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iShares MSCI Poland ETF EPOL

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Market dataready · fetched 2026-11-11T13:59:14.826Z

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: 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 · 2026-11-11T12:00:13.915568904Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:59:14.415019+00:00

Share price$43.95
1D
Price history unavailable.

iShares MSCI Poland ETF options

Live interpolated EPOL call and put midpoint premiums by absolute delta.iShares MSCI Poland ETF$1.42$1.67$1.91$2.16$2.40$42.21$43.26$44.31$45.37$46.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EPOL spot · $43.95EPOL PRICE$1.79$1.84$1.95$2.01$2.03$2.05$2.07$2.08$2.10$1.61$1.45$1.56$1.84$2.10$2.33
Puts——
Calls——
Skew——
Implied moveBearish±$4.05
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ40.85107.9%10.7%
35Δ42.1881.7%7.3%
40Δ46.3698.6%9.6%43.0172.7%5.7%
45Δ45.1783.9%7.0%43.6571.9%4.9%
50Δ44.3475.9%5.3%44.2670.3%4.1%
55Δ43.8469.1%4.3%44.8367.4%3.3%
60Δ43.5462.5%3.7%
65Δ43.2555.8%3.1%
70Δ42.9649.2%2.4%
75Δ42.6642.5%1.8%
80Δ42.3735.9%1.2%

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
40.85
IV
107.9%
B/E move
10.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.18
IV
81.7%
B/E move
7.3%

40Δ

Calls
Pseudo strike
46.36
IV
98.6%
B/E move
9.6%
Puts
Pseudo strike
43.01
IV
72.7%
B/E move
5.7%

45Δ

Calls
Pseudo strike
45.17
IV
83.9%
B/E move
7.0%
Puts
Pseudo strike
43.65
IV
71.9%
B/E move
4.9%

50Δ

Calls
Pseudo strike
44.34
IV
75.9%
B/E move
5.3%
Puts
Pseudo strike
44.26
IV
70.3%
B/E move
4.1%

55Δ

Calls
Pseudo strike
43.84
IV
69.1%
B/E move
4.3%
Puts
Pseudo strike
44.83
IV
67.4%
B/E move
3.3%

60Δ

Calls
Pseudo strike
43.54
IV
62.5%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
43.25
IV
55.8%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
42.96
IV
49.2%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
42.66
IV
42.5%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
42.37
IV
35.9%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend33.06%
Daily close
EPOL23.3%46.8%70.2%2026-08-13: 36.81%2026-08-14: 35.46%2026-08-17: 42.01%2026-08-18: 44.39%2026-08-19: 48.11%2026-08-20: 66.93%2026-08-21: 26.68%2026-08-24: 26.57%2026-08-25: 27.41%2026-08-26: 27.00%2026-08-27: 30.92%2026-08-28: 28.71%2026-08-31: 31.12%2026-09-01: 32.39%2026-09-02: 32.47%2026-09-03: 31.68%2026-09-04: 32.10%2026-09-08: 33.72%2026-09-09: 31.71%2026-09-10: 35.74%2026-09-11: 36.23%2026-09-14: 41.12%2026-09-15: 46.59%2026-09-16: 52.08%2026-09-17: 52.81%2026-09-18: 31.73%2026-09-21: 30.69%2026-09-22: 30.10%2026-09-23: 32.10%2026-09-24: 31.48%2026-09-25: 28.65%2026-09-28: 32.65%2026-09-29: 33.75%2026-09-30: 33.75%2026-10-01: 31.52%2026-10-02: 35.06%2026-10-05: 37.09%2026-10-06: 35.52%2026-10-07: 36.21%2026-10-08: 36.81%2026-10-09: 35.51%2026-10-12: 36.60%2026-10-14: 40.86%2026-10-15: 62.52%2026-10-16: 30.33%2026-10-19: 29.44%2026-10-20: 29.44%2026-10-21: 29.35%2026-10-22: 30.35%2026-10-23: 32.36%2026-10-26: 32.22%2026-10-27: 31.88%2026-10-28: 31.29%2026-10-29: 30.48%2026-10-30: 33.06%Aug 13Sep 22Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
36.81%
35.46%
42.01%
44.39%
48.11%
66.93%
26.68%
26.57%
27.41%
27.00%
30.92%
28.71%
31.12%
32.39%
32.47%
31.68%
32.10%
33.72%
31.71%
35.74%
36.23%
41.12%
46.59%
52.08%
52.81%
31.73%
30.69%
30.10%
32.10%
31.48%
28.65%
32.65%
33.75%
33.75%
31.52%
35.06%
37.09%
35.52%
36.21%
36.81%
35.51%
36.60%
40.86%
62.52%
30.33%
29.44%
29.44%
29.35%
30.35%
32.36%
32.22%
31.88%
31.29%
30.48%
33.06%