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iShares MSCI Emerging Markets ETF EEM

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Market dataready · fetched 2026-10-16T21:48:03.269Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:42:40.879896963Z

FundamentalsAlpha Vantage · ready

Share price$62.64
1D-1.5%
AH$62.62$62.92$63.22$63.51$63.815:30 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$0.08$1.51$2.94$4.36$5.79$59.19$61.24$63.29$65.34$67.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EEM spot · $62.64EEM PRICE$0.24$0.31$0.40$0.50$0.62$0.75$0.88$1.02$1.25$1.51$1.82$2.53$5.38$0.51$0.34$0.42$0.50$0.60$0.71$0.81$0.92$1.06$1.22$1.36$1.49$1.63
PutsCheap0.84×
CallsExpensive1.64×
SkewBullish-4.52 pp
Implied moveBullish±$1.69
TiltBullish19.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.5624.8%3.5%58.0364.0%8.2%
25Δ64.1824.4%3.0%61.2125.9%2.8%
30Δ63.8524.5%2.6%61.6024.8%2.3%
35Δ63.5725.1%2.3%61.9124.2%2.0%
40Δ63.2925.6%2.0%62.1923.8%1.7%
45Δ63.0126.0%1.8%62.4623.5%1.4%
50Δ62.7325.8%1.5%62.7122.9%1.2%
55Δ62.4425.8%1.3%62.9622.2%1.0%
60Δ62.1327.2%1.2%63.2122.1%0.8%
65Δ61.7728.7%1.0%63.4622.1%0.6%
70Δ61.3730.2%0.9%63.6921.3%0.5%
75Δ60.6336.5%0.8%63.9120.3%0.3%
80Δ58.0270.5%1.2%64.1219.1%0.2%

20Δ

Calls
Pseudo strike
64.56
IV
24.8%
B/E move
3.5%
Puts
Pseudo strike
58.03
IV
64.0%
B/E move
8.2%

25Δ

Calls
Pseudo strike
64.18
IV
24.4%
B/E move
3.0%
Puts
Pseudo strike
61.21
IV
25.9%
B/E move
2.8%

30Δ

Calls
Pseudo strike
63.85
IV
24.5%
B/E move
2.6%
Puts
Pseudo strike
61.60
IV
24.8%
B/E move
2.3%

35Δ

Calls
Pseudo strike
63.57
IV
25.1%
B/E move
2.3%
Puts
Pseudo strike
61.91
IV
24.2%
B/E move
2.0%

40Δ

Calls
Pseudo strike
63.29
IV
25.6%
B/E move
2.0%
Puts
Pseudo strike
62.19
IV
23.8%
B/E move
1.7%

45Δ

Calls
Pseudo strike
63.01
IV
26.0%
B/E move
1.8%
Puts
Pseudo strike
62.46
IV
23.5%
B/E move
1.4%

50Δ

Calls
Pseudo strike
62.73
IV
25.8%
B/E move
1.5%
Puts
Pseudo strike
62.71
IV
22.9%
B/E move
1.2%

55Δ

Calls
Pseudo strike
62.44
IV
25.8%
B/E move
1.3%
Puts
Pseudo strike
62.96
IV
22.2%
B/E move
1.0%

60Δ

Calls
Pseudo strike
62.13
IV
27.2%
B/E move
1.2%
Puts
Pseudo strike
63.21
IV
22.1%
B/E move
0.8%

65Δ

Calls
Pseudo strike
61.77
IV
28.7%
B/E move
1.0%
Puts
Pseudo strike
63.46
IV
22.1%
B/E move
0.6%

70Δ

Calls
Pseudo strike
61.37
IV
30.2%
B/E move
0.9%
Puts
Pseudo strike
63.69
IV
21.3%
B/E move
0.5%

75Δ

Calls
Pseudo strike
60.63
IV
36.5%
B/E move
0.8%
Puts
Pseudo strike
63.91
IV
20.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
58.02
IV
70.5%
B/E move
1.2%
Puts
Pseudo strike
64.12
IV
19.1%
B/E move
0.2%