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iShares MSCI Peru and Global Exposure ETF EPU

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Market datapartial · fetched 2026-10-23T04:29:48.458Z

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 · 2026-10-23T00:00:00.117456915Z

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$3.51$6.02$8.53$11.04$73.66$79.95$86.23$92.52$98.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EPU spot · $84.80EPU PRICE$1.27$2.37$2.45$2.45$2.53$3.25$4.03$3.94$5.27$6.08$7.09$7.88$10.32$2.45$2.45$2.45$2.98$3.83$3.00$3.39$4.14$4.44$4.57$4.69$8.00
PutsExpensive1.34×
CallsExpensive2.27×
SkewBullish-12.06 pp
Implied moveBullish±$7.03
TiltBullish11.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.9951.1%15.9%
25Δ99.7973.3%20.5%76.7163.1%12.4%
30Δ94.0858.9%13.8%79.8350.2%8.8%
35Δ90.3247.0%9.4%81.9541.0%6.3%
40Δ88.0440.3%6.8%83.2840.8%5.3%
45Δ87.0043.8%6.4%84.3145.0%5.1%
50Δ85.7646.5%5.9%85.3430.4%2.9%
55Δ84.5539.3%4.3%86.2329.3%2.3%
60Δ83.0445.2%4.1%87.2230.9%2.0%
65Δ81.7045.6%3.5%87.9828.7%1.5%
70Δ80.1446.2%2.9%88.4825.9%1.0%
75Δ78.8144.6%2.2%88.9723.1%0.6%
80Δ76.1751.7%2.0%92.3331.5%0.6%

20Δ

Calls
Pseudo strike
96.99
IV
51.1%
B/E move
15.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
99.79
IV
73.3%
B/E move
20.5%
Puts
Pseudo strike
76.71
IV
63.1%
B/E move
12.4%

30Δ

Calls
Pseudo strike
94.08
IV
58.9%
B/E move
13.8%
Puts
Pseudo strike
79.83
IV
50.2%
B/E move
8.8%

35Δ

Calls
Pseudo strike
90.32
IV
47.0%
B/E move
9.4%
Puts
Pseudo strike
81.95
IV
41.0%
B/E move
6.3%

40Δ

Calls
Pseudo strike
88.04
IV
40.3%
B/E move
6.8%
Puts
Pseudo strike
83.28
IV
40.8%
B/E move
5.3%

45Δ

Calls
Pseudo strike
87.00
IV
43.8%
B/E move
6.4%
Puts
Pseudo strike
84.31
IV
45.0%
B/E move
5.1%

50Δ

Calls
Pseudo strike
85.76
IV
46.5%
B/E move
5.9%
Puts
Pseudo strike
85.34
IV
30.4%
B/E move
2.9%

55Δ

Calls
Pseudo strike
84.55
IV
39.3%
B/E move
4.3%
Puts
Pseudo strike
86.23
IV
29.3%
B/E move
2.3%

60Δ

Calls
Pseudo strike
83.04
IV
45.2%
B/E move
4.1%
Puts
Pseudo strike
87.22
IV
30.9%
B/E move
2.0%

65Δ

Calls
Pseudo strike
81.70
IV
45.6%
B/E move
3.5%
Puts
Pseudo strike
87.98
IV
28.7%
B/E move
1.5%

70Δ

Calls
Pseudo strike
80.14
IV
46.2%
B/E move
2.9%
Puts
Pseudo strike
88.48
IV
25.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
78.81
IV
44.6%
B/E move
2.2%
Puts
Pseudo strike
88.97
IV
23.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
76.17
IV
51.7%
B/E move
2.0%
Puts
Pseudo strike
92.33
IV
31.5%
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%