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

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Market dataready · fetched 2026-10-21T17:52:12.309Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-21T17:51:44.513357246Z

FundamentalsAlpha Vantage · ready

Share price$94.20
1D-0.1%
$93.64$93.82$94.01$94.20$94.385:30 AM6:30 AM9:00 AM1:00 PMEMXC
Sold putSold call

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$1.05$6.15$11.25$16.35$21.44$78.31$85.47$92.63$99.80$106.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EMXC spot · $94.19EMXC PRICE$2.24$2.81$3.37$3.94$4.39$4.84$5.63$6.49$7.52$8.95$1.60$1.97$2.47$2.97$3.52$4.27$5.51$6.47$7.46$8.95$11.38$14.75$19.97
PutsExpensive1.39×
CallsFair1.03×
SkewBearish+8.31 pp
Implied moveBearish±$9.44
TiltBearish29.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.0335.6%11.4%
25Δ87.5032.9%9.2%
30Δ89.3232.2%7.8%
35Δ99.1826.0%7.7%90.9931.3%6.6%
40Δ97.9126.6%6.9%92.5930.6%5.4%
45Δ96.6427.2%6.2%94.0531.0%4.7%
50Δ95.3727.9%5.4%95.6533.7%4.3%
55Δ94.1126.9%4.6%97.2933.5%3.6%
60Δ92.8525.6%3.7%98.9333.3%2.9%
65Δ91.5725.9%3.2%100.9734.2%2.3%
70Δ90.2426.1%2.7%103.7737.2%1.9%
75Δ88.7926.3%2.2%107.5041.2%1.5%
80Δ87.0027.4%1.9%113.0847.0%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
85.03
IV
35.6%
B/E move
11.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
87.50
IV
32.9%
B/E move
9.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
89.32
IV
32.2%
B/E move
7.8%

35Δ

Calls
Pseudo strike
99.18
IV
26.0%
B/E move
7.7%
Puts
Pseudo strike
90.99
IV
31.3%
B/E move
6.6%

40Δ

Calls
Pseudo strike
97.91
IV
26.6%
B/E move
6.9%
Puts
Pseudo strike
92.59
IV
30.6%
B/E move
5.4%

45Δ

Calls
Pseudo strike
96.64
IV
27.2%
B/E move
6.2%
Puts
Pseudo strike
94.05
IV
31.0%
B/E move
4.7%

50Δ

Calls
Pseudo strike
95.37
IV
27.9%
B/E move
5.4%
Puts
Pseudo strike
95.65
IV
33.7%
B/E move
4.3%

55Δ

Calls
Pseudo strike
94.11
IV
26.9%
B/E move
4.6%
Puts
Pseudo strike
97.29
IV
33.5%
B/E move
3.6%

60Δ

Calls
Pseudo strike
92.85
IV
25.6%
B/E move
3.7%
Puts
Pseudo strike
98.93
IV
33.3%
B/E move
2.9%

65Δ

Calls
Pseudo strike
91.57
IV
25.9%
B/E move
3.2%
Puts
Pseudo strike
100.97
IV
34.2%
B/E move
2.3%

70Δ

Calls
Pseudo strike
90.24
IV
26.1%
B/E move
2.7%
Puts
Pseudo strike
103.77
IV
37.2%
B/E move
1.9%

75Δ

Calls
Pseudo strike
88.79
IV
26.3%
B/E move
2.2%
Puts
Pseudo strike
107.50
IV
41.2%
B/E move
1.5%

80Δ

Calls
Pseudo strike
87.00
IV
27.4%
B/E move
1.9%
Puts
Pseudo strike
113.08
IV
47.0%
B/E move
1.2%

Options history

EMXC29.3129.4929.662026-10-19: 29.63%2026-10-20: 29.34%Oct 19Oct 20
Table
DateIV
29.63%
29.34%