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iShares, Inc. iShares MSCI Emerging Markets ex China ETF EMXC

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Market dataready · fetched 2026-11-11T04:22:08.285Z

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 · 2026-11-10T21:00:00.526688454Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T04:22:07.457042+00:00

NewsAlpha Vantage · collected 2026-11-10T01:02:39.727988+00:00

Share price$88.05
1D+0.1%
AH$87.30$87.74$88.18$88.62$89.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEMXC
Sold putSold callAH

iShares, Inc. iShares MSCI Emerging Markets ex China ETF options

Live interpolated EMXC call and put midpoint premiums by absolute delta.iShares, Inc. iShares MSCI Emerging Markets ex China ETF$0.65$2.08$3.50$4.92$6.34$80.85$84.42$87.99$91.56$95.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EMXC spot · $88.05EMXC PRICE$0.81$0.95$1.09$1.25$1.51$1.87$2.25$2.53$2.75$3.22$3.69$4.31$5.30$0.95$1.08$1.23$1.46$1.69$1.95$2.25$2.59$2.98$3.37$3.76$4.41$5.93
PutsFair1.02×
CallsFair1.04×
SkewBearish+0.83 pp
Implied moveBalanced±$4.50
TiltBearish3.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ95.0452.2%8.9%81.3858.8%8.7%
25Δ93.0046.1%6.7%83.3450.7%6.6%
30Δ91.5741.5%5.2%85.1343.5%4.7%
35Δ90.4938.0%4.2%86.0041.4%4.0%
40Δ89.7037.5%3.6%86.8739.3%3.3%
45Δ89.0539.3%3.3%87.6138.0%2.7%
50Δ88.3340.1%2.9%88.3137.2%2.3%
55Δ87.6439.0%2.4%88.9836.7%1.9%
60Δ86.9636.4%1.9%89.6636.3%1.6%
65Δ86.2436.5%1.6%90.3235.6%1.2%
70Δ85.5136.6%1.3%90.9834.5%0.9%
75Δ84.6636.6%1.0%91.8134.9%0.7%
80Δ83.4936.5%0.8%93.4440.2%0.6%

20Δ

Calls
Pseudo strike
95.04
IV
52.2%
B/E move
8.9%
Puts
Pseudo strike
81.38
IV
58.8%
B/E move
8.7%

25Δ

Calls
Pseudo strike
93.00
IV
46.1%
B/E move
6.7%
Puts
Pseudo strike
83.34
IV
50.7%
B/E move
6.6%

30Δ

Calls
Pseudo strike
91.57
IV
41.5%
B/E move
5.2%
Puts
Pseudo strike
85.13
IV
43.5%
B/E move
4.7%

35Δ

Calls
Pseudo strike
90.49
IV
38.0%
B/E move
4.2%
Puts
Pseudo strike
86.00
IV
41.4%
B/E move
4.0%

40Δ

Calls
Pseudo strike
89.70
IV
37.5%
B/E move
3.6%
Puts
Pseudo strike
86.87
IV
39.3%
B/E move
3.3%

45Δ

Calls
Pseudo strike
89.05
IV
39.3%
B/E move
3.3%
Puts
Pseudo strike
87.61
IV
38.0%
B/E move
2.7%

50Δ

Calls
Pseudo strike
88.33
IV
40.1%
B/E move
2.9%
Puts
Pseudo strike
88.31
IV
37.2%
B/E move
2.3%

55Δ

Calls
Pseudo strike
87.64
IV
39.0%
B/E move
2.4%
Puts
Pseudo strike
88.98
IV
36.7%
B/E move
1.9%

60Δ

Calls
Pseudo strike
86.96
IV
36.4%
B/E move
1.9%
Puts
Pseudo strike
89.66
IV
36.3%
B/E move
1.6%

65Δ

Calls
Pseudo strike
86.24
IV
36.5%
B/E move
1.6%
Puts
Pseudo strike
90.32
IV
35.6%
B/E move
1.2%

70Δ

Calls
Pseudo strike
85.51
IV
36.6%
B/E move
1.3%
Puts
Pseudo strike
90.98
IV
34.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
84.66
IV
36.6%
B/E move
1.0%
Puts
Pseudo strike
91.81
IV
34.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
83.49
IV
36.5%
B/E move
0.8%
Puts
Pseudo strike
93.44
IV
40.2%
B/E move
0.6%

Options history

IV · four-Friday blend34.85%
Daily close
EMXC24.9%31.7%38.4%2026-08-12: 30.64%2026-08-13: 31.10%2026-08-14: 30.01%2026-08-17: 31.66%2026-08-18: 33.65%2026-08-19: 34.45%2026-08-20: 35.10%2026-08-21: 31.26%2026-08-24: 30.32%2026-08-25: 28.41%2026-08-26: 28.59%2026-08-27: 28.47%2026-08-28: 27.97%2026-08-31: 27.82%2026-09-01: 26.84%2026-09-02: 27.30%2026-09-03: 25.84%2026-09-04: 25.84%2026-09-08: 27.14%2026-09-09: 28.28%2026-09-10: 28.70%2026-09-11: 29.34%2026-09-14: 32.22%2026-09-18: 28.47%2026-09-21: 27.93%2026-09-22: 27.99%2026-09-23: 28.11%2026-09-24: 27.80%2026-09-25: 27.06%2026-09-28: 28.57%2026-09-29: 28.14%2026-09-30: 28.28%2026-10-01: 28.41%2026-10-02: 27.34%2026-10-05: 27.13%2026-10-06: 25.95%2026-10-07: 26.60%2026-10-08: 26.98%2026-10-09: 27.48%2026-10-12: 27.56%2026-10-13: 29.11%2026-10-14: 30.04%2026-10-15: 36.33%2026-10-16: 29.39%2026-10-19: 29.61%2026-10-20: 29.31%2026-10-21: 29.47%2026-10-22: 30.70%2026-10-23: 30.07%2026-10-26: 30.70%2026-10-27: 30.06%2026-10-28: 30.74%2026-10-29: 30.18%2026-10-30: 33.22%2026-11-03: 33.30%2026-11-06: 37.48%2026-11-10: 34.85%Aug 12Sep 25Nov 10
57 observations2026-08-12 — 2026-11-10
Table
DateIV (%)
30.64%
31.10%
30.01%
31.66%
33.65%
34.45%
35.10%
31.26%
30.32%
28.41%
28.59%
28.47%
27.97%
27.82%
26.84%
27.30%
25.84%
25.84%
27.14%
28.28%
28.70%
29.34%
32.22%
28.47%
27.93%
27.99%
28.11%
27.80%
27.06%
28.57%
28.14%
28.28%
28.41%
27.34%
27.13%
25.95%
26.60%
26.98%
27.48%
27.56%
29.11%
30.04%
36.33%
29.39%
29.61%
29.31%
29.47%
30.70%
30.07%
30.70%
30.06%
30.74%
30.18%
33.22%
33.30%
37.48%
34.85%

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