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iShares Emerging Markets Dividend ETF DVYE

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Market dataready · fetched 2026-11-13T04:11:46.030Z

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 · 2026-11-13T01:00:00.117612664Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T04:11:45.485333+00:00

Share price$32.23
1D-0.1%
AH$32.15$32.19$32.23$32.27$32.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDVYE
Sold putSold callAH

iShares Emerging Markets Dividend ETF options

Live interpolated DVYE call and put midpoint premiums by absolute delta.iShares Emerging Markets Dividend ETF$0.26$0.64$1.03$1.41$1.79$28.85$29.94$31.04$32.13$33.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DVYE spot · $32.23DVYE PRICE$0.30$0.42$0.54$0.67$0.79$0.91$1.03$1.15$1.27$1.39$1.68$0.78$0.78$0.79$0.82$0.89$0.97$1.04$1.11$1.18$1.26$1.37$1.48$1.58
PutsExpensive3.57×
Calls——
Skew——
Implied moveBearish±$1.82
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.88134.9%15.9%
25Δ29.45103.6%11.0%
30Δ32.7422.3%2.5%30.4583.7%8.0%
35Δ32.5623.7%2.3%31.1171.4%6.0%
40Δ32.3825.2%2.2%31.4466.3%5.2%
45Δ32.2026.6%2.0%31.7861.1%4.4%
50Δ32.0228.1%1.8%32.1156.0%3.6%
55Δ31.8429.5%1.6%32.4550.9%2.8%
60Δ31.6631.0%1.4%32.7945.7%1.9%
65Δ31.4832.4%1.2%33.0741.4%1.3%
70Δ31.3033.8%1.1%33.2538.6%1.1%
75Δ31.1235.3%0.9%33.4435.7%0.8%
80Δ30.7837.7%0.7%33.6232.9%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.88
IV
134.9%
B/E move
15.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.45
IV
103.6%
B/E move
11.0%

30Δ

Calls
Pseudo strike
32.74
IV
22.3%
B/E move
2.5%
Puts
Pseudo strike
30.45
IV
83.7%
B/E move
8.0%

35Δ

Calls
Pseudo strike
32.56
IV
23.7%
B/E move
2.3%
Puts
Pseudo strike
31.11
IV
71.4%
B/E move
6.0%

40Δ

Calls
Pseudo strike
32.38
IV
25.2%
B/E move
2.2%
Puts
Pseudo strike
31.44
IV
66.3%
B/E move
5.2%

45Δ

Calls
Pseudo strike
32.20
IV
26.6%
B/E move
2.0%
Puts
Pseudo strike
31.78
IV
61.1%
B/E move
4.4%

50Δ

Calls
Pseudo strike
32.02
IV
28.1%
B/E move
1.8%
Puts
Pseudo strike
32.11
IV
56.0%
B/E move
3.6%

55Δ

Calls
Pseudo strike
31.84
IV
29.5%
B/E move
1.6%
Puts
Pseudo strike
32.45
IV
50.9%
B/E move
2.8%

60Δ

Calls
Pseudo strike
31.66
IV
31.0%
B/E move
1.4%
Puts
Pseudo strike
32.79
IV
45.7%
B/E move
1.9%

65Δ

Calls
Pseudo strike
31.48
IV
32.4%
B/E move
1.2%
Puts
Pseudo strike
33.07
IV
41.4%
B/E move
1.3%

70Δ

Calls
Pseudo strike
31.30
IV
33.8%
B/E move
1.1%
Puts
Pseudo strike
33.25
IV
38.6%
B/E move
1.1%

75Δ

Calls
Pseudo strike
31.12
IV
35.3%
B/E move
0.9%
Puts
Pseudo strike
33.44
IV
35.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
30.78
IV
37.7%
B/E move
0.7%
Puts
Pseudo strike
33.62
IV
32.9%
B/E move
0.6%

Options history

IV · four-Friday blend30.30%
Daily EOD
DVYE25.0%27.8%30.7%2026-10-19: 25.50%2026-10-20: 26.09%2026-10-21: 26.08%2026-10-22: 25.37%2026-10-23: 26.54%2026-10-26: 27.61%2026-10-27: 27.46%2026-10-28: 27.64%2026-10-29: 29.75%2026-10-30: 30.30%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.50%
26.09%
26.08%
25.37%
26.54%
27.61%
27.46%
27.64%
29.75%
30.30%