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iShares Trust iShares MSCI New Zealand ETF ENZL

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Market datapartial · fetched 2026-10-22T13:26:17.619Z

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 · 2026-10-21T20:00:00.086382121Z

FundamentalsAlpha Vantage · unavailable

Share price$45.36
1D-0.2%
AH$45.07$45.18$45.30$45.42$45.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMENZL
Sold putSold callAH

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$0.87$1.45$2.03$2.61$3.19$39.96$42.57$45.19$47.81$50.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ENZL spot · $45.36ENZL PRICE$0.93$0.98$1.06$1.17$1.28$1.42$1.57$1.74$1.92$2.10$2.47$2.84$0.98$1.05$1.13$1.22$1.31$1.47$1.72$1.90$1.97$2.03$2.20$2.54$3.02
PutsExpensive1.93×
CallsExpensive1.57×
SkewBearish+2.60 pp
Implied moveBearish±$3.14
TiltBearish7.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.7263.5%14.6%
25Δ50.8552.1%14.2%41.7051.1%10.4%
30Δ48.8742.7%9.9%43.0143.1%7.6%
35Δ47.7037.2%7.5%43.9237.9%5.9%
40Δ46.8733.8%5.9%44.5934.1%4.6%
45Δ46.2331.1%4.8%45.1931.7%3.6%
50Δ45.7029.2%3.9%45.6831.6%3.1%
55Δ45.2327.7%3.2%46.1230.4%2.5%
60Δ44.8026.4%2.6%46.4527.5%1.9%
65Δ44.4025.3%2.1%46.7824.6%1.3%
70Δ44.0124.1%1.6%47.1622.7%0.9%
75Δ43.5124.4%1.4%47.6222.6%0.6%
80Δ43.0224.6%1.1%48.2123.3%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.72
IV
63.5%
B/E move
14.6%

25Δ

Calls
Pseudo strike
50.85
IV
52.1%
B/E move
14.2%
Puts
Pseudo strike
41.70
IV
51.1%
B/E move
10.4%

30Δ

Calls
Pseudo strike
48.87
IV
42.7%
B/E move
9.9%
Puts
Pseudo strike
43.01
IV
43.1%
B/E move
7.6%

35Δ

Calls
Pseudo strike
47.70
IV
37.2%
B/E move
7.5%
Puts
Pseudo strike
43.92
IV
37.9%
B/E move
5.9%

40Δ

Calls
Pseudo strike
46.87
IV
33.8%
B/E move
5.9%
Puts
Pseudo strike
44.59
IV
34.1%
B/E move
4.6%

45Δ

Calls
Pseudo strike
46.23
IV
31.1%
B/E move
4.8%
Puts
Pseudo strike
45.19
IV
31.7%
B/E move
3.6%

50Δ

Calls
Pseudo strike
45.70
IV
29.2%
B/E move
3.9%
Puts
Pseudo strike
45.68
IV
31.6%
B/E move
3.1%

55Δ

Calls
Pseudo strike
45.23
IV
27.7%
B/E move
3.2%
Puts
Pseudo strike
46.12
IV
30.4%
B/E move
2.5%

60Δ

Calls
Pseudo strike
44.80
IV
26.4%
B/E move
2.6%
Puts
Pseudo strike
46.45
IV
27.5%
B/E move
1.9%

65Δ

Calls
Pseudo strike
44.40
IV
25.3%
B/E move
2.1%
Puts
Pseudo strike
46.78
IV
24.6%
B/E move
1.3%

70Δ

Calls
Pseudo strike
44.01
IV
24.1%
B/E move
1.6%
Puts
Pseudo strike
47.16
IV
22.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
43.51
IV
24.4%
B/E move
1.4%
Puts
Pseudo strike
47.62
IV
22.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
43.02
IV
24.6%
B/E move
1.1%
Puts
Pseudo strike
48.21
IV
23.3%
B/E move
0.4%

Options history

No recorded observations