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iShares MSCI Emerging Markets Small-Cap ETF EEMS

i

Market dataready · fetched 2026-11-12T03:29:48.225Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-06-17

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 · 2026-11-12T01:00:00.142917417Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:29:47.023703+00:00

Share price$69.67
1D+0.5%
AH$69.24$69.39$69.55$69.70$69.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEEMS
Sold putSold callAH

iShares MSCI Emerging Markets Small-Cap ETF options

Live interpolated EEMS call and put midpoint premiums by absolute delta.iShares MSCI Emerging Markets Small-Cap ETF$4.58$7.86$11.15$14.43$17.72$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEEEMS PRICE$4.93$5.70$6.47$5.90$7.66$10.70$13.74$16.77
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ72.7724.2%4.0%
55Δ75.1025.6%3.2%
60Δ69.6418.7%7.0%78.6028.4%2.5%
65Δ68.3118.8%6.2%82.0931.3%1.9%
70Δ66.9718.7%5.4%85.5934.1%1.2%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.77
IV
24.2%
B/E move
4.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
75.10
IV
25.6%
B/E move
3.2%

60Δ

Calls
Pseudo strike
69.64
IV
18.7%
B/E move
7.0%
Puts
Pseudo strike
78.60
IV
28.4%
B/E move
2.5%

65Δ

Calls
Pseudo strike
68.31
IV
18.8%
B/E move
6.2%
Puts
Pseudo strike
82.09
IV
31.3%
B/E move
1.9%

70Δ

Calls
Pseudo strike
66.97
IV
18.7%
B/E move
5.4%
Puts
Pseudo strike
85.59
IV
34.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend21.59%
Daily close
EEMS16.4%21.7%26.9%2026-08-13: 22.46%2026-08-14: 21.69%2026-08-17: 23.06%2026-08-18: 24.53%2026-08-19: 26.08%2026-08-20: 26.08%2026-08-21: 20.33%2026-08-24: 19.97%2026-08-25: 19.65%2026-08-26: 19.60%2026-08-27: 18.67%2026-08-28: 18.68%2026-08-31: 18.54%2026-09-01: 17.98%2026-09-02: 17.92%2026-09-03: 17.19%2026-09-04: 17.14%2026-09-08: 18.86%2026-09-09: 19.29%2026-09-10: 19.72%2026-09-11: 19.42%2026-09-14: 21.46%2026-09-15: 22.87%2026-09-16: 23.85%2026-09-17: 26.17%2026-09-18: 18.98%2026-09-21: 18.82%2026-09-22: 19.16%2026-09-23: 19.18%2026-09-24: 19.47%2026-09-25: 18.74%2026-09-28: 19.46%2026-09-29: 19.59%2026-09-30: 19.72%2026-10-01: 19.33%2026-10-02: 18.84%2026-10-05: 18.93%2026-10-06: 18.62%2026-10-07: 18.96%2026-10-08: 19.00%2026-10-09: 19.07%2026-10-12: 20.28%2026-10-13: 20.83%2026-10-14: 22.78%2026-10-16: 19.53%2026-10-19: 19.62%2026-10-20: 19.69%2026-10-21: 19.17%2026-10-22: 20.63%2026-10-23: 21.05%2026-10-26: 21.06%2026-10-27: 20.72%2026-10-28: 20.57%2026-10-29: 20.74%2026-10-30: 21.59%Aug 13Sep 22Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
22.46%
21.69%
23.06%
24.53%
26.08%
26.08%
20.33%
19.97%
19.65%
19.60%
18.67%
18.68%
18.54%
17.98%
17.92%
17.19%
17.14%
18.86%
19.29%
19.72%
19.42%
21.46%
22.87%
23.85%
26.17%
18.98%
18.82%
19.16%
19.18%
19.47%
18.74%
19.46%
19.59%
19.72%
19.33%
18.84%
18.93%
18.62%
18.96%
19.00%
19.07%
20.28%
20.83%
22.78%
19.53%
19.62%
19.69%
19.17%
20.63%
21.05%
21.06%
20.72%
20.57%
20.74%
21.59%