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iShares MSCI Emerging Markets ETF EEM

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Market dataready · fetched 2026-10-16T00:17:58.472Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.086707706Z

FundamentalsAlpha Vantage · ready

Share price$63.96
1D+1.6%
AH$62.74$63.08$63.42$63.76$64.095:30 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$0.34$1.83$3.32$4.82$6.31$57.52$60.75$63.99$67.22$70.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EEM spot · $63.96EEM PRICE$0.50$0.63$0.81$1.00$1.25$1.64$1.78$2.10$2.43$2.83$3.64$3.78$4.62$0.62$0.83$1.01$1.23$1.44$1.73$2.01$2.30$2.67$3.07$3.69$5.41$5.88
PutsFair0.97×
CallsExpensive1.12×
SkewBearish+1.59 pp
Implied moveBearish±$3.79
TiltBearish8.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.4022.9%7.7%60.0626.6%7.1%
25Δ67.3921.7%6.4%60.9126.5%6.1%
30Δ66.7422.0%5.6%61.7925.2%5.0%
35Δ66.1022.0%4.9%62.5024.9%4.2%
40Δ65.5422.6%4.4%63.1724.1%3.5%
45Δ65.0525.2%4.3%63.7924.2%3.0%
50Δ64.3823.1%3.4%64.3924.0%2.5%
55Δ63.7923.6%3.0%64.9823.5%2.0%
60Δ63.1923.6%2.6%65.6023.4%1.6%
65Δ62.5523.9%2.2%66.2223.3%1.3%
70Δ61.6427.0%2.1%67.0224.2%1.0%
75Δ61.1724.1%1.5%68.7930.0%0.9%
80Δ60.1825.7%1.3%69.5028.4%0.5%

20Δ

Calls
Pseudo strike
68.40
IV
22.9%
B/E move
7.7%
Puts
Pseudo strike
60.06
IV
26.6%
B/E move
7.1%

25Δ

Calls
Pseudo strike
67.39
IV
21.7%
B/E move
6.4%
Puts
Pseudo strike
60.91
IV
26.5%
B/E move
6.1%

30Δ

Calls
Pseudo strike
66.74
IV
22.0%
B/E move
5.6%
Puts
Pseudo strike
61.79
IV
25.2%
B/E move
5.0%

35Δ

Calls
Pseudo strike
66.10
IV
22.0%
B/E move
4.9%
Puts
Pseudo strike
62.50
IV
24.9%
B/E move
4.2%

40Δ

Calls
Pseudo strike
65.54
IV
22.6%
B/E move
4.4%
Puts
Pseudo strike
63.17
IV
24.1%
B/E move
3.5%

45Δ

Calls
Pseudo strike
65.05
IV
25.2%
B/E move
4.3%
Puts
Pseudo strike
63.79
IV
24.2%
B/E move
3.0%

50Δ

Calls
Pseudo strike
64.38
IV
23.1%
B/E move
3.4%
Puts
Pseudo strike
64.39
IV
24.0%
B/E move
2.5%

55Δ

Calls
Pseudo strike
63.79
IV
23.6%
B/E move
3.0%
Puts
Pseudo strike
64.98
IV
23.5%
B/E move
2.0%

60Δ

Calls
Pseudo strike
63.19
IV
23.6%
B/E move
2.6%
Puts
Pseudo strike
65.60
IV
23.4%
B/E move
1.6%

65Δ

Calls
Pseudo strike
62.55
IV
23.9%
B/E move
2.2%
Puts
Pseudo strike
66.22
IV
23.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
61.64
IV
27.0%
B/E move
2.1%
Puts
Pseudo strike
67.02
IV
24.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
61.17
IV
24.1%
B/E move
1.5%
Puts
Pseudo strike
68.79
IV
30.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
60.18
IV
25.7%
B/E move
1.3%
Puts
Pseudo strike
69.50
IV
28.4%
B/E move
0.5%