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iShares MSCI Peru and Global Exposure ETF EPU

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Market dataready · fetched 2026-11-13T10:48:55.360Z

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 · 2026-11-13T01:00:00.136877913Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T10:48:54.929483+00:00

Share price$80.87
1D-0.1%
AH$80.63$80.88$81.13$81.37$81.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEPU
Sold putSold callAH

iShares MSCI Peru and Global Exposure ETF options

Live interpolated EPU call and put midpoint premiums by absolute delta.iShares MSCI Peru and Global Exposure ETF$2.43$2.65$2.88$3.11$3.34$76.57$78.81$81.04$83.27$85.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive EPU spot · $80.87EPU PRICE$2.45$2.47$2.48$2.49$2.57$2.64$2.88$3.13$2.45$2.45$2.46$2.48$2.48$2.49$2.54$2.58$2.81$3.28
Puts——
Calls——
Skew——
Implied moveBalanced±$4.94
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ77.6385.9%7.0%
40Δ79.2870.5%5.0%
45Δ82.3066.4%4.8%80.3360.5%3.7%
50Δ81.2257.8%3.5%81.1253.1%2.8%
55Δ80.4850.1%2.6%81.6946.0%2.1%
60Δ79.8943.3%1.9%82.1540.2%1.5%
65Δ79.4638.8%1.4%82.4835.8%1.1%
70Δ79.0434.2%1.0%82.8131.5%0.8%
75Δ78.6232.1%0.8%83.2629.2%0.5%
80Δ78.1930.3%0.6%83.8529.5%0.4%

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
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
77.63
IV
85.9%
B/E move
7.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.28
IV
70.5%
B/E move
5.0%

45Δ

Calls
Pseudo strike
82.30
IV
66.4%
B/E move
4.8%
Puts
Pseudo strike
80.33
IV
60.5%
B/E move
3.7%

50Δ

Calls
Pseudo strike
81.22
IV
57.8%
B/E move
3.5%
Puts
Pseudo strike
81.12
IV
53.1%
B/E move
2.8%

55Δ

Calls
Pseudo strike
80.48
IV
50.1%
B/E move
2.6%
Puts
Pseudo strike
81.69
IV
46.0%
B/E move
2.1%

60Δ

Calls
Pseudo strike
79.89
IV
43.3%
B/E move
1.9%
Puts
Pseudo strike
82.15
IV
40.2%
B/E move
1.5%

65Δ

Calls
Pseudo strike
79.46
IV
38.8%
B/E move
1.4%
Puts
Pseudo strike
82.48
IV
35.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
79.04
IV
34.2%
B/E move
1.0%
Puts
Pseudo strike
82.81
IV
31.5%
B/E move
0.8%

75Δ

Calls
Pseudo strike
78.62
IV
32.1%
B/E move
0.8%
Puts
Pseudo strike
83.26
IV
29.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
78.19
IV
30.3%
B/E move
0.6%
Puts
Pseudo strike
83.85
IV
29.5%
B/E move
0.4%

Options history

IV · four-Friday blend28.93%
Daily close
EPU23.8%44.6%65.4%2026-08-17: 39.20%2026-08-18: 42.06%2026-08-19: 47.01%2026-08-20: 56.36%2026-08-26: 31.64%2026-08-27: 31.58%2026-08-28: 32.91%2026-08-31: 32.27%2026-09-01: 34.34%2026-09-02: 34.62%2026-09-03: 33.61%2026-09-04: 35.55%2026-09-08: 36.11%2026-09-09: 38.10%2026-09-10: 38.06%2026-09-11: 38.71%2026-09-14: 44.76%2026-09-15: 44.71%2026-09-16: 52.35%2026-09-17: 62.52%2026-09-18: 36.88%2026-09-21: 38.06%2026-09-22: 32.37%2026-09-23: 33.24%2026-09-24: 33.33%2026-09-25: 32.79%2026-09-28: 33.76%2026-09-29: 33.18%2026-09-30: 34.13%2026-10-01: 35.87%2026-10-02: 36.10%2026-10-05: 34.89%2026-10-06: 31.67%2026-10-07: 33.32%2026-10-08: 33.10%2026-10-09: 34.39%2026-10-12: 39.15%2026-10-13: 40.93%2026-10-14: 40.97%2026-10-15: 57.38%2026-10-16: 35.33%2026-10-19: 33.59%2026-10-20: 32.23%2026-10-21: 31.04%2026-10-22: 33.12%2026-10-23: 29.46%2026-10-26: 29.89%2026-10-27: 27.83%2026-10-28: 26.64%2026-10-29: 27.05%2026-10-30: 28.93%Aug 17Sep 25Oct 30
51 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
39.20%
42.06%
47.01%
56.36%
31.64%
31.58%
32.91%
32.27%
34.34%
34.62%
33.61%
35.55%
36.11%
38.10%
38.06%
38.71%
44.76%
44.71%
52.35%
62.52%
36.88%
38.06%
32.37%
33.24%
33.33%
32.79%
33.76%
33.18%
34.13%
35.87%
36.10%
34.89%
31.67%
33.32%
33.10%
34.39%
39.15%
40.93%
40.97%
57.38%
35.33%
33.59%
32.23%
31.04%
33.12%
29.46%
29.89%
27.83%
26.64%
27.05%
28.93%