IntraAlpha
Create free account Start free

iShares MSCI Pacific ex Japan ETF EPP

i

Market datapartial · fetched 2026-10-22T23:07:31.636Z

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 · 2026-10-22T22:30:00.003288528Z

FundamentalsAlpha Vantage · unavailable

Share price$55.00
1D-0.3%
AH$54.90$54.97$55.04$55.12$55.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEPP
Sold putSold callAH

iShares MSCI Pacific ex Japan ETF options

Live interpolated EPP call and put midpoint premiums by absolute delta.iShares MSCI Pacific ex Japan ETF$0.33$1.09$1.85$2.62$3.38$50.68$52.82$54.96$57.10$59.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EPP spot · $55.00EPP PRICE$0.41$0.41$0.53$0.67$0.82$1.14$1.47$1.77$2.01$2.24$2.43$2.62$3.16$0.70$0.52$0.75$0.98$1.12$1.20$1.45$1.79$1.98$2.04$2.11$2.17$2.53
PutsExpensive1.37×
CallsExpensive1.68×
SkewBearish+0.50 pp
Implied moveBalanced±$2.92
TiltBalanced0.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.7925.2%7.6%50.9736.9%8.6%
25Δ57.2718.4%4.9%53.1521.0%4.3%
30Δ56.7417.9%4.1%53.5023.1%4.1%
35Δ56.3818.5%3.7%53.8525.2%3.9%
40Δ56.0119.1%3.3%54.3024.6%3.3%
45Δ55.6321.6%3.2%54.8222.1%2.5%
50Δ55.2424.1%3.1%55.3122.1%2.1%
55Δ54.8225.6%2.9%55.7823.5%1.8%
60Δ54.3325.1%2.4%56.1422.9%1.5%
65Δ53.8724.4%2.0%56.4220.8%1.1%
70Δ53.4722.9%1.6%56.6918.6%0.8%
75Δ53.0721.5%1.2%56.9616.4%0.4%
80Δ52.4022.3%1.0%57.4316.2%0.2%

20Δ

Calls
Pseudo strike
58.79
IV
25.2%
B/E move
7.6%
Puts
Pseudo strike
50.97
IV
36.9%
B/E move
8.6%

25Δ

Calls
Pseudo strike
57.27
IV
18.4%
B/E move
4.9%
Puts
Pseudo strike
53.15
IV
21.0%
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
23.1%
B/E move
4.1%

35Δ

Calls
Pseudo strike
56.38
IV
18.5%
B/E move
3.7%
Puts
Pseudo strike
53.85
IV
25.2%
B/E move
3.9%

40Δ

Calls
Pseudo strike
56.01
IV
19.1%
B/E move
3.3%
Puts
Pseudo strike
54.30
IV
24.6%
B/E move
3.3%

45Δ

Calls
Pseudo strike
55.63
IV
21.6%
B/E move
3.2%
Puts
Pseudo strike
54.82
IV
22.1%
B/E move
2.5%

50Δ

Calls
Pseudo strike
55.24
IV
24.1%
B/E move
3.1%
Puts
Pseudo strike
55.31
IV
22.1%
B/E move
2.1%

55Δ

Calls
Pseudo strike
54.82
IV
25.6%
B/E move
2.9%
Puts
Pseudo strike
55.78
IV
23.5%
B/E move
1.8%

60Δ

Calls
Pseudo strike
54.33
IV
25.1%
B/E move
2.4%
Puts
Pseudo strike
56.14
IV
22.9%
B/E move
1.5%

65Δ

Calls
Pseudo strike
53.87
IV
24.4%
B/E move
2.0%
Puts
Pseudo strike
56.42
IV
20.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
53.47
IV
22.9%
B/E move
1.6%
Puts
Pseudo strike
56.69
IV
18.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
53.07
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
52.40
IV
22.3%
B/E move
1.0%
Puts
Pseudo strike
57.43
IV
16.2%
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%