IntraAlpha
Create free account Start free

iShares Trust iShares MSCI New Zealand ETF ENZL

i

Market datapartial · fetched 2026-10-22T20:57:34.548Z

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 · 2026-10-22T20:00:00.333942795Z

FundamentalsAlpha Vantage · unavailable

Share price$45.08
1D-0.1%
AH$44.84$44.89$44.95$45.01$45.065:30 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$0.86$1.52$2.18$2.84$3.49$39.71$42.34$44.96$47.58$50.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ENZL spot · $45.08ENZL PRICE$0.93$0.99$1.08$1.18$1.29$1.43$1.57$1.72$1.87$2.20$2.60$3.03$0.99$1.07$1.15$1.25$1.34$1.41$1.52$1.63$1.80$2.05$2.30$2.78$3.30
PutsExpensive1.90×
CallsExpensive1.63×
SkewBearish+1.91 pp
Implied moveBearish±$2.95
TiltBearish6.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.5063.9%14.6%
25Δ50.6353.1%14.4%41.3852.5%10.6%
30Δ48.6643.8%10.1%42.6744.6%7.9%
35Δ47.4738.3%7.7%43.5839.4%6.1%
40Δ46.6234.6%6.1%44.3035.1%4.7%
45Δ45.9431.6%4.8%44.9031.2%3.5%
50Δ45.4329.8%4.0%45.3528.7%2.8%
55Δ44.9428.0%3.2%45.7626.4%2.1%
60Δ44.5426.5%2.6%46.1725.0%1.6%
65Δ44.1325.0%2.1%46.5724.5%1.3%
70Δ43.6525.1%1.7%46.9624.0%0.9%
75Δ43.1326.2%1.4%47.5524.8%0.7%
80Δ42.5726.3%1.2%48.1825.5%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.50
IV
63.9%
B/E move
14.6%

25Δ

Calls
Pseudo strike
50.63
IV
53.1%
B/E move
14.4%
Puts
Pseudo strike
41.38
IV
52.5%
B/E move
10.6%

30Δ

Calls
Pseudo strike
48.66
IV
43.8%
B/E move
10.1%
Puts
Pseudo strike
42.67
IV
44.6%
B/E move
7.9%

35Δ

Calls
Pseudo strike
47.47
IV
38.3%
B/E move
7.7%
Puts
Pseudo strike
43.58
IV
39.4%
B/E move
6.1%

40Δ

Calls
Pseudo strike
46.62
IV
34.6%
B/E move
6.1%
Puts
Pseudo strike
44.30
IV
35.1%
B/E move
4.7%

45Δ

Calls
Pseudo strike
45.94
IV
31.6%
B/E move
4.8%
Puts
Pseudo strike
44.90
IV
31.2%
B/E move
3.5%

50Δ

Calls
Pseudo strike
45.43
IV
29.8%
B/E move
4.0%
Puts
Pseudo strike
45.35
IV
28.7%
B/E move
2.8%

55Δ

Calls
Pseudo strike
44.94
IV
28.0%
B/E move
3.2%
Puts
Pseudo strike
45.76
IV
26.4%
B/E move
2.1%

60Δ

Calls
Pseudo strike
44.54
IV
26.5%
B/E move
2.6%
Puts
Pseudo strike
46.17
IV
25.0%
B/E move
1.6%

65Δ

Calls
Pseudo strike
44.13
IV
25.0%
B/E move
2.1%
Puts
Pseudo strike
46.57
IV
24.5%
B/E move
1.3%

70Δ

Calls
Pseudo strike
43.65
IV
25.1%
B/E move
1.7%
Puts
Pseudo strike
46.96
IV
24.0%
B/E move
0.9%

75Δ

Calls
Pseudo strike
43.13
IV
26.2%
B/E move
1.4%
Puts
Pseudo strike
47.55
IV
24.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
42.57
IV
26.3%
B/E move
1.2%
Puts
Pseudo strike
48.18
IV
25.5%
B/E move
0.4%

Options history

ENZL33.9546.9860.022026-10-20: 35.75%2026-10-21: 58.22%Oct 20Oct 21
Table
DateIV
35.75%
58.22%