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iShares MSCI Emerging Markets Small-Cap ETF EEMS

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Market datapartial · fetched 2026-10-22T15:47:38.426Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-10-22T15:40:15.338666826Z

FundamentalsAlpha Vantage · unavailable

Share price$71.57
1D-0.5%
$71.40$71.58$71.76$71.93$72.115:30 AM6:30 AM9:00 AM1:00 PMEEMS
Sold putSold call

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$2.45$3.85$5.24$6.64$8.03$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEEEMS PRICE$3.61$4.24$4.88$5.51$6.26$7.63$2.60$3.12$3.66$4.33
PutsFair1.03×
CallsExpensive1.09×
SkewBearish+3.72 pp
Implied move——
TiltBullish40.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ69.5822.2%6.4%
40Δ70.9021.9%5.3%
45Δ72.2121.7%4.2%
50Δ73.4821.7%3.4%
55Δ72.1717.8%5.9%
60Δ71.0917.8%5.3%
65Δ70.0017.9%4.6%
70Δ68.9217.9%4.0%
75Δ67.7418.2%3.4%
80Δ66.0919.4%3.0%

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
69.58
IV
22.2%
B/E move
6.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
70.90
IV
21.9%
B/E move
5.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.21
IV
21.7%
B/E move
4.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.48
IV
21.7%
B/E move
3.4%

55Δ

Calls
Pseudo strike
72.17
IV
17.8%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
71.09
IV
17.8%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
70.00
IV
17.9%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
68.92
IV
17.9%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
67.74
IV
18.2%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
66.09
IV
19.4%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations