119.6%2.0%64.7421.0%1.6%
55Δ64.5018.4%1.6%65.1319.8%1.2%
60Δ64.1817.1%1.3%65.5220.3%1.0%
65Δ63.8416.6%1.0%65.9120.7%0.8%
70Δ63.4517.4%0.9%66.4522.0%0.7%
75Δ63.0618.1%0.8%67.0823.7%0.6%
80Δ62.6817.6%0.6%68.0726.9%0.4%

20Δ

Calls
Pseudo strike
70.40
IV
43.9%
B/E move
10.0%
Puts
Pseudo strike
59.98
IV
44.6%
B/E move
8.3%

25Δ

Calls
Pseudo strike
68.15
IV
33.7%
B/E move
6.6%
Puts
Pseudo strike
61.62
IV
35.7%
B/E move
5.8%

30Δ

Calls
Pseudo strike
66.97
IV
28.5%
B/E move
4.8%
Puts
Pseudo strike
62.63
IV
30.8%
B/E move
4.3%

35Δ

Calls
Pseudo strike
66.22
IV
25.4%
B/E move
3.8%
Puts
Pseudo strike
63.34
IV
27.6%
B/E move
3.4%

40Δ

Calls
Pseudo strike
65.67
IV
23.1%
B/E move
3.0%
Puts
Pseudo strike
63.93
IV
24.9%
B/E move
2.6%

45Δ

Calls
Pseudo strike
65.19
IV
21.2%
B/E move
2.4%
Puts
Pseudo strike
64.35
IV
22.9%
B/E move
2.1%

50Δ

Calls
Pseudo strike
64.81
IV
19.6%
B/E move
2.0%
Puts
Pseudo strike
64.74
IV
21.0%
B/E move
1.6%

55Δ

Calls
Pseudo strike
64.50
IV
18.4%
B/E move
1.6%
Puts
Pseudo strike
65.13
IV
19.8%
B/E move
1.2%

60Δ

Calls
Pseudo strike
64.18
IV
17.1%
B/E move
1.3%
Puts
Pseudo strike
65.52
IV
20.3%
B/E move
1.0%

65Δ

Calls
Pseudo strike
63.84
IV
16.6%
B/E move
1.0%
Puts
Pseudo strike
65.91
IV
20.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
63.45
IV
17.4%
B/E move
0.9%
Puts
Pseudo strike
66.45
IV
22.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
63.06
IV
18.1%
B/E move
0.8%
Puts
Pseudo strike
67.08
IV
23.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
62.68
IV
17.6%
B/E move
0.6%
Puts
Pseudo strike
68.07
IV
26.9%
B/E move
0.4%

Options history

IV · four-Friday blend17.37%
Daily EOD
USRT16.6%17.6%18.7%2026-10-19: 16.76%2026-10-20: 17.41%2026-10-21: 17.25%2026-10-22: 17.67%2026-10-23: 16.98%2026-10-26: 18.26%2026-10-27: 17.33%2026-10-28: 18.52%2026-10-29: 16.70%2026-10-30: 17.37%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
16.76%
17.41%
17.25%
17.67%
16.98%
18.26%
17.33%
18.52%
16.70%
17.37%