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iShares MSCI Pacific ex Japan ETF EPP

i

Market dataready · fetched 2026-11-12T15:29:20.661Z

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 · 2026-11-12T15:28:10.755842719Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:29:19.696394+00:00

Share price$55.64
1D-0.5%
$55.57$55.66$55.75$55.84$55.925:30 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$0.30$1.03$1.76$2.49$3.22$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEEPP PRICE$0.38$0.39$0.44$0.61$0.78$0.96$1.21$1.51$1.80$2.11$2.41$2.71$3.01$1.24$1.28$1.33$1.38$1.43$1.47
Puts——
CallsExpensive1.69×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.8842.0%6.5%
25Δ57.8333.8%4.6%
30Δ56.9427.8%3.1%
35Δ56.6629.9%2.9%
40Δ56.3932.1%2.7%
45Δ56.1134.2%2.6%
50Δ55.7536.8%2.4%
55Δ55.3439.8%2.2%56.0531.5%1.5%
60Δ54.9242.1%1.9%56.2428.9%1.2%
65Δ54.4541.6%1.7%56.4326.3%1.0%
70Δ53.9941.1%1.4%56.6223.6%0.7%
75Δ53.5240.6%1.1%56.8121.0%0.5%
80Δ53.0640.1%0.8%56.9918.4%0.2%

20Δ

Calls
Pseudo strike
58.88
IV
42.0%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
57.83
IV
33.8%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
56.94
IV
27.8%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
56.66
IV
29.9%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
56.39
IV
32.1%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
56.11
IV
34.2%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
55.75
IV
36.8%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
55.34
IV
39.8%
B/E move
2.2%
Puts
Pseudo strike
56.05
IV
31.5%
B/E move
1.5%

60Δ

Calls
Pseudo strike
54.92
IV
42.1%
B/E move
1.9%
Puts
Pseudo strike
56.24
IV
28.9%
B/E move
1.2%

65Δ

Calls
Pseudo strike
54.45
IV
41.6%
B/E move
1.7%
Puts
Pseudo strike
56.43
IV
26.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
53.99
IV
41.1%
B/E move
1.4%
Puts
Pseudo strike
56.62
IV
23.6%
B/E move
0.7%

75Δ

Calls
Pseudo strike
53.52
IV
40.6%
B/E move
1.1%
Puts
Pseudo strike
56.81
IV
21.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
53.06
IV
40.1%
B/E move
0.8%
Puts
Pseudo strike
56.99
IV
18.4%
B/E move
0.2%

Options history

IV · four-Friday blend22.95%
Daily close
EPP13.8%28.4%43.1%2026-08-14: 21.97%2026-08-17: 24.01%2026-08-18: 20.39%2026-08-19: 30.84%2026-08-20: 33.82%2026-08-21: 19.66%2026-08-24: 18.80%2026-08-25: 17.91%2026-08-26: 20.96%2026-08-27: 20.76%2026-08-28: 18.26%2026-08-31: 15.78%2026-09-01: 19.88%2026-09-02: 17.89%2026-09-03: 17.75%2026-09-04: 17.83%2026-09-08: 19.51%2026-09-09: 20.93%2026-09-10: 22.81%2026-09-11: 18.52%2026-09-14: 26.65%2026-09-15: 27.33%2026-09-16: 31.00%2026-09-17: 41.11%2026-09-18: 21.50%2026-09-21: 21.44%2026-09-22: 19.56%2026-09-23: 22.89%2026-09-24: 20.13%2026-09-25: 19.72%2026-09-28: 20.06%2026-09-29: 19.83%2026-09-30: 19.09%2026-10-01: 20.60%2026-10-02: 18.50%2026-10-05: 21.90%2026-10-06: 19.64%2026-10-07: 19.57%2026-10-08: 19.83%2026-10-09: 19.08%2026-10-12: 20.11%2026-10-13: 22.46%2026-10-14: 23.62%2026-10-15: 28.86%2026-10-16: 21.14%2026-10-19: 20.60%2026-10-20: 21.20%2026-10-21: 19.46%2026-10-22: 22.09%2026-10-23: 21.13%2026-10-26: 24.07%2026-10-27: 21.59%2026-10-28: 20.11%2026-10-29: 21.12%2026-10-30: 22.95%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
21.97%
24.01%
20.39%
30.84%
33.82%
19.66%
18.80%
17.91%
20.96%
20.76%
18.26%
15.78%
19.88%
17.89%
17.75%
17.83%
19.51%
20.93%
22.81%
18.52%
26.65%
27.33%
31.00%
41.11%
21.50%
21.44%
19.56%
22.89%
20.13%
19.72%
20.06%
19.83%
19.09%
20.60%
18.50%
21.90%
19.64%
19.57%
19.83%
19.08%
20.11%
22.46%
23.62%
28.86%
21.14%
20.60%
21.20%
19.46%
22.09%
21.13%
24.07%
21.59%
20.11%
21.12%
22.95%