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iShares MSCI Indonesia ETF EIDO

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Market dataready · fetched 2026-11-13T02:14:09.814Z

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: 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 · 2026-11-13T01:00:00.123204248Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:10:05.277330+00:00

Share price$10.47
1D+1.1%
AH$10.36$10.40$10.43$10.47$10.505:30 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$0.09$0.78$1.46$2.15$2.83$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEEIDO PRICE$1.32$1.04$1.57$2.10$2.64$1.32$0.17$0.28$0.39$0.50$0.61$0.72$0.83$0.94$1.05$1.16$1.27$1.37
PutsExpensive3.15×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.36517.9%42.4%
25Δ10.1242.1%4.9%
30Δ10.2744.4%4.6%
35Δ19.14533.3%95.4%10.4246.7%4.2%
40Δ10.5648.9%3.9%
45Δ10.7151.2%3.5%
50Δ10.8653.5%3.2%
55Δ11.0055.7%2.8%
60Δ11.1558.0%2.5%
65Δ9.91120.7%4.6%11.2960.3%2.1%
70Δ9.36156.3%4.4%11.4462.5%1.8%
75Δ8.82191.9%4.3%11.5964.8%1.4%
80Δ8.27227.6%4.2%11.7367.1%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.36
IV
517.9%
B/E move
42.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.12
IV
42.1%
B/E move
4.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.27
IV
44.4%
B/E move
4.6%

35Δ

Calls
Pseudo strike
19.14
IV
533.3%
B/E move
95.4%
Puts
Pseudo strike
10.42
IV
46.7%
B/E move
4.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.56
IV
48.9%
B/E move
3.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.71
IV
51.2%
B/E move
3.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.86
IV
53.5%
B/E move
3.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.00
IV
55.7%
B/E move
2.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.15
IV
58.0%
B/E move
2.5%

65Δ

Calls
Pseudo strike
9.91
IV
120.7%
B/E move
4.6%
Puts
Pseudo strike
11.29
IV
60.3%
B/E move
2.1%

70Δ

Calls
Pseudo strike
9.36
IV
156.3%
B/E move
4.4%
Puts
Pseudo strike
11.44
IV
62.5%
B/E move
1.8%

75Δ

Calls
Pseudo strike
8.82
IV
191.9%
B/E move
4.3%
Puts
Pseudo strike
11.59
IV
64.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
8.27
IV
227.6%
B/E move
4.2%
Puts
Pseudo strike
11.73
IV
67.1%
B/E move
1.1%

Options history

IV · four-Friday blend57.80%
Daily close
EIDO29.3%86.7%144.2%2026-08-20: 136.24%2026-08-21: 47.91%2026-08-24: 45.94%2026-08-25: 43.55%2026-08-27: 45.58%2026-08-28: 59.79%2026-08-31: 48.25%2026-09-01: 50.56%2026-09-02: 41.37%2026-09-03: 58.37%2026-09-04: 59.72%2026-09-08: 58.75%2026-09-09: 56.47%2026-09-10: 51.58%2026-09-11: 63.28%2026-09-14: 53.87%2026-09-18: 51.35%2026-09-21: 49.70%2026-09-22: 47.52%2026-09-24: 48.21%2026-09-25: 44.34%2026-09-28: 44.32%2026-09-29: 45.31%2026-10-05: 43.00%2026-10-06: 37.23%2026-10-16: 44.34%2026-10-19: 50.09%2026-10-20: 55.24%2026-10-22: 48.93%2026-10-23: 53.45%2026-10-28: 68.40%2026-10-29: 65.10%2026-10-30: 57.80%Aug 20Sep 18Oct 30
33 observations2026-08-20 — 2026-10-30
Table
DateIV (%)
136.24%
47.91%
45.94%
43.55%
45.58%
59.79%
48.25%
50.56%
41.37%
58.37%
59.72%
58.75%
56.47%
51.58%
63.28%
53.87%
51.35%
49.70%
47.52%
48.21%
44.34%
44.32%
45.31%
43.00%
37.23%
44.34%
50.09%
55.24%
48.93%
53.45%
68.40%
65.10%
57.80%