IntraAlpha
Create free account Start free

iShares MSCI Peru and Global Exposure ETF EPU

i

Market datapartial · fetched 2026-10-23T17:37:52.498Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-23T17:24:20.610338745Z

FundamentalsAlpha Vantage · unavailable

Share price$83.88
1D-0.7%
$83.48$83.76$84.04$84.31$84.595:30 AM6:30 AM9:00 AM1:00 PMEPU
Sold putSold call

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$2.62$4.00$5.39$6.77$8.15$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEEPU PRICE$2.77$3.60$4.43$5.26$6.09$6.92$7.76$4.81$5.62$6.44
PutsFair1.05×
CallsExpensive1.53×
SkewBullish-4.80 pp
Implied move——
TiltBullish37.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ87.5830.7%7.7%
45Δ86.1631.7%7.0%
50Δ84.7532.6%6.3%
55Δ83.3333.6%5.6%86.1729.1%3.0%
60Δ81.9134.6%4.9%87.4528.8%2.4%
65Δ80.4935.6%4.2%88.7328.6%1.9%
70Δ79.0836.5%3.5%
75Δ
80Δ

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
IV
B/E move

40Δ

Calls
Pseudo strike
87.58
IV
30.7%
B/E move
7.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
86.16
IV
31.7%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
84.75
IV
32.6%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
83.33
IV
33.6%
B/E move
5.6%
Puts
Pseudo strike
86.17
IV
29.1%
B/E move
3.0%

60Δ

Calls
Pseudo strike
81.91
IV
34.6%
B/E move
4.9%
Puts
Pseudo strike
87.45
IV
28.8%
B/E move
2.4%

65Δ

Calls
Pseudo strike
80.49
IV
35.6%
B/E move
4.2%
Puts
Pseudo strike
88.73
IV
28.6%
B/E move
1.9%

70Δ

Calls
Pseudo strike
79.08
IV
36.5%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

EPU30.9931.8432.682026-10-20: 32.35%2026-10-21: 31.11%2026-10-22: 32.56%Oct 20Oct 22
Table
DateIV
32.35%
31.11%
32.56%