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iShares MSCI BIC ETF BKF

i

Market dataready · fetched 2026-11-12T02:54:36.783Z

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 · 2026-11-12T01:00:00.066079782Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:54:36.396757+00:00

Share price$39.00
1D-0.1%
AH$38.92$38.94$38.95$38.96$38.985:30 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$0.32$0.80$1.27$1.74$2.22$37.14$38.15$39.15$40.15$41.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive BKF spot · $39.00BKF PRICE$0.85$0.38$0.40$0.45$0.49$0.53$0.71$0.99$1.26$1.53$1.81$2.08$0.85$0.38$0.42$0.46$0.50$0.62$0.86$1.09$1.33$1.48$1.60$1.71
Puts——
Calls——
Skew——
Implied moveBearish±$1.15
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.91139.1%25.0%34.12115.6%14.7%
25Δ
30Δ40.2434.1%4.1%38.0532.7%3.4%
35Δ39.8429.6%3.2%38.3229.9%2.8%
40Δ39.5927.3%2.7%38.5827.1%2.3%
45Δ39.3525.1%2.1%38.8424.4%1.7%
50Δ39.1022.8%1.6%39.1124.0%1.3%
55Δ38.8123.3%1.3%39.3827.2%1.2%
60Δ38.4925.7%1.2%39.6530.3%1.1%
65Δ38.1728.1%1.1%39.9233.5%1.1%
70Δ37.8430.6%1.0%40.1332.7%0.9%
75Δ37.5233.0%0.8%40.3330.2%0.7%
80Δ37.2035.4%0.7%40.5227.7%0.5%

20Δ

Calls
Pseudo strike
47.91
IV
139.1%
B/E move
25.0%
Puts
Pseudo strike
34.12
IV
115.6%
B/E move
14.7%

25Δ

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

30Δ

Calls
Pseudo strike
40.24
IV
34.1%
B/E move
4.1%
Puts
Pseudo strike
38.05
IV
32.7%
B/E move
3.4%

35Δ

Calls
Pseudo strike
39.84
IV
29.6%
B/E move
3.2%
Puts
Pseudo strike
38.32
IV
29.9%
B/E move
2.8%

40Δ

Calls
Pseudo strike
39.59
IV
27.3%
B/E move
2.7%
Puts
Pseudo strike
38.58
IV
27.1%
B/E move
2.3%

45Δ

Calls
Pseudo strike
39.35
IV
25.1%
B/E move
2.1%
Puts
Pseudo strike
38.84
IV
24.4%
B/E move
1.7%

50Δ

Calls
Pseudo strike
39.10
IV
22.8%
B/E move
1.6%
Puts
Pseudo strike
39.11
IV
24.0%
B/E move
1.3%

55Δ

Calls
Pseudo strike
38.81
IV
23.3%
B/E move
1.3%
Puts
Pseudo strike
39.38
IV
27.2%
B/E move
1.2%

60Δ

Calls
Pseudo strike
38.49
IV
25.7%
B/E move
1.2%
Puts
Pseudo strike
39.65
IV
30.3%
B/E move
1.1%

65Δ

Calls
Pseudo strike
38.17
IV
28.1%
B/E move
1.1%
Puts
Pseudo strike
39.92
IV
33.5%
B/E move
1.1%

70Δ

Calls
Pseudo strike
37.84
IV
30.6%
B/E move
1.0%
Puts
Pseudo strike
40.13
IV
32.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
37.52
IV
33.0%
B/E move
0.8%
Puts
Pseudo strike
40.33
IV
30.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
37.20
IV
35.4%
B/E move
0.7%
Puts
Pseudo strike
40.52
IV
27.7%
B/E move
0.5%

Options history

IV · four-Friday blend26.36%
Daily close
BKF16.5%35.6%54.7%2026-08-13: 31.27%2026-08-14: 32.41%2026-08-17: 32.24%2026-08-18: 39.63%2026-08-19: 38.60%2026-08-20: 52.10%2026-08-21: 24.74%2026-08-24: 23.05%2026-08-25: 22.15%2026-08-26: 25.36%2026-08-27: 20.06%2026-08-28: 21.01%2026-08-31: 23.49%2026-09-01: 26.10%2026-09-02: 24.18%2026-09-03: 22.07%2026-09-04: 20.96%2026-09-08: 22.71%2026-09-09: 23.42%2026-09-10: 28.23%2026-09-11: 20.96%2026-09-14: 29.01%2026-09-15: 34.47%2026-09-16: 42.48%2026-09-17: 37.55%2026-09-18: 24.13%2026-09-21: 23.96%2026-09-22: 22.44%2026-09-23: 25.30%2026-09-24: 19.11%2026-09-25: 20.55%2026-09-28: 20.42%2026-09-29: 24.18%2026-09-30: 22.72%2026-10-01: 23.81%2026-10-02: 25.22%2026-10-05: 25.51%2026-10-06: 26.88%2026-10-07: 25.61%2026-10-08: 22.62%2026-10-09: 22.13%2026-10-12: 26.66%2026-10-13: 25.62%2026-10-14: 37.97%2026-10-15: 37.70%2026-10-16: 22.13%2026-10-19: 22.46%2026-10-20: 22.66%2026-10-21: 21.12%2026-10-22: 22.92%2026-10-23: 23.78%2026-10-26: 24.68%2026-10-27: 25.19%2026-10-28: 26.07%2026-10-29: 22.38%2026-10-30: 26.36%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
31.27%
32.41%
32.24%
39.63%
38.60%
52.10%
24.74%
23.05%
22.15%
25.36%
20.06%
21.01%
23.49%
26.10%
24.18%
22.07%
20.96%
22.71%
23.42%
28.23%
20.96%
29.01%
34.47%
42.48%
37.55%
24.13%
23.96%
22.44%
25.30%
19.11%
20.55%
20.42%
24.18%
22.72%
23.81%
25.22%
25.51%
26.88%
25.61%
22.62%
22.13%
26.66%
25.62%
37.97%
37.70%
22.13%
22.46%
22.66%
21.12%
22.92%
23.78%
24.68%
25.19%
26.07%
22.38%
26.36%