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iShares MSCI Pacific ex Japan ETF EPP

i

Market dataready · fetched 2026-10-22T16:53:47.241Z

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 · 2026-10-22T16:51:56.575591089Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T16:53:46.413996+00:00

Share price$55.00
1D-0.3%
$54.90$54.97$55.04$55.12$55.195:30 AM6:30 AM9:00 AM1:00 PMEPP
Sold putSold call

iShares MSCI Pacific ex Japan ETF options

Live interpolated EPP call and put midpoint premiums by absolute delta.iShares MSCI Pacific ex Japan ETF$0.32$1.18$2.04$2.90$3.75$50.67$52.82$54.98$57.13$59.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EPP spot · $54.99EPP PRICE$0.41$0.41$0.53$0.68$0.82$1.14$1.47$1.77$2.01$2.24$2.43$2.62$3.51$0.69$0.52$0.75$0.98$1.12$1.20$1.44$1.78$1.98$2.04$2.10$2.17$2.52
PutsExpensive1.37×
CallsExpensive1.71×
SkewNeutral+0.22 pp
Implied moveBalanced±$2.92
TiltBalanced1.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.7825.0%7.6%50.9836.6%8.6%
25Δ57.2618.4%4.9%53.1520.9%4.3%
30Δ56.7417.9%4.1%53.5023.0%4.1%
35Δ56.3718.5%3.7%53.8525.1%3.9%
40Δ56.0119.2%3.3%54.3024.5%3.3%
45Δ55.6221.7%3.2%54.8122.1%2.5%
50Δ55.2424.2%3.1%55.3022.0%2.1%
55Δ54.8125.6%2.9%55.7723.4%1.8%
60Δ54.3225.2%2.4%56.1422.9%1.5%
65Δ53.8624.4%2.0%56.4120.8%1.1%
70Δ53.4623.0%1.6%56.6818.6%0.8%
75Δ53.0621.5%1.2%56.9616.4%0.4%
80Δ52.1025.1%1.1%57.4116.1%0.2%

20Δ

Calls
Pseudo strike
58.78
IV
25.0%
B/E move
7.6%
Puts
Pseudo strike
50.98
IV
36.6%
B/E move
8.6%

25Δ

Calls
Pseudo strike
57.26
IV
18.4%
B/E move
4.9%
Puts
Pseudo strike
53.15
IV
20.9%
B/E move
4.3%

30Δ

Calls
Pseudo strike
56.74
IV
17.9%
B/E move
4.1%
Puts
Pseudo strike
53.50
IV
23.0%
B/E move
4.1%

35Δ

Calls
Pseudo strike
56.37
IV
18.5%
B/E move
3.7%
Puts
Pseudo strike
53.85
IV
25.1%
B/E move
3.9%

40Δ

Calls
Pseudo strike
56.01
IV
19.2%
B/E move
3.3%
Puts
Pseudo strike
54.30
IV
24.5%
B/E move
3.3%

45Δ

Calls
Pseudo strike
55.62
IV
21.7%
B/E move
3.2%
Puts
Pseudo strike
54.81
IV
22.1%
B/E move
2.5%

50Δ

Calls
Pseudo strike
55.24
IV
24.2%
B/E move
3.1%
Puts
Pseudo strike
55.30
IV
22.0%
B/E move
2.1%

55Δ

Calls
Pseudo strike
54.81
IV
25.6%
B/E move
2.9%
Puts
Pseudo strike
55.77
IV
23.4%
B/E move
1.8%

60Δ

Calls
Pseudo strike
54.32
IV
25.2%
B/E move
2.4%
Puts
Pseudo strike
56.14
IV
22.9%
B/E move
1.5%

65Δ

Calls
Pseudo strike
53.86
IV
24.4%
B/E move
2.0%
Puts
Pseudo strike
56.41
IV
20.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
53.46
IV
23.0%
B/E move
1.6%
Puts
Pseudo strike
56.68
IV
18.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
53.06
IV
21.5%
B/E move
1.2%
Puts
Pseudo strike
56.96
IV
16.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
52.10
IV
25.1%
B/E move
1.1%
Puts
Pseudo strike
57.41
IV
16.1%
B/E move
0.2%

Options history

EPP19.2920.2921.282026-10-20: 21.15%2026-10-21: 19.43%Oct 20Oct 21
Table
DateIV
21.15%
19.43%