SIZE - iShares Trust - iShares MSCI USA Size Factor ETF - Option Chain

iShares Trust - iShares MSCI USA Size Factor ETF

US ˙ ARCA ˙ US46432F3709

Expiration

Puts for market date September 05, 2025

Contract	Strike	Bid	Ask	Last	Volume	OI	IV	Delta	Gamma	Theta	Vega	Rho
SIZE20250919P00150000	150.00	0.00	0.75	0.00	0	0	24.66%	-0.10	0.02	-0.05	0.06	-0.01
SIZE20250919P00151000	151.00	0.00	0.75	0.00	0	0	22.66%	-0.11	0.03	-0.05	0.06	-0.01
SIZE20250919P00152000	152.00	0.00	0.95	0.00	0	0	22.18%	-0.14	0.03	-0.05	0.07	-0.01
SIZE20250919P00153000	153.00	0.00	2.00	0.00	0	0	26.48%	-0.21	0.03	-0.09	0.09	-0.01
SIZE20250919P00154000	154.00	0.00	2.00	0.00	0	0	23.95%	-0.23	0.04	-0.08	0.10	-0.01
SIZE20250919P00155000	155.00	0.00	2.00	0.00	0	0	21.35%	-0.25	0.05	-0.08	0.10	-0.01
SIZE20250919P00156000	156.00	0.00	1.95	0.00	0	0	18.41%	-0.27	0.06	-0.07	0.10	-0.02
SIZE20250919P00157000	157.00	0.00	2.00	0.00	0	0	15.82%	-0.31	0.07	-0.06	0.11	-0.02
SIZE20250919P00158000	158.00	0.00	2.00	0.00	0	0	12.78%	-0.36	0.09	-0.05	0.12	-0.02
SIZE20250919P00159000	159.00	0.65	3.00	0.00	0	0	16.43%	-0.47	0.08	-0.07	0.12	-0.03
SIZE20250919P00160000	160.00	0.00	4.80	0.00	0	0	16.48%	-0.55	0.08	-0.07	0.12	-0.03
SIZE20250919P00161000	161.00	0.00	4.00	0.00	0	0	7.52%	-0.76	0.13	-0.03	0.10	-0.04
SIZE20250919P00165000	165.00	2.85	7.70	0.00	0	0	33.92%	-0.69	0.03	-0.13	0.11	-0.04
SIZE20250919P00170000	170.00	7.60	12.50	0.00	0	0	43.97%	-0.76	0.02	-0.15	0.10	-0.04
SIZE20250919P00175000	175.00	12.60	17.50	0.00	0	0	54.46%	-0.79	0.02	-0.17	0.09	-0.05
SIZE20250919P00180000	180.00	17.60	22.50	0.00	0	0	64.04%	-0.82	0.01	-0.19	0.08	-0.05

Calls for market date September 05, 2025

Contract	Strike	Bid	Ask	Last	Volume	OI	IV	Delta	Gamma	Theta	Vega	Rho
SIZE20250919C00150000	150.00	8.10	12.90	0.00	0	0	30.81%	0.87	0.02	-0.07	0.06	0.04
SIZE20250919C00151000	151.00	7.20	11.90	0.00	0	0	29.36%	0.86	0.03	-0.08	0.07	0.04
SIZE20250919C00152000	152.00	6.30	10.90	0.00	0	0	27.75%	0.84	0.03	-0.08	0.08	0.04
SIZE20250919C00153000	153.00	5.10	9.80	0.00	0	0	23.35%	0.85	0.03	-0.06	0.07	0.04
SIZE20250919C00154000	154.00	4.20	8.90	0.00	0	0	22.35%	0.82	0.04	-0.07	0.08	0.04
SIZE20250919C00155000	155.00	3.40	8.00	0.00	0	1	21.71%	0.79	0.05	-0.08	0.09	0.04
SIZE20250919C00156000	156.00	2.55	7.00	0.00	0	0	19.87%	0.76	0.05	-0.07	0.10	0.03
SIZE20250919C00157000	157.00	1.60	6.00	0.00	0	0	17.38%	0.72	0.07	-0.07	0.10	0.03
SIZE20250919C00158000	158.00	0.60	4.90	0.00	0	0	13.96%	0.69	0.09	-0.06	0.11	0.03
SIZE20250919C00159000	159.00	1.25	2.60	0.00	0	3	11.65%	0.61	0.12	-0.06	0.12	0.03
SIZE20250919C00160000	160.00	0.00	4.80	0.00	0	2	20.64%	0.50	0.07	-0.10	0.12	0.02
SIZE20250919C00161000	161.00	0.00	2.00	0.00	0	0	12.67%	0.39	0.10	-0.06	0.12	0.02
SIZE20250919C00165000	165.00	0.00	2.00	0.00	0	0	23.44%	0.24	0.04	-0.08	0.10	0.01
SIZE20250919C00170000	170.00	0.00	0.75	0.00	0	0	25.28%	0.10	0.02	-0.05	0.06	0.01
SIZE20250919C00175000	175.00	0.00	0.75	0.00	0	0	33.34%	0.08	0.01	-0.06	0.05	0.00
SIZE20250919C00180000	180.00	0.00	0.75	0.00	0	0	40.74%	0.07	0.01	-0.06	0.04	0.00

Other Listings

MX:SIZE
CL:SIZE

Fintel data has been cited in the following publications:

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