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iShares MSCI China Small-Cap ETF ECNS

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Market dataready · fetched 2026-11-12T02:56:41.767Z

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 · 2026-11-12T01:00:00.128573368Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:56:41.461487+00:00

Share price$26.67
1D-0.1%
AH$26.50$26.56$26.62$26.67$26.735:30 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$0.47$0.71$0.95$1.19$1.43$24.96$25.84$26.72$27.60$28.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ECNS spot · $26.67ECNS PRICE$0.50$0.50$0.50$0.51$0.53$0.56$0.60$0.65$0.70$0.75$0.79$0.84$0.62$0.67$0.73$0.79$0.89$1.01$1.13$1.25$1.37
Puts——
Calls——
Skew——
Implied moveBearish±$1.33
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.14122.8%22.4%
25Δ29.8490.4%13.7%
30Δ28.4168.0%8.4%
35Δ27.7756.2%6.1%
40Δ27.3648.5%4.6%26.2051.1%4.1%
45Δ26.9841.3%3.2%26.4447.2%3.4%
50Δ26.8238.7%2.8%26.6943.4%2.7%
55Δ26.6636.1%2.4%26.9439.5%1.9%
60Δ26.5033.5%2.0%27.1437.6%1.6%
65Δ26.3430.8%1.6%27.3336.2%1.3%
70Δ26.1828.2%1.2%27.5234.9%1.0%
75Δ26.0225.6%0.7%27.7133.6%0.8%
80Δ27.9032.3%0.5%

20Δ

Calls
Pseudo strike
32.14
IV
122.8%
B/E move
22.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
29.84
IV
90.4%
B/E move
13.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
28.41
IV
68.0%
B/E move
8.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
27.77
IV
56.2%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
27.36
IV
48.5%
B/E move
4.6%
Puts
Pseudo strike
26.20
IV
51.1%
B/E move
4.1%

45Δ

Calls
Pseudo strike
26.98
IV
41.3%
B/E move
3.2%
Puts
Pseudo strike
26.44
IV
47.2%
B/E move
3.4%

50Δ

Calls
Pseudo strike
26.82
IV
38.7%
B/E move
2.8%
Puts
Pseudo strike
26.69
IV
43.4%
B/E move
2.7%

55Δ

Calls
Pseudo strike
26.66
IV
36.1%
B/E move
2.4%
Puts
Pseudo strike
26.94
IV
39.5%
B/E move
1.9%

60Δ

Calls
Pseudo strike
26.50
IV
33.5%
B/E move
2.0%
Puts
Pseudo strike
27.14
IV
37.6%
B/E move
1.6%

65Δ

Calls
Pseudo strike
26.34
IV
30.8%
B/E move
1.6%
Puts
Pseudo strike
27.33
IV
36.2%
B/E move
1.3%

70Δ

Calls
Pseudo strike
26.18
IV
28.2%
B/E move
1.2%
Puts
Pseudo strike
27.52
IV
34.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
26.02
IV
25.6%
B/E move
0.7%
Puts
Pseudo strike
27.71
IV
33.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.90
IV
32.3%
B/E move
0.5%

Options history

IV · four-Friday blend27.43%
Daily EOD
ECNS26.3%27.6%28.9%2026-10-19: 26.63%2026-10-20: 26.67%2026-10-21: 26.45%2026-10-22: 28.73%2026-10-23: 27.47%2026-10-26: 26.72%2026-10-27: 26.89%2026-10-28: 27.02%2026-10-29: 27.35%2026-10-30: 27.43%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
26.63%
26.67%
26.45%
28.73%
27.47%
26.72%
26.89%
27.02%
27.35%
27.43%