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iShares MSCI Poland ETF EPOL

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Market datapartial · fetched 2026-10-22T11:48:57.437Z

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 · 2026-10-22T11:00:15.478939913Z

FundamentalsAlpha Vantage · unavailable

Share price$44.50
1D
Price history unavailable.

iShares MSCI Poland ETF options

Live interpolated EPOL call and put midpoint premiums by absolute delta.iShares MSCI Poland ETF$0.41$1.21$2.01$2.81$3.61$38.30$41.43$44.56$47.69$50.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EPOL spot · $44.50EPOL PRICE$0.50$1.30$1.33$1.41$1.50$1.59$1.66$1.74$1.88$2.17$2.49$2.89$3.38$1.32$1.38$1.42$1.47$1.55$1.63$1.70$1.83$2.01$2.19$2.36$2.54$2.73
PutsExpensive1.65×
CallsExpensive1.88×
SkewBullish-0.96 pp
Implied moveBalanced±$3.36
TiltBalanced0.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.2337.8%11.8%37.6183.7%18.5%
25Δ52.9676.7%21.9%40.0466.3%13.1%
30Δ49.6860.8%14.6%41.6554.6%9.6%
35Δ47.8551.6%10.7%42.8146.1%7.1%
40Δ46.5344.8%7.9%43.6340.6%5.4%
45Δ45.6339.8%6.1%44.2736.2%4.2%
50Δ44.9035.2%4.6%44.7932.2%3.2%
55Δ44.3731.8%3.6%45.2529.7%2.4%
60Δ43.8629.4%2.8%45.6728.1%1.9%
65Δ43.3829.3%2.4%46.0726.6%1.4%
70Δ42.8829.3%1.9%46.4024.9%1.0%
75Δ42.3229.6%1.6%46.7423.3%0.7%
80Δ41.6930.1%1.3%47.0821.5%0.3%

20Δ

Calls
Pseudo strike
49.23
IV
37.8%
B/E move
11.8%
Puts
Pseudo strike
37.61
IV
83.7%
B/E move
18.5%

25Δ

Calls
Pseudo strike
52.96
IV
76.7%
B/E move
21.9%
Puts
Pseudo strike
40.04
IV
66.3%
B/E move
13.1%

30Δ

Calls
Pseudo strike
49.68
IV
60.8%
B/E move
14.6%
Puts
Pseudo strike
41.65
IV
54.6%
B/E move
9.6%

35Δ

Calls
Pseudo strike
47.85
IV
51.6%
B/E move
10.7%
Puts
Pseudo strike
42.81
IV
46.1%
B/E move
7.1%

40Δ

Calls
Pseudo strike
46.53
IV
44.8%
B/E move
7.9%
Puts
Pseudo strike
43.63
IV
40.6%
B/E move
5.4%

45Δ

Calls
Pseudo strike
45.63
IV
39.8%
B/E move
6.1%
Puts
Pseudo strike
44.27
IV
36.2%
B/E move
4.2%

50Δ

Calls
Pseudo strike
44.90
IV
35.2%
B/E move
4.6%
Puts
Pseudo strike
44.79
IV
32.2%
B/E move
3.2%

55Δ

Calls
Pseudo strike
44.37
IV
31.8%
B/E move
3.6%
Puts
Pseudo strike
45.25
IV
29.7%
B/E move
2.4%

60Δ

Calls
Pseudo strike
43.86
IV
29.4%
B/E move
2.8%
Puts
Pseudo strike
45.67
IV
28.1%
B/E move
1.9%

65Δ

Calls
Pseudo strike
43.38
IV
29.3%
B/E move
2.4%
Puts
Pseudo strike
46.07
IV
26.6%
B/E move
1.4%

70Δ

Calls
Pseudo strike
42.88
IV
29.3%
B/E move
1.9%
Puts
Pseudo strike
46.40
IV
24.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
42.32
IV
29.6%
B/E move
1.6%
Puts
Pseudo strike
46.74
IV
23.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
41.69
IV
30.1%
B/E move
1.3%
Puts
Pseudo strike
47.08
IV
21.5%
B/E move
0.3%

Options history

No recorded observations