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iShares MSCI China Small-Cap ETF ECNS

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Market dataready · fetched 2026-10-24T04:26:47.945Z

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 · 2026-10-24T00:00:00.126965678Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:26:47.819762+00:00

Share price$26.18
1D+0.9%
AH$25.97$26.08$26.19$26.29$26.405:30 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$0.49$0.83$1.18$1.53$1.88$23.25$24.72$26.20$27.67$29.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ECNS spot · $26.18ECNS PRICE$0.53$0.53$0.55$0.59$0.63$0.69$0.76$0.82$0.91$1.02$1.13$1.25$1.36$0.53$0.56$0.61$0.67$0.72$0.77$0.84$0.91$0.98$1.05$1.24$1.51$1.78
PutsExpensive1.26×
CallsExpensive1.56×
SkewBullish-0.47 pp
Implied moveBearish±$1.60
TiltBearish6.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.6371.5%22.8%23.1360.7%13.7%
25Δ29.2952.6%13.9%24.1749.2%9.8%
30Δ28.1442.4%9.6%24.8642.3%7.4%
35Δ27.5237.0%7.3%25.3237.7%5.8%
40Δ26.9832.2%5.5%25.7233.5%4.5%
45Δ26.7030.1%4.6%26.0730.1%3.4%
50Δ26.4227.9%3.8%26.2828.3%2.8%
55Δ26.1325.7%3.0%26.4926.4%2.3%
60Δ25.8924.3%2.4%26.7124.6%1.7%
65Δ25.6923.4%2.0%26.9222.8%1.2%
70Δ25.4822.5%1.7%27.2122.6%0.8%
75Δ25.2821.6%1.3%27.5323.4%0.6%
80Δ25.0820.8%1.0%27.8524.2%0.4%

20Δ

Calls
Pseudo strike
31.63
IV
71.5%
B/E move
22.8%
Puts
Pseudo strike
23.13
IV
60.7%
B/E move
13.7%

25Δ

Calls
Pseudo strike
29.29
IV
52.6%
B/E move
13.9%
Puts
Pseudo strike
24.17
IV
49.2%
B/E move
9.8%

30Δ

Calls
Pseudo strike
28.14
IV
42.4%
B/E move
9.6%
Puts
Pseudo strike
24.86
IV
42.3%
B/E move
7.4%

35Δ

Calls
Pseudo strike
27.52
IV
37.0%
B/E move
7.3%
Puts
Pseudo strike
25.32
IV
37.7%
B/E move
5.8%

40Δ

Calls
Pseudo strike
26.98
IV
32.2%
B/E move
5.5%
Puts
Pseudo strike
25.72
IV
33.5%
B/E move
4.5%

45Δ

Calls
Pseudo strike
26.70
IV
30.1%
B/E move
4.6%
Puts
Pseudo strike
26.07
IV
30.1%
B/E move
3.4%

50Δ

Calls
Pseudo strike
26.42
IV
27.9%
B/E move
3.8%
Puts
Pseudo strike
26.28
IV
28.3%
B/E move
2.8%

55Δ

Calls
Pseudo strike
26.13
IV
25.7%
B/E move
3.0%
Puts
Pseudo strike
26.49
IV
26.4%
B/E move
2.3%

60Δ

Calls
Pseudo strike
25.89
IV
24.3%
B/E move
2.4%
Puts
Pseudo strike
26.71
IV
24.6%
B/E move
1.7%

65Δ

Calls
Pseudo strike
25.69
IV
23.4%
B/E move
2.0%
Puts
Pseudo strike
26.92
IV
22.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
25.48
IV
22.5%
B/E move
1.7%
Puts
Pseudo strike
27.21
IV
22.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
25.28
IV
21.6%
B/E move
1.3%
Puts
Pseudo strike
27.53
IV
23.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
25.08
IV
20.8%
B/E move
1.0%
Puts
Pseudo strike
27.85
IV
24.2%
B/E move
0.4%

Options history

ECNS26.2727.5928.922026-10-20: 26.67%2026-10-21: 26.45%2026-10-22: 28.73%Oct 20Oct 22
Table
DateIV
26.67%
26.45%
28.73%