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iShares MSCI China A ETF CNYA

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Market dataready · fetched 2026-11-11T16:01:34.733Z

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 · 2026-11-11T15:59:12.442475388Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T16:01:34.244428+00:00

Share price$31.26
1D+0.2%
$31.17$31.20$31.23$31.25$31.285:30 AM6:30 AM9:00 AM1:00 PMCNYA
Sold putSold call

iShares MSCI China A ETF options

Live interpolated CNYA call and put midpoint premiums by absolute delta.iShares MSCI China A ETF$0.52$0.79$1.05$1.32$1.58$28.08$29.87$31.66$33.46$35.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CNYA spot · $31.26CNYA PRICE$0.58$0.61$0.64$0.68$0.71$0.74$0.77$0.81$0.85$0.91$0.97$1.04$1.10$0.55$0.56$0.61$0.66$0.71$0.77$0.82$0.87$0.92$0.97$1.09$1.30$1.51
PutsExpensive3.01×
CallsExpensive2.32×
SkewBullish-16.26 pp
Implied moveBearish±$1.59
TiltBearish4.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.97138.4%29.7%27.9592.5%12.3%
25Δ38.79124.7%26.0%29.0772.9%8.8%
30Δ37.61110.9%22.4%29.4167.8%7.9%
35Δ36.4397.2%18.7%29.7662.6%6.9%
40Δ35.2583.5%15.0%30.1057.5%6.0%
45Δ34.0869.7%11.4%30.4452.4%5.1%
50Δ32.9056.0%7.7%30.7947.2%4.1%
55Δ31.7242.2%4.0%31.1342.1%3.2%
60Δ30.9532.9%1.7%31.4737.0%2.3%
65Δ30.8230.4%1.5%31.8131.8%1.3%
70Δ30.6928.0%1.3%32.1229.1%0.8%
75Δ30.5625.6%1.1%32.3829.2%0.6%
80Δ30.4323.1%0.8%32.6329.3%0.4%

20Δ

Calls
Pseudo strike
39.97
IV
138.4%
B/E move
29.7%
Puts
Pseudo strike
27.95
IV
92.5%
B/E move
12.3%

25Δ

Calls
Pseudo strike
38.79
IV
124.7%
B/E move
26.0%
Puts
Pseudo strike
29.07
IV
72.9%
B/E move
8.8%

30Δ

Calls
Pseudo strike
37.61
IV
110.9%
B/E move
22.4%
Puts
Pseudo strike
29.41
IV
67.8%
B/E move
7.9%

35Δ

Calls
Pseudo strike
36.43
IV
97.2%
B/E move
18.7%
Puts
Pseudo strike
29.76
IV
62.6%
B/E move
6.9%

40Δ

Calls
Pseudo strike
35.25
IV
83.5%
B/E move
15.0%
Puts
Pseudo strike
30.10
IV
57.5%
B/E move
6.0%

45Δ

Calls
Pseudo strike
34.08
IV
69.7%
B/E move
11.4%
Puts
Pseudo strike
30.44
IV
52.4%
B/E move
5.1%

50Δ

Calls
Pseudo strike
32.90
IV
56.0%
B/E move
7.7%
Puts
Pseudo strike
30.79
IV
47.2%
B/E move
4.1%

55Δ

Calls
Pseudo strike
31.72
IV
42.2%
B/E move
4.0%
Puts
Pseudo strike
31.13
IV
42.1%
B/E move
3.2%

60Δ

Calls
Pseudo strike
30.95
IV
32.9%
B/E move
1.7%
Puts
Pseudo strike
31.47
IV
37.0%
B/E move
2.3%

65Δ

Calls
Pseudo strike
30.82
IV
30.4%
B/E move
1.5%
Puts
Pseudo strike
31.81
IV
31.8%
B/E move
1.3%

70Δ

Calls
Pseudo strike
30.69
IV
28.0%
B/E move
1.3%
Puts
Pseudo strike
32.12
IV
29.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
30.56
IV
25.6%
B/E move
1.1%
Puts
Pseudo strike
32.38
IV
29.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
30.43
IV
23.1%
B/E move
0.8%
Puts
Pseudo strike
32.63
IV
29.3%
B/E move
0.4%

Options history

IV · four-Friday blend27.69%
Daily EOD
CNYA25.4%26.8%28.2%2026-10-19: 25.55%2026-10-20: 25.84%2026-10-21: 25.98%2026-10-22: 26.69%2026-10-23: 26.95%2026-10-26: 27.16%2026-10-27: 27.19%2026-10-28: 27.27%2026-10-29: 28.05%2026-10-30: 27.69%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.55%
25.84%
25.98%
26.69%
26.95%
27.16%
27.19%
27.27%
28.05%
27.69%