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iShares MSCI Chile ETF ECH

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Market datapartial · fetched 2026-10-22T09:23:04.488Z

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 · 2026-10-22T00:00:02.423227906Z

FundamentalsAlpha Vantage · unavailable

Share price$37.16
1D+0.2%
AH$36.98$37.07$37.15$37.24$37.335:30 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$0.43$1.27$2.10$2.94$3.77$32.24$34.64$37.04$39.44$41.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ECH spot · $37.16ECH PRICE$0.98$0.56$0.52$0.67$0.82$0.93$0.98$1.03$1.53$2.21$2.55$2.91$3.52$0.59$1.16$1.19$0.81$1.08$1.35$1.58$1.81$2.00$2.19$2.42$2.79$3.53
PutsExpensive1.37×
CallsExpensive1.47×
SkewBearish+2.26 pp
Implied moveBearish±$2.56
TiltBearish7.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.1092.1%32.1%33.8345.1%10.5%
25Δ40.4438.6%10.3%33.3467.3%13.4%
30Δ38.8926.7%6.1%34.7455.0%9.7%
35Δ38.5427.5%5.5%36.2630.0%4.6%
40Δ38.1828.3%5.0%36.6332.8%4.3%
45Δ37.8227.4%4.3%37.0035.6%4.1%
50Δ37.4624.7%3.4%37.4635.2%3.4%
55Δ37.1022.1%2.6%37.9234.7%2.8%
60Δ36.5927.6%2.6%38.3233.2%2.3%
65Δ36.0136.4%2.9%38.7131.4%1.7%
70Δ35.4936.5%2.4%39.1230.1%1.2%
75Δ34.9636.4%1.9%39.6229.9%0.9%
80Δ34.2238.3%1.6%40.4731.6%0.6%

20Δ

Calls
Pseudo strike
48.10
IV
92.1%
B/E move
32.1%
Puts
Pseudo strike
33.83
IV
45.1%
B/E move
10.5%

25Δ

Calls
Pseudo strike
40.44
IV
38.6%
B/E move
10.3%
Puts
Pseudo strike
33.34
IV
67.3%
B/E move
13.4%

30Δ

Calls
Pseudo strike
38.89
IV
26.7%
B/E move
6.1%
Puts
Pseudo strike
34.74
IV
55.0%
B/E move
9.7%

35Δ

Calls
Pseudo strike
38.54
IV
27.5%
B/E move
5.5%
Puts
Pseudo strike
36.26
IV
30.0%
B/E move
4.6%

40Δ

Calls
Pseudo strike
38.18
IV
28.3%
B/E move
5.0%
Puts
Pseudo strike
36.63
IV
32.8%
B/E move
4.3%

45Δ

Calls
Pseudo strike
37.82
IV
27.4%
B/E move
4.3%
Puts
Pseudo strike
37.00
IV
35.6%
B/E move
4.1%

50Δ

Calls
Pseudo strike
37.46
IV
24.7%
B/E move
3.4%
Puts
Pseudo strike
37.46
IV
35.2%
B/E move
3.4%

55Δ

Calls
Pseudo strike
37.10
IV
22.1%
B/E move
2.6%
Puts
Pseudo strike
37.92
IV
34.7%
B/E move
2.8%

60Δ

Calls
Pseudo strike
36.59
IV
27.6%
B/E move
2.6%
Puts
Pseudo strike
38.32
IV
33.2%
B/E move
2.3%

65Δ

Calls
Pseudo strike
36.01
IV
36.4%
B/E move
2.9%
Puts
Pseudo strike
38.71
IV
31.4%
B/E move
1.7%

70Δ

Calls
Pseudo strike
35.49
IV
36.5%
B/E move
2.4%
Puts
Pseudo strike
39.12
IV
30.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
34.96
IV
36.4%
B/E move
1.9%
Puts
Pseudo strike
39.62
IV
29.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
34.22
IV
38.3%
B/E move
1.6%
Puts
Pseudo strike
40.47
IV
31.6%
B/E move
0.6%

Options history

No recorded observations