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iShares MSCI Peru and Global Exposure ETF EPU

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Market datapartial · fetched 2026-10-22T23:57:45.831Z

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 · 2026-10-22T22:30:00.004133393Z

FundamentalsAlpha Vantage · unavailable

Share price$84.80
1D-3.8%
AH$84$85$86$87$885:30 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$1.00$3.50$6.01$8.51$11.02$73.75$79.98$86.21$92.44$98.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EPU spot · $84.80EPU PRICE$1.27$2.37$2.45$2.45$2.54$3.25$4.03$3.95$5.23$6.08$7.06$7.85$10.30$2.45$2.45$2.45$2.99$3.82$3.00$3.41$4.14$4.45$4.57$4.70$8.10
PutsExpensive1.33×
CallsExpensive2.25×
SkewBullish-11.81 pp
Implied moveBullish±$7.03
TiltBullish11.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.9950.9%15.9%
25Δ99.7873.0%20.5%76.7262.9%12.4%
30Δ94.0858.7%13.8%79.8350.0%8.8%
35Δ90.3346.8%9.4%81.9540.9%6.2%
40Δ88.0639.7%6.8%83.2940.2%5.3%
45Δ87.0043.0%6.4%84.3244.1%5.1%
50Δ85.7745.6%5.9%85.3529.9%2.9%
55Δ84.5638.7%4.4%86.2428.9%2.3%
60Δ83.0644.1%4.1%87.2330.3%2.0%
65Δ81.7144.8%3.5%88.0028.3%1.5%
70Δ80.1745.1%2.9%88.4925.5%1.0%
75Δ78.8443.6%2.2%88.9922.7%0.6%
80Δ76.1950.7%2.0%92.4331.3%0.6%

20Δ

Calls
Pseudo strike
96.99
IV
50.9%
B/E move
15.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
99.78
IV
73.0%
B/E move
20.5%
Puts
Pseudo strike
76.72
IV
62.9%
B/E move
12.4%

30Δ

Calls
Pseudo strike
94.08
IV
58.7%
B/E move
13.8%
Puts
Pseudo strike
79.83
IV
50.0%
B/E move
8.8%

35Δ

Calls
Pseudo strike
90.33
IV
46.8%
B/E move
9.4%
Puts
Pseudo strike
81.95
IV
40.9%
B/E move
6.2%

40Δ

Calls
Pseudo strike
88.06
IV
39.7%
B/E move
6.8%
Puts
Pseudo strike
83.29
IV
40.2%
B/E move
5.3%

45Δ

Calls
Pseudo strike
87.00
IV
43.0%
B/E move
6.4%
Puts
Pseudo strike
84.32
IV
44.1%
B/E move
5.1%

50Δ

Calls
Pseudo strike
85.77
IV
45.6%
B/E move
5.9%
Puts
Pseudo strike
85.35
IV
29.9%
B/E move
2.9%

55Δ

Calls
Pseudo strike
84.56
IV
38.7%
B/E move
4.4%
Puts
Pseudo strike
86.24
IV
28.9%
B/E move
2.3%

60Δ

Calls
Pseudo strike
83.06
IV
44.1%
B/E move
4.1%
Puts
Pseudo strike
87.23
IV
30.3%
B/E move
2.0%

65Δ

Calls
Pseudo strike
81.71
IV
44.8%
B/E move
3.5%
Puts
Pseudo strike
88.00
IV
28.3%
B/E move
1.5%

70Δ

Calls
Pseudo strike
80.17
IV
45.1%
B/E move
2.9%
Puts
Pseudo strike
88.49
IV
25.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
78.84
IV
43.6%
B/E move
2.2%
Puts
Pseudo strike
88.99
IV
22.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
76.19
IV
50.7%
B/E move
2.0%
Puts
Pseudo strike
92.43
IV
31.3%
B/E move
0.6%

Options history

EPU31.0131.7332.452026-10-20: 32.35%2026-10-21: 31.11%Oct 20Oct 21
Table
DateIV
32.35%
31.11%