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iShares MSCI Emerging Markets Min Vol Factor ETF EEMV

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Market datapartial · fetched 2026-10-23T04:27:31.936Z

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

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 · 2026-10-23T00:00:02.397422317Z

FundamentalsAlpha Vantage · unavailable

Share price$71.61
1D-0.6%
AH$71.41$71.59$71.76$71.94$72.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEEMV
Sold putSold callAH

iShares MSCI Emerging Markets Min Vol Factor ETF options

Live interpolated EEMV call and put midpoint premiums by absolute delta.iShares MSCI Emerging Markets Min Vol Factor ETF$0.41$1.75$3.10$4.45$5.79$66.57$69.27$71.97$74.67$77.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EEMV spot · $71.61EEMV PRICE$0.55$0.72$0.91$1.02$1.12$1.27$1.44$1.92$2.34$2.63$3.30$4.36$5.40$0.65$0.85$0.94$1.11$1.33$1.43$1.47$1.58$1.72$1.88$2.38$2.88$3.36
PutsExpensive1.14×
CallsExpensive1.81×
SkewBullish-3.56 pp
Implied moveBalanced±$2.91
TiltBullish11.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ76.7726.2%8.0%67.6227.1%6.5%
25Δ75.4724.6%6.4%68.4327.3%5.6%
30Δ74.7224.7%5.6%69.5223.8%4.2%
35Δ73.8022.5%4.5%70.2622.5%3.4%
40Δ73.0320.3%3.5%70.8322.6%2.9%
45Δ72.4919.2%3.0%71.3720.7%2.3%
50Δ71.9518.5%2.5%71.8918.1%1.7%
55Δ71.3921.2%2.4%72.2916.7%1.3%
60Δ70.8322.8%2.2%72.6615.7%0.9%
65Δ70.2822.2%1.8%73.0314.8%0.6%
70Δ69.4724.3%1.6%73.6216.0%0.5%
75Δ68.3228.3%1.5%74.2216.8%0.4%
80Δ67.1130.6%1.3%74.8317.0%0.2%

20Δ

Calls
Pseudo strike
76.77
IV
26.2%
B/E move
8.0%
Puts
Pseudo strike
67.62
IV
27.1%
B/E move
6.5%

25Δ

Calls
Pseudo strike
75.47
IV
24.6%
B/E move
6.4%
Puts
Pseudo strike
68.43
IV
27.3%
B/E move
5.6%

30Δ

Calls
Pseudo strike
74.72
IV
24.7%
B/E move
5.6%
Puts
Pseudo strike
69.52
IV
23.8%
B/E move
4.2%

35Δ

Calls
Pseudo strike
73.80
IV
22.5%
B/E move
4.5%
Puts
Pseudo strike
70.26
IV
22.5%
B/E move
3.4%

40Δ

Calls
Pseudo strike
73.03
IV
20.3%
B/E move
3.5%
Puts
Pseudo strike
70.83
IV
22.6%
B/E move
2.9%

45Δ

Calls
Pseudo strike
72.49
IV
19.2%
B/E move
3.0%
Puts
Pseudo strike
71.37
IV
20.7%
B/E move
2.3%

50Δ

Calls
Pseudo strike
71.95
IV
18.5%
B/E move
2.5%
Puts
Pseudo strike
71.89
IV
18.1%
B/E move
1.7%

55Δ

Calls
Pseudo strike
71.39
IV
21.2%
B/E move
2.4%
Puts
Pseudo strike
72.29
IV
16.7%
B/E move
1.3%

60Δ

Calls
Pseudo strike
70.83
IV
22.8%
B/E move
2.2%
Puts
Pseudo strike
72.66
IV
15.7%
B/E move
0.9%

65Δ

Calls
Pseudo strike
70.28
IV
22.2%
B/E move
1.8%
Puts
Pseudo strike
73.03
IV
14.8%
B/E move
0.6%

70Δ

Calls
Pseudo strike
69.47
IV
24.3%
B/E move
1.6%
Puts
Pseudo strike
73.62
IV
16.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
68.32
IV
28.3%
B/E move
1.5%
Puts
Pseudo strike
74.22
IV
16.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
67.11
IV
30.6%
B/E move
1.3%
Puts
Pseudo strike
74.83
IV
17.0%
B/E move
0.2%

Options history

EEMV17.2117.6018.002026-10-20: 17.94%2026-10-21: 17.26%Oct 20Oct 21
Table
DateIV
17.94%
17.26%