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iShares MSCI China A ETF CNYA

i

Market dataready · fetched 2026-11-11T15:46:59.976Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T15:45:55.005675444Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:46:59.415671+00:00

Share price$31.24
1D+0.1%
$31.17$31.19$31.21$31.23$31.255:30 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$0.38$2.06$3.75$5.43$7.12$26.64$28.94$31.24$33.54$35.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CNYA spot · $31.23CNYA PRICE$0.56$0.60$0.74$1.02$1.29$1.57$1.84$2.11$2.39$2.66$2.94$3.21$3.49$1.05$1.44$1.83$2.22$2.61$3.00$3.39$3.78$4.17$6.63
Puts——
CallsFair0.99×
Skew——
Implied moveBearish±$4.06
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.0355.2%20.3%
25Δ34.9344.0%13.8%
30Δ33.7838.4%10.5%
35Δ33.2537.7%9.7%30.1140.3%7.0%
40Δ32.7336.9%8.9%30.7140.9%6.3%
45Δ32.2136.2%8.1%31.3141.4%5.6%
50Δ31.6835.5%7.3%31.9142.0%4.9%
55Δ31.1634.7%6.5%32.5142.6%4.3%
60Δ30.6434.0%5.7%33.1143.1%3.6%
65Δ30.1233.3%4.9%33.7243.7%2.9%
70Δ29.5932.5%4.2%34.3244.3%2.2%
75Δ29.0731.8%3.4%34.9244.8%1.6%
80Δ28.5531.0%2.6%37.4358.5%1.4%

20Δ

Calls
Pseudo strike
37.03
IV
55.2%
B/E move
20.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
34.93
IV
44.0%
B/E move
13.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
33.78
IV
38.4%
B/E move
10.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
33.25
IV
37.7%
B/E move
9.7%
Puts
Pseudo strike
30.11
IV
40.3%
B/E move
7.0%

40Δ

Calls
Pseudo strike
32.73
IV
36.9%
B/E move
8.9%
Puts
Pseudo strike
30.71
IV
40.9%
B/E move
6.3%

45Δ

Calls
Pseudo strike
32.21
IV
36.2%
B/E move
8.1%
Puts
Pseudo strike
31.31
IV
41.4%
B/E move
5.6%

50Δ

Calls
Pseudo strike
31.68
IV
35.5%
B/E move
7.3%
Puts
Pseudo strike
31.91
IV
42.0%
B/E move
4.9%

55Δ

Calls
Pseudo strike
31.16
IV
34.7%
B/E move
6.5%
Puts
Pseudo strike
32.51
IV
42.6%
B/E move
4.3%

60Δ

Calls
Pseudo strike
30.64
IV
34.0%
B/E move
5.7%
Puts
Pseudo strike
33.11
IV
43.1%
B/E move
3.6%

65Δ

Calls
Pseudo strike
30.12
IV
33.3%
B/E move
4.9%
Puts
Pseudo strike
33.72
IV
43.7%
B/E move
2.9%

70Δ

Calls
Pseudo strike
29.59
IV
32.5%
B/E move
4.2%
Puts
Pseudo strike
34.32
IV
44.3%
B/E move
2.2%

75Δ

Calls
Pseudo strike
29.07
IV
31.8%
B/E move
3.4%
Puts
Pseudo strike
34.92
IV
44.8%
B/E move
1.6%

80Δ

Calls
Pseudo strike
28.55
IV
31.0%
B/E move
2.6%
Puts
Pseudo strike
37.43
IV
58.5%
B/E move
1.4%

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%