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iShares MSCI China A ETF CNYA

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Market datapartial · fetched 2026-10-22T04:42:15.955Z

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 · 2026-10-22T00:00:01.772974956Z

FundamentalsAlpha Vantage · unavailable

Share price$31.83
1D-0.3%
AH$31.81$31.85$31.88$31.91$31.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCNYA
Sold putSold callAH

iShares MSCI China A ETF options

Live interpolated CNYA call and put midpoint premiums by absolute delta.iShares MSCI China A ETF$0.50$0.95$1.41$1.86$2.31$27.46$29.71$31.97$34.23$36.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CNYA spot · $31.83CNYA PRICE$0.55$0.57$0.62$0.69$0.76$0.84$0.92$1.04$1.16$1.29$1.49$1.83$2.18$0.56$0.61$0.66$0.72$0.79$0.86$0.93$1.04$1.14$1.24$1.35$1.59$1.88
PutsCheap0.74×
CallsCheap0.84×
SkewBullish-3.22 pp
Implied moveBalanced±$1.85
TiltBullish2.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.3258.7%19.0%28.4952.0%12.3%
25Δ35.1745.3%12.3%29.6342.5%8.8%
30Δ34.0338.2%8.9%30.3736.7%6.7%
35Δ33.3734.2%7.0%30.9632.1%5.0%
40Δ32.8331.0%5.5%31.3329.5%4.1%
45Δ32.4428.8%4.5%31.6827.0%3.2%
50Δ32.0526.5%3.6%32.0224.7%2.3%
55Δ31.7525.6%3.0%32.2523.5%1.9%
60Δ31.4724.8%2.5%32.4822.4%1.5%
65Δ31.1924.1%2.0%32.7121.2%1.1%
70Δ30.8624.1%1.6%32.9420.1%0.8%
75Δ30.4425.6%1.4%33.2620.0%0.5%
80Δ30.0327.1%1.2%33.6220.3%0.3%

20Δ

Calls
Pseudo strike
37.32
IV
58.7%
B/E move
19.0%
Puts
Pseudo strike
28.49
IV
52.0%
B/E move
12.3%

25Δ

Calls
Pseudo strike
35.17
IV
45.3%
B/E move
12.3%
Puts
Pseudo strike
29.63
IV
42.5%
B/E move
8.8%

30Δ

Calls
Pseudo strike
34.03
IV
38.2%
B/E move
8.9%
Puts
Pseudo strike
30.37
IV
36.7%
B/E move
6.7%

35Δ

Calls
Pseudo strike
33.37
IV
34.2%
B/E move
7.0%
Puts
Pseudo strike
30.96
IV
32.1%
B/E move
5.0%

40Δ

Calls
Pseudo strike
32.83
IV
31.0%
B/E move
5.5%
Puts
Pseudo strike
31.33
IV
29.5%
B/E move
4.1%

45Δ

Calls
Pseudo strike
32.44
IV
28.8%
B/E move
4.5%
Puts
Pseudo strike
31.68
IV
27.0%
B/E move
3.2%

50Δ

Calls
Pseudo strike
32.05
IV
26.5%
B/E move
3.6%
Puts
Pseudo strike
32.02
IV
24.7%
B/E move
2.3%

55Δ

Calls
Pseudo strike
31.75
IV
25.6%
B/E move
3.0%
Puts
Pseudo strike
32.25
IV
23.5%
B/E move
1.9%

60Δ

Calls
Pseudo strike
31.47
IV
24.8%
B/E move
2.5%
Puts
Pseudo strike
32.48
IV
22.4%
B/E move
1.5%

65Δ

Calls
Pseudo strike
31.19
IV
24.1%
B/E move
2.0%
Puts
Pseudo strike
32.71
IV
21.2%
B/E move
1.1%

70Δ

Calls
Pseudo strike
30.86
IV
24.1%
B/E move
1.6%
Puts
Pseudo strike
32.94
IV
20.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
30.44
IV
25.6%
B/E move
1.4%
Puts
Pseudo strike
33.26
IV
20.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
30.03
IV
27.1%
B/E move
1.2%
Puts
Pseudo strike
33.62
IV
20.3%
B/E move
0.3%

Options history

No recorded observations