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iShares Emerging Markets Equity Factor ETF EMGF

i

Market dataready · fetched 2026-10-22T22:43:34.134Z

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 · 2026-10-22T22:30:02.532065516Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:43:33.738074+00:00

Share price$66.23
1D-0.6%
AH$65.96$66.19$66.42$66.64$66.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEMGF
Sold putSold callAH

iShares Emerging Markets Equity Factor ETF options

Live interpolated EMGF call and put midpoint premiums by absolute delta.iShares Emerging Markets Equity Factor ETF$0.46$1.72$2.98$4.24$5.50$59.50$63.38$67.25$71.13$75.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EMGF spot · $66.23EMGF PRICE$0.60$0.71$0.86$1.06$1.28$1.54$1.84$2.17$2.58$3.02$3.51$3.99$4.77$0.73$0.87$1.10$1.33$1.57$1.85$2.11$2.42$2.78$3.22$3.80$4.52$5.14
PutsExpensive1.10×
CallsExpensive1.29×
SkewBearish+1.40 pp
Implied moveBearish±$3.96
TiltBearish5.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.6029.8%9.0%61.6733.4%8.0%
25Δ70.1226.6%6.9%62.9830.0%6.2%
30Δ69.1225.0%5.7%63.8129.5%5.3%
35Δ68.4424.9%4.9%64.5928.8%4.5%
40Δ67.8025.0%4.3%65.3128.2%3.8%
45Δ67.2025.2%3.8%65.9927.8%3.2%
50Δ66.6025.7%3.3%66.6227.0%2.6%
55Δ66.0026.3%2.9%67.2526.4%2.1%
60Δ65.3526.9%2.6%67.8826.2%1.7%
65Δ64.6727.4%2.2%68.5526.2%1.4%
70Δ63.9627.8%1.9%69.3326.7%1.1%
75Δ63.2427.5%1.5%70.2327.5%0.8%
80Δ62.2728.5%1.2%71.0527.0%0.5%

20Δ

Calls
Pseudo strike
71.60
IV
29.8%
B/E move
9.0%
Puts
Pseudo strike
61.67
IV
33.4%
B/E move
8.0%

25Δ

Calls
Pseudo strike
70.12
IV
26.6%
B/E move
6.9%
Puts
Pseudo strike
62.98
IV
30.0%
B/E move
6.2%

30Δ

Calls
Pseudo strike
69.12
IV
25.0%
B/E move
5.7%
Puts
Pseudo strike
63.81
IV
29.5%
B/E move
5.3%

35Δ

Calls
Pseudo strike
68.44
IV
24.9%
B/E move
4.9%
Puts
Pseudo strike
64.59
IV
28.8%
B/E move
4.5%

40Δ

Calls
Pseudo strike
67.80
IV
25.0%
B/E move
4.3%
Puts
Pseudo strike
65.31
IV
28.2%
B/E move
3.8%

45Δ

Calls
Pseudo strike
67.20
IV
25.2%
B/E move
3.8%
Puts
Pseudo strike
65.99
IV
27.8%
B/E move
3.2%

50Δ

Calls
Pseudo strike
66.60
IV
25.7%
B/E move
3.3%
Puts
Pseudo strike
66.62
IV
27.0%
B/E move
2.6%

55Δ

Calls
Pseudo strike
66.00
IV
26.3%
B/E move
2.9%
Puts
Pseudo strike
67.25
IV
26.4%
B/E move
2.1%

60Δ

Calls
Pseudo strike
65.35
IV
26.9%
B/E move
2.6%
Puts
Pseudo strike
67.88
IV
26.2%
B/E move
1.7%

65Δ

Calls
Pseudo strike
64.67
IV
27.4%
B/E move
2.2%
Puts
Pseudo strike
68.55
IV
26.2%
B/E move
1.4%

70Δ

Calls
Pseudo strike
63.96
IV
27.8%
B/E move
1.9%
Puts
Pseudo strike
69.33
IV
26.7%
B/E move
1.1%

75Δ

Calls
Pseudo strike
63.24
IV
27.5%
B/E move
1.5%
Puts
Pseudo strike
70.23
IV
27.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
62.27
IV
28.5%
B/E move
1.2%
Puts
Pseudo strike
71.05
IV
27.0%
B/E move
0.5%

Options history

EMGF23.2123.4823.762026-10-20: 23.72%2026-10-21: 23.24%Oct 20Oct 21
Table
DateIV
23.72%
23.24%