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iShares MSCI Chile ETF ECH

i

Market dataready · fetched 2026-11-11T13:48:22.632Z

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 · 2026-11-11T01:00:02.501336868Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:48:22.230504+00:00

Share price$35.86
1D-0.6%
AH$35.62$35.75$35.89$36.02$36.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMECH
Sold putSold callAH

iShares MSCI Chile ETF options

Live interpolated ECH call and put midpoint premiums by absolute delta.iShares MSCI Chile ETF$0.33$1.31$2.28$3.26$4.24$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEECH PRICE$0.44$1.89$2.07$2.25$3.00$0.50$0.74$1.04$1.23$1.10$1.46$1.89$2.58$3.27$3.95
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.7074.4%10.2%
25Δ38.1052.0%7.5%33.3577.1%9.1%
30Δ33.7785.8%8.7%
35Δ34.3584.9%7.6%
40Δ
45Δ
50Δ
55Δ36.3038.6%1.8%
60Δ36.6944.3%1.8%
65Δ34.8257.4%2.4%37.1649.0%1.6%
70Δ34.4654.4%1.9%37.9450.1%1.4%
75Δ34.1151.5%1.4%38.7251.2%1.1%
80Δ33.2860.0%1.2%39.5152.4%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.70
IV
74.4%
B/E move
10.2%

25Δ

Calls
Pseudo strike
38.10
IV
52.0%
B/E move
7.5%
Puts
Pseudo strike
33.35
IV
77.1%
B/E move
9.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.77
IV
85.8%
B/E move
8.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.35
IV
84.9%
B/E move
7.6%

40Δ

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

45Δ

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

50Δ

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

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.30
IV
38.6%
B/E move
1.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.69
IV
44.3%
B/E move
1.8%

65Δ

Calls
Pseudo strike
34.82
IV
57.4%
B/E move
2.4%
Puts
Pseudo strike
37.16
IV
49.0%
B/E move
1.6%

70Δ

Calls
Pseudo strike
34.46
IV
54.4%
B/E move
1.9%
Puts
Pseudo strike
37.94
IV
50.1%
B/E move
1.4%

75Δ

Calls
Pseudo strike
34.11
IV
51.5%
B/E move
1.4%
Puts
Pseudo strike
38.72
IV
51.2%
B/E move
1.1%

80Δ

Calls
Pseudo strike
33.28
IV
60.0%
B/E move
1.2%
Puts
Pseudo strike
39.51
IV
52.4%
B/E move
0.9%

Options history

IV · four-Friday blend30.65%
Daily EOD
ECH28.8%31.0%33.3%2026-10-19: 30.71%2026-10-20: 29.72%2026-10-21: 30.52%2026-10-22: 29.11%2026-10-23: 31.96%2026-10-26: 31.69%2026-10-27: 32.98%2026-10-28: 32.47%2026-10-29: 29.16%2026-10-30: 30.65%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
30.71%
29.72%
30.52%
29.11%
31.96%
31.69%
32.98%
32.47%
29.16%
30.65%