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iShares J.P. Morgan EM Corporate Bond ETF CEMB

i

Market datapartial · fetched 2026-11-13T17:10:35.008Z

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 · 2026-11-13T17:05:55.256802957Z

FundamentalsAlpha Vantage · unavailable

Share price$43.78
1D-0.1%
$43.73$43.76$43.79$43.81$43.845:30 AM6:30 AM9:00 AM1:00 PMCEMB
Sold putSold call

iShares J.P. Morgan EM Corporate Bond ETF options

Live interpolated CEMB call and put midpoint premiums by absolute delta.iShares J.P. Morgan EM Corporate Bond ETF$0.73$0.93$1.12$1.32$1.51$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICECEMB PRICE$0.75$0.75$0.75$0.80$0.87$0.94$1.01$1.08$1.15$1.24$1.35$1.46$0.75
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.96106.2%12.7%
25Δ48.1989.2%11.8%
30Δ46.2967.8%7.4%
35Δ45.3054.6%5.2%
40Δ44.7948.3%4.1%
45Δ44.4745.0%3.6%
50Δ44.1641.7%3.0%
55Δ43.8438.4%2.4%
60Δ43.5235.1%1.9%
65Δ43.2131.8%1.3%
70Δ42.9428.9%0.9%
75Δ42.7526.7%0.7%
80Δ42.5724.5%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.96
IV
106.2%
B/E move
12.7%

25Δ

Calls
Pseudo strike
48.19
IV
89.2%
B/E move
11.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
46.29
IV
67.8%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
45.30
IV
54.6%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
44.79
IV
48.3%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
44.47
IV
45.0%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
44.16
IV
41.7%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
43.84
IV
38.4%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
43.52
IV
35.1%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
43.21
IV
31.8%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
42.94
IV
28.9%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
42.75
IV
26.7%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
42.57
IV
24.5%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend15.04%
Daily EOD
CEMB13.5%15.1%16.7%2026-10-20: 14.62%2026-10-21: 13.72%2026-10-22: 13.86%2026-10-23: 14.34%2026-10-26: 15.28%2026-10-27: 14.47%2026-10-28: 15.62%2026-10-29: 16.44%2026-10-30: 15.04%Oct 20Oct 26Oct 30
9 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
14.62%
13.72%
13.86%
14.34%
15.28%
14.47%
15.62%
16.44%
15.04%