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iShares J.P. Morgan EM Corporate Bond ETF CEMB

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Market datapartial · fetched 2026-10-23T04:12:05.115Z

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 · 2026-10-23T00:00:01.500749056Z

FundamentalsAlpha Vantage · unavailable

Share price$44.01
1D+0.1%
AH$43.90$43.94$43.97$44.01$44.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCEMB
Sold putSold callAH

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$0.45$0.89$1.33$1.77$2.20$41.01$42.52$44.02$45.53$47.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CEMB spot · $44.01CEMB PRICE$0.50$0.50$0.50$0.50$0.52$0.53$0.55$0.57$0.52$0.53$0.54$0.59$0.64$0.69$0.79$0.90$1.01$1.12$1.41$2.08
PutsExpensive3.65×
CallsExpensive5.57×
SkewBullish-0.27 pp
Implied moveBearish±$1.35
TiltBearish44.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.6338.3%11.7%40.7536.0%8.6%
25Δ46.7728.4%7.4%42.0427.5%5.7%
30Δ45.7622.3%5.1%42.7722.7%4.0%
35Δ45.0917.8%3.6%43.2419.9%3.1%
40Δ44.7915.6%2.9%43.5918.0%2.4%
45Δ44.5413.8%2.4%43.9416.1%1.7%
50Δ44.2912.0%1.9%44.1815.5%1.4%
55Δ44.0410.3%1.4%44.4015.1%1.1%
60Δ44.6314.7%0.9%
65Δ44.8514.3%0.6%
70Δ45.2115.3%0.5%
75Δ45.8819.6%0.5%
80Δ

20Δ

Calls
Pseudo strike
48.63
IV
38.3%
B/E move
11.7%
Puts
Pseudo strike
40.75
IV
36.0%
B/E move
8.6%

25Δ

Calls
Pseudo strike
46.77
IV
28.4%
B/E move
7.4%
Puts
Pseudo strike
42.04
IV
27.5%
B/E move
5.7%

30Δ

Calls
Pseudo strike
45.76
IV
22.3%
B/E move
5.1%
Puts
Pseudo strike
42.77
IV
22.7%
B/E move
4.0%

35Δ

Calls
Pseudo strike
45.09
IV
17.8%
B/E move
3.6%
Puts
Pseudo strike
43.24
IV
19.9%
B/E move
3.1%

40Δ

Calls
Pseudo strike
44.79
IV
15.6%
B/E move
2.9%
Puts
Pseudo strike
43.59
IV
18.0%
B/E move
2.4%

45Δ

Calls
Pseudo strike
44.54
IV
13.8%
B/E move
2.4%
Puts
Pseudo strike
43.94
IV
16.1%
B/E move
1.7%

50Δ

Calls
Pseudo strike
44.29
IV
12.0%
B/E move
1.9%
Puts
Pseudo strike
44.18
IV
15.5%
B/E move
1.4%

55Δ

Calls
Pseudo strike
44.04
IV
10.3%
B/E move
1.4%
Puts
Pseudo strike
44.40
IV
15.1%
B/E move
1.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.63
IV
14.7%
B/E move
0.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.85
IV
14.3%
B/E move
0.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.21
IV
15.3%
B/E move
0.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.88
IV
19.6%
B/E move
0.5%

80Δ

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

Options history

CEMB13.6514.1714.692026-10-20: 14.62%2026-10-21: 13.72%Oct 20Oct 21
Table
DateIV
14.62%
13.72%