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iShares Trust iShares MSCI New Zealand ETF ENZL

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Market dataready · fetched 2026-11-11T14:54:10.849Z

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: 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 · 2026-11-11T14:46:27.536609787Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:54:09.989593+00:00

Share price$45.70
1D+0.0%
$45.68$45.69$45.70$45.71$45.725:30 AM6:30 AM9:00 AM1:00 PMENZL
Sold putSold call

iShares Trust iShares MSCI New Zealand ETF options

Live interpolated ENZL call and put midpoint premiums by absolute delta.iShares Trust iShares MSCI New Zealand ETF$1.89$3.44$4.99$6.54$8.09$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEENZL PRICE$2.05$2.20$2.34$3.13$3.80$4.10$4.55$5.68$7.64
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ48.0144.0%3.3%
65Δ44.7423.9%2.4%48.6641.2%2.5%
70Δ44.3822.2%1.9%49.4239.6%1.8%
75Δ44.0320.5%1.5%50.7242.3%1.4%
80Δ43.1322.2%1.2%52.8248.1%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.01
IV
44.0%
B/E move
3.3%

65Δ

Calls
Pseudo strike
44.74
IV
23.9%
B/E move
2.4%
Puts
Pseudo strike
48.66
IV
41.2%
B/E move
2.5%

70Δ

Calls
Pseudo strike
44.38
IV
22.2%
B/E move
1.9%
Puts
Pseudo strike
49.42
IV
39.6%
B/E move
1.8%

75Δ

Calls
Pseudo strike
44.03
IV
20.5%
B/E move
1.5%
Puts
Pseudo strike
50.72
IV
42.3%
B/E move
1.4%

80Δ

Calls
Pseudo strike
43.13
IV
22.2%
B/E move
1.2%
Puts
Pseudo strike
52.82
IV
48.1%
B/E move
1.1%

Options history

IV · four-Friday blend28.05%
Daily close
ENZL19.2%37.5%55.7%2026-08-13: 25.16%2026-08-14: 26.08%2026-08-17: 29.13%2026-08-18: 30.95%2026-08-19: 33.10%2026-08-20: 42.58%2026-08-21: 21.72%2026-08-24: 22.42%2026-08-25: 23.14%2026-08-26: 22.62%2026-08-27: 22.28%2026-08-28: 22.36%2026-08-31: 22.96%2026-09-01: 23.52%2026-09-02: 24.21%2026-09-03: 23.41%2026-09-04: 23.74%2026-09-08: 25.89%2026-09-09: 26.36%2026-09-10: 27.93%2026-09-11: 27.64%2026-09-14: 31.83%2026-09-15: 35.26%2026-09-16: 38.92%2026-09-17: 46.60%2026-09-18: 25.07%2026-09-21: 25.42%2026-09-22: 26.35%2026-09-23: 26.79%2026-09-24: 27.23%2026-09-25: 25.98%2026-09-28: 26.93%2026-09-29: 27.15%2026-09-30: 27.15%2026-10-01: 28.43%2026-10-02: 28.41%2026-10-05: 29.78%2026-10-06: 29.67%2026-10-07: 29.55%2026-10-08: 30.97%2026-10-09: 31.53%2026-10-12: 35.24%2026-10-13: 36.98%2026-10-14: 40.73%2026-10-15: 53.19%2026-10-16: 26.19%2026-10-19: 26.90%2026-10-20: 26.86%2026-10-21: 27.55%2026-10-22: 26.93%2026-10-23: 27.54%2026-10-26: 26.70%2026-10-27: 26.97%2026-10-28: 27.39%2026-10-29: 26.90%2026-10-30: 28.05%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
25.16%
26.08%
29.13%
30.95%
33.10%
42.58%
21.72%
22.42%
23.14%
22.62%
22.28%
22.36%
22.96%
23.52%
24.21%
23.41%
23.74%
25.89%
26.36%
27.93%
27.64%
31.83%
35.26%
38.92%
46.60%
25.07%
25.42%
26.35%
26.79%
27.23%
25.98%
26.93%
27.15%
27.15%
28.43%
28.41%
29.78%
29.67%
29.55%
30.97%
31.53%
35.24%
36.98%
40.73%
53.19%
26.19%
26.90%
26.86%
27.55%
26.93%
27.54%
26.70%
26.97%
27.39%
26.90%
28.05%