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iShares MSCI China Small-Cap ETF ECNS

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Market datapartial · fetched 2026-10-22T23:54:54.290Z

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 · 2026-10-22T22:30:00.003941269Z

FundamentalsAlpha Vantage · unavailable

Share price$26.22
1D+0.7%
AH$25.87$25.97$26.06$26.15$26.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMECNS
Sold putSold callAH

iShares MSCI China Small-Cap ETF options

Live interpolated ECNS call and put midpoint premiums by absolute delta.iShares MSCI China Small-Cap ETF$0.46$1.06$1.67$2.27$2.88$23.11$24.61$26.11$27.61$29.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ECNS spot · $26.22ECNS PRICE$0.53$0.53$0.55$0.58$0.62$0.68$0.73$0.78$0.84$0.92$0.99$1.07$1.14$0.53$0.54$0.60$0.67$0.75$0.83$0.90$0.97$1.04$1.16$1.55$1.95$2.70
PutsExpensive1.34×
CallsExpensive1.56×
SkewBearish+3.03 pp
Implied moveBearish±$1.63
TiltBearish17.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.6770.0%22.8%23.1859.2%13.6%
25Δ29.3451.5%13.9%24.2646.8%9.6%
30Δ28.1941.5%9.6%24.9540.1%7.1%
35Δ27.5636.0%7.3%25.3737.0%5.8%
40Δ27.0131.2%5.4%25.7634.1%4.6%
45Δ26.7428.9%4.6%26.1031.6%3.6%
50Δ26.4726.5%3.7%26.3329.4%3.0%
55Δ26.2024.2%2.9%26.5727.3%2.4%
60Δ25.9622.1%2.2%26.8025.2%1.8%
65Δ25.7920.7%1.9%27.0723.8%1.2%
70Δ25.6319.3%1.5%27.5026.7%1.0%
75Δ25.4617.9%1.2%27.9429.7%0.9%
80Δ25.3016.5%0.8%28.7434.9%0.7%

20Δ

Calls
Pseudo strike
31.67
IV
70.0%
B/E move
22.8%
Puts
Pseudo strike
23.18
IV
59.2%
B/E move
13.6%

25Δ

Calls
Pseudo strike
29.34
IV
51.5%
B/E move
13.9%
Puts
Pseudo strike
24.26
IV
46.8%
B/E move
9.6%

30Δ

Calls
Pseudo strike
28.19
IV
41.5%
B/E move
9.6%
Puts
Pseudo strike
24.95
IV
40.1%
B/E move
7.1%

35Δ

Calls
Pseudo strike
27.56
IV
36.0%
B/E move
7.3%
Puts
Pseudo strike
25.37
IV
37.0%
B/E move
5.8%

40Δ

Calls
Pseudo strike
27.01
IV
31.2%
B/E move
5.4%
Puts
Pseudo strike
25.76
IV
34.1%
B/E move
4.6%

45Δ

Calls
Pseudo strike
26.74
IV
28.9%
B/E move
4.6%
Puts
Pseudo strike
26.10
IV
31.6%
B/E move
3.6%

50Δ

Calls
Pseudo strike
26.47
IV
26.5%
B/E move
3.7%
Puts
Pseudo strike
26.33
IV
29.4%
B/E move
3.0%

55Δ

Calls
Pseudo strike
26.20
IV
24.2%
B/E move
2.9%
Puts
Pseudo strike
26.57
IV
27.3%
B/E move
2.4%

60Δ

Calls
Pseudo strike
25.96
IV
22.1%
B/E move
2.2%
Puts
Pseudo strike
26.80
IV
25.2%
B/E move
1.8%

65Δ

Calls
Pseudo strike
25.79
IV
20.7%
B/E move
1.9%
Puts
Pseudo strike
27.07
IV
23.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
25.63
IV
19.3%
B/E move
1.5%
Puts
Pseudo strike
27.50
IV
26.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
25.46
IV
17.9%
B/E move
1.2%
Puts
Pseudo strike
27.94
IV
29.7%
B/E move
0.9%

80Δ

Calls
Pseudo strike
25.30
IV
16.5%
B/E move
0.8%
Puts
Pseudo strike
28.74
IV
34.9%
B/E move
0.7%

Options history

ECNS26.4226.5626.692026-10-20: 26.67%2026-10-21: 26.45%Oct 20Oct 21
Table
DateIV
26.67%
26.45%