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iShares MSCI Indonesia ETF EIDO

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Market datapartial · fetched 2026-10-23T00:22:55.748Z

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 · 2026-10-23T00:00:00.119411844Z

FundamentalsAlpha Vantage · unavailable

Share price$10.63
1D+0.3%
AH$10.55$10.57$10.60$10.62$10.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEIDO
Sold putSold callAH

iShares MSCI Indonesia ETF options

Live interpolated EIDO call and put midpoint premiums by absolute delta.iShares MSCI Indonesia ETF$0.21$0.52$0.83$1.14$1.45$8.06$9.36$10.65$11.95$13.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EIDO spot · $10.63EIDO PRICE$0.36$0.63$0.54$0.37$0.29$0.42$0.56$0.69$0.82$0.96$1.09$1.22$1.36$0.24$0.27$0.30$0.33$0.35$0.38$0.41$0.44$0.47$0.50$0.76$1.05$1.33
PutsCheap0.65×
CallsExpensive2.07×
SkewBullish-26.06 pp
Implied moveBullish±$0.97
TiltBullish15.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.17125.7%55.5%9.1170.1%16.6%
25Δ16.84175.9%64.3%9.3165.1%14.9%
30Δ14.13124.6%38.0%9.5260.2%13.2%
35Δ12.3171.1%19.3%9.7355.3%11.5%
40Δ10.9533.7%5.7%9.9450.3%9.8%
45Δ10.7937.9%5.4%10.1545.4%8.1%
50Δ10.6242.1%5.1%10.3640.5%6.4%
55Δ10.4546.3%4.8%10.5735.5%4.7%
60Δ10.2850.5%4.5%10.7830.6%3.0%
65Δ10.1254.8%4.2%10.9925.7%1.3%
70Δ9.9456.7%3.7%11.2830.1%1.1%
75Δ9.7353.6%3.1%11.5735.3%1.0%
80Δ9.5350.6%2.4%11.8740.5%0.8%

20Δ

Calls
Pseudo strike
16.17
IV
125.7%
B/E move
55.5%
Puts
Pseudo strike
9.11
IV
70.1%
B/E move
16.6%

25Δ

Calls
Pseudo strike
16.84
IV
175.9%
B/E move
64.3%
Puts
Pseudo strike
9.31
IV
65.1%
B/E move
14.9%

30Δ

Calls
Pseudo strike
14.13
IV
124.6%
B/E move
38.0%
Puts
Pseudo strike
9.52
IV
60.2%
B/E move
13.2%

35Δ

Calls
Pseudo strike
12.31
IV
71.1%
B/E move
19.3%
Puts
Pseudo strike
9.73
IV
55.3%
B/E move
11.5%

40Δ

Calls
Pseudo strike
10.95
IV
33.7%
B/E move
5.7%
Puts
Pseudo strike
9.94
IV
50.3%
B/E move
9.8%

45Δ

Calls
Pseudo strike
10.79
IV
37.9%
B/E move
5.4%
Puts
Pseudo strike
10.15
IV
45.4%
B/E move
8.1%

50Δ

Calls
Pseudo strike
10.62
IV
42.1%
B/E move
5.1%
Puts
Pseudo strike
10.36
IV
40.5%
B/E move
6.4%

55Δ

Calls
Pseudo strike
10.45
IV
46.3%
B/E move
4.8%
Puts
Pseudo strike
10.57
IV
35.5%
B/E move
4.7%

60Δ

Calls
Pseudo strike
10.28
IV
50.5%
B/E move
4.5%
Puts
Pseudo strike
10.78
IV
30.6%
B/E move
3.0%

65Δ

Calls
Pseudo strike
10.12
IV
54.8%
B/E move
4.2%
Puts
Pseudo strike
10.99
IV
25.7%
B/E move
1.3%

70Δ

Calls
Pseudo strike
9.94
IV
56.7%
B/E move
3.7%
Puts
Pseudo strike
11.28
IV
30.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
9.73
IV
53.6%
B/E move
3.1%
Puts
Pseudo strike
11.57
IV
35.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
9.53
IV
50.6%
B/E move
2.4%
Puts
Pseudo strike
11.87
IV
40.5%
B/E move
0.8%

Options history

EIDO55.1855.2455.292026-10-20: 55.24%Oct 20Oct 20
Table
DateIV
55.24%