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iShares J,P. Morgan USD Emerging Markets Bond ETF EMB

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Market datapartial · fetched 2026-10-22T23:44:39.821Z

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 · 2026-10-22T20:00:32.572814862Z

FundamentalsAlpha Vantage · unavailable

Share price$91.84
1D+0.3%
AH$91.47$91.59$91.71$91.83$91.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEMB
Sold putSold callAH

iShares J,P. Morgan USD Emerging Markets Bond ETF options

Live interpolated EMB call and put midpoint premiums by absolute delta.iShares J,P. Morgan USD Emerging Markets Bond ETF$0.15$2.27$4.39$6.51$8.64$87.14$89.15$91.15$93.16$95.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EMB spot · $91.84EMB PRICE$0.53$0.38$0.43$0.49$0.58$0.67$0.77$0.87$1.00$1.12$1.25$1.37$1.87$0.41$0.50$0.58$0.68$0.83$0.97$1.25$1.66$2.19$3.01$3.66$4.37$8.02
PutsExpensive1.27×
CallsCheap0.86×
SkewBearish+6.67 pp
Implied moveBearish±$2.02
TiltBearish42.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.5018.7%5.6%89.1414.1%3.4%
25Δ93.9510.0%2.7%89.9912.7%2.6%
30Δ93.449.0%2.2%90.5611.7%2.0%
35Δ92.978.1%1.8%91.0810.9%1.6%
40Δ92.707.9%1.6%91.4410.9%1.3%
45Δ92.437.7%1.4%91.8110.8%1.1%
50Δ92.167.5%1.2%92.2211.5%0.9%
55Δ91.917.3%1.0%92.6813.1%0.9%
60Δ91.697.1%0.9%93.2415.1%0.9%
65Δ91.466.9%0.8%94.0718.0%0.8%
70Δ91.236.7%0.7%94.8918.9%0.7%
75Δ91.016.5%0.6%95.7719.5%0.5%
80Δ90.477.5%0.5%99.3430.1%0.6%

20Δ

Calls
Pseudo strike
96.50
IV
18.7%
B/E move
5.6%
Puts
Pseudo strike
89.14
IV
14.1%
B/E move
3.4%

25Δ

Calls
Pseudo strike
93.95
IV
10.0%
B/E move
2.7%
Puts
Pseudo strike
89.99
IV
12.7%
B/E move
2.6%

30Δ

Calls
Pseudo strike
93.44
IV
9.0%
B/E move
2.2%
Puts
Pseudo strike
90.56
IV
11.7%
B/E move
2.0%

35Δ

Calls
Pseudo strike
92.97
IV
8.1%
B/E move
1.8%
Puts
Pseudo strike
91.08
IV
10.9%
B/E move
1.6%

40Δ

Calls
Pseudo strike
92.70
IV
7.9%
B/E move
1.6%
Puts
Pseudo strike
91.44
IV
10.9%
B/E move
1.3%

45Δ

Calls
Pseudo strike
92.43
IV
7.7%
B/E move
1.4%
Puts
Pseudo strike
91.81
IV
10.8%
B/E move
1.1%

50Δ

Calls
Pseudo strike
92.16
IV
7.5%
B/E move
1.2%
Puts
Pseudo strike
92.22
IV
11.5%
B/E move
0.9%

55Δ

Calls
Pseudo strike
91.91
IV
7.3%
B/E move
1.0%
Puts
Pseudo strike
92.68
IV
13.1%
B/E move
0.9%

60Δ

Calls
Pseudo strike
91.69
IV
7.1%
B/E move
0.9%
Puts
Pseudo strike
93.24
IV
15.1%
B/E move
0.9%

65Δ

Calls
Pseudo strike
91.46
IV
6.9%
B/E move
0.8%
Puts
Pseudo strike
94.07
IV
18.0%
B/E move
0.8%

70Δ

Calls
Pseudo strike
91.23
IV
6.7%
B/E move
0.7%
Puts
Pseudo strike
94.89
IV
18.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
91.01
IV
6.5%
B/E move
0.6%
Puts
Pseudo strike
95.77
IV
19.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
90.47
IV
7.5%
B/E move
0.5%
Puts
Pseudo strike
99.34
IV
30.1%
B/E move
0.6%

Options history

EMB10.1910.2210.252026-10-20: 10.20%2026-10-21: 10.24%Oct 20Oct 21
Table
DateIV
10.20%
10.24%