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iShares MSCI Emerging Markets ETF EEM

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Market dataready · fetched 2026-10-15T20:04:05.198Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:29.521018128Z

FundamentalsAlpha Vantage · ready

Share price$63.97
1D+1.8%
AH$62.74$63.07$63.40$63.73$64.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEEM
Sold putSold callAH

iShares MSCI Emerging Markets ETF options

Live interpolated EEM call and put midpoint premiums by absolute delta.iShares MSCI Emerging Markets ETF$0.00$1.61$3.22$4.83$6.44$61.76$62.65$63.54$64.43$65.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $63.97OPTION PRICELive EEM spot · $63.97EEM PRICE$0.12$0.16$0.20$0.25$0.30$0.35$0.40$0.48$0.56$0.63$0.71$0.80$0.89$0.12$0.17$0.21$0.26$0.32$0.38$0.43$0.56$0.70$0.89$2.48$4.07$5.97
PutsFair1.03×
CallsExpensive1.10×
SkewBearish+25.69 pp
Implied moveBearish±$0.84
TiltBearish47.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.8429.4%1.5%63.0931.4%1.6%
25Δ64.6930.3%1.4%63.2532.0%1.4%
30Δ64.5431.2%1.2%63.4132.6%1.2%
35Δ64.4031.2%1.1%63.5632.8%1.1%
40Δ64.2630.9%0.9%63.7032.6%0.9%
45Δ64.1230.7%0.8%63.8432.3%0.8%
50Δ63.9830.4%0.7%63.9832.1%0.7%
55Δ63.8530.4%0.6%64.1634.5%0.6%
60Δ63.7230.3%0.5%64.3337.1%0.5%
65Δ63.5930.3%0.4%64.5541.1%0.5%
70Δ63.4629.9%0.3%66.0284.8%0.7%
75Δ63.3328.7%0.3%67.50128.4%0.8%
80Δ63.2027.5%0.2%69.33173.2%1.0%

20Δ

Calls
Pseudo strike
64.84
IV
29.4%
B/E move
1.5%
Puts
Pseudo strike
63.09
IV
31.4%
B/E move
1.6%

25Δ

Calls
Pseudo strike
64.69
IV
30.3%
B/E move
1.4%
Puts
Pseudo strike
63.25
IV
32.0%
B/E move
1.4%

30Δ

Calls
Pseudo strike
64.54
IV
31.2%
B/E move
1.2%
Puts
Pseudo strike
63.41
IV
32.6%
B/E move
1.2%

35Δ

Calls
Pseudo strike
64.40
IV
31.2%
B/E move
1.1%
Puts
Pseudo strike
63.56
IV
32.8%
B/E move
1.1%

40Δ

Calls
Pseudo strike
64.26
IV
30.9%
B/E move
0.9%
Puts
Pseudo strike
63.70
IV
32.6%
B/E move
0.9%

45Δ

Calls
Pseudo strike
64.12
IV
30.7%
B/E move
0.8%
Puts
Pseudo strike
63.84
IV
32.3%
B/E move
0.8%

50Δ

Calls
Pseudo strike
63.98
IV
30.4%
B/E move
0.7%
Puts
Pseudo strike
63.98
IV
32.1%
B/E move
0.7%

55Δ

Calls
Pseudo strike
63.85
IV
30.4%
B/E move
0.6%
Puts
Pseudo strike
64.16
IV
34.5%
B/E move
0.6%

60Δ

Calls
Pseudo strike
63.72
IV
30.3%
B/E move
0.5%
Puts
Pseudo strike
64.33
IV
37.1%
B/E move
0.5%

65Δ

Calls
Pseudo strike
63.59
IV
30.3%
B/E move
0.4%
Puts
Pseudo strike
64.55
IV
41.1%
B/E move
0.5%

70Δ

Calls
Pseudo strike
63.46
IV
29.9%
B/E move
0.3%
Puts
Pseudo strike
66.02
IV
84.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
63.33
IV
28.7%
B/E move
0.3%
Puts
Pseudo strike
67.50
IV
128.4%
B/E move
0.8%

80Δ

Calls
Pseudo strike
63.20
IV
27.5%
B/E move
0.2%
Puts
Pseudo strike
69.33
IV
173.2%
B/E move
1.0%