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iShares MSCI BIC ETF BKF

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Market datapartial · fetched 2026-10-22T23:21:28.193Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:30:00.003993554Z

FundamentalsAlpha Vantage · unavailable

Share price$38.37
1D+0.8%
AH$37.97$38.07$38.17$38.26$38.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBKF
Sold putSold callAH

iShares MSCI BIC ETF options

Live interpolated BKF call and put midpoint premiums by absolute delta.iShares MSCI BIC ETF$0.48$1.01$1.55$2.09$2.62$34.74$36.72$38.69$40.67$42.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BKF spot · $38.37BKF PRICE$0.78$0.88$0.88$0.91$0.59$0.74$0.97$1.21$1.46$1.71$1.96$2.22$2.47$0.54$0.78$0.94$0.98$0.99$0.97$0.93$0.89$0.85$0.98$1.44$1.90$2.36
PutsExpensive1.29×
CallsExpensive2.64×
SkewBullish-5.97 pp
Implied moveBullish±$1.91
TiltBullish7.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.1969.1%22.4%35.2939.8%9.4%
25Δ43.6859.0%16.1%35.7443.8%8.9%
30Δ41.5645.7%10.6%36.3643.3%7.7%
35Δ40.3938.0%7.6%37.1736.7%5.7%
40Δ39.1620.2%3.6%37.7731.1%4.2%
45Δ38.7519.4%2.9%38.1426.6%3.1%
50Δ38.4721.8%2.8%38.3822.8%2.4%
55Δ38.1924.3%2.7%38.6118.9%1.7%
60Δ37.8825.9%2.5%38.8415.1%1.0%
65Δ37.5025.5%2.2%39.1613.4%0.5%
70Δ37.1125.2%1.8%39.6515.7%0.4%
75Δ36.7324.8%1.5%40.1418.0%0.3%
80Δ36.3524.4%1.2%40.6320.3%0.2%

20Δ

Calls
Pseudo strike
46.19
IV
69.1%
B/E move
22.4%
Puts
Pseudo strike
35.29
IV
39.8%
B/E move
9.4%

25Δ

Calls
Pseudo strike
43.68
IV
59.0%
B/E move
16.1%
Puts
Pseudo strike
35.74
IV
43.8%
B/E move
8.9%

30Δ

Calls
Pseudo strike
41.56
IV
45.7%
B/E move
10.6%
Puts
Pseudo strike
36.36
IV
43.3%
B/E move
7.7%

35Δ

Calls
Pseudo strike
40.39
IV
38.0%
B/E move
7.6%
Puts
Pseudo strike
37.17
IV
36.7%
B/E move
5.7%

40Δ

Calls
Pseudo strike
39.16
IV
20.2%
B/E move
3.6%
Puts
Pseudo strike
37.77
IV
31.1%
B/E move
4.2%

45Δ

Calls
Pseudo strike
38.75
IV
19.4%
B/E move
2.9%
Puts
Pseudo strike
38.14
IV
26.6%
B/E move
3.1%

50Δ

Calls
Pseudo strike
38.47
IV
21.8%
B/E move
2.8%
Puts
Pseudo strike
38.38
IV
22.8%
B/E move
2.4%

55Δ

Calls
Pseudo strike
38.19
IV
24.3%
B/E move
2.7%
Puts
Pseudo strike
38.61
IV
18.9%
B/E move
1.7%

60Δ

Calls
Pseudo strike
37.88
IV
25.9%
B/E move
2.5%
Puts
Pseudo strike
38.84
IV
15.1%
B/E move
1.0%

65Δ

Calls
Pseudo strike
37.50
IV
25.5%
B/E move
2.2%
Puts
Pseudo strike
39.16
IV
13.4%
B/E move
0.5%

70Δ

Calls
Pseudo strike
37.11
IV
25.2%
B/E move
1.8%
Puts
Pseudo strike
39.65
IV
15.7%
B/E move
0.4%

75Δ

Calls
Pseudo strike
36.73
IV
24.8%
B/E move
1.5%
Puts
Pseudo strike
40.14
IV
18.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
36.35
IV
24.4%
B/E move
1.2%
Puts
Pseudo strike
40.63
IV
20.3%
B/E move
0.2%

Options history

BKF20.8721.8322.792026-10-20: 22.66%2026-10-21: 21.00%Oct 20Oct 21
Table
DateIV
22.66%
21.00%