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iShares, Inc. iShares ESG Aware MSCI EM ETF ESGE

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Market datapartial · fetched 2026-10-22T09:17:16.166Z

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 · 2026-10-21T20:00:00.719392586Z

FundamentalsAlpha Vantage · unavailable

Share price$51.66
1D-0.2%
AH$51.40$51.50$51.60$51.70$51.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMESGE
Sold putSold callAH

iShares, Inc. iShares ESG Aware MSCI EM ETF options

Live interpolated ESGE call and put midpoint premiums by absolute delta.iShares, Inc. iShares ESG Aware MSCI EM ETF$0.56$1.45$2.33$3.22$4.11$46.54$49.21$51.89$54.56$57.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ESGE spot · $51.66ESGE PRICE$0.66$0.72$0.82$0.92$1.02$1.16$1.31$1.55$1.79$2.13$2.49$2.96$3.54$0.73$0.82$0.93$1.03$1.13$1.31$1.48$1.73$1.99$2.33$2.71$3.26$3.85
PutsExpensive1.23×
CallsExpensive1.35×
SkewBearish+0.28 pp
Implied moveBearish±$2.79
TiltBearish5.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.8042.3%13.1%47.1842.3%10.1%
25Δ55.7034.7%9.2%48.6435.8%7.4%
30Δ54.5330.9%7.1%49.6331.8%5.7%
35Δ53.6527.8%5.6%50.3828.7%4.5%
40Δ52.9425.3%4.4%51.0226.0%3.4%
45Δ52.4324.3%3.7%51.4825.1%2.9%
50Δ51.9323.4%3.1%51.9424.3%2.3%
55Δ51.5023.7%2.7%52.3924.1%1.9%
60Δ51.0623.9%2.3%52.8424.0%1.6%
65Δ50.5624.5%2.0%53.3524.3%1.2%
70Δ50.0525.2%1.7%53.8824.6%1.0%
75Δ49.4425.9%1.4%54.5525.4%0.7%
80Δ48.7327.0%1.2%55.2725.9%0.5%

20Δ

Calls
Pseudo strike
57.80
IV
42.3%
B/E move
13.1%
Puts
Pseudo strike
47.18
IV
42.3%
B/E move
10.1%

25Δ

Calls
Pseudo strike
55.70
IV
34.7%
B/E move
9.2%
Puts
Pseudo strike
48.64
IV
35.8%
B/E move
7.4%

30Δ

Calls
Pseudo strike
54.53
IV
30.9%
B/E move
7.1%
Puts
Pseudo strike
49.63
IV
31.8%
B/E move
5.7%

35Δ

Calls
Pseudo strike
53.65
IV
27.8%
B/E move
5.6%
Puts
Pseudo strike
50.38
IV
28.7%
B/E move
4.5%

40Δ

Calls
Pseudo strike
52.94
IV
25.3%
B/E move
4.4%
Puts
Pseudo strike
51.02
IV
26.0%
B/E move
3.4%

45Δ

Calls
Pseudo strike
52.43
IV
24.3%
B/E move
3.7%
Puts
Pseudo strike
51.48
IV
25.1%
B/E move
2.9%

50Δ

Calls
Pseudo strike
51.93
IV
23.4%
B/E move
3.1%
Puts
Pseudo strike
51.94
IV
24.3%
B/E move
2.3%

55Δ

Calls
Pseudo strike
51.50
IV
23.7%
B/E move
2.7%
Puts
Pseudo strike
52.39
IV
24.1%
B/E move
1.9%

60Δ

Calls
Pseudo strike
51.06
IV
23.9%
B/E move
2.3%
Puts
Pseudo strike
52.84
IV
24.0%
B/E move
1.6%

65Δ

Calls
Pseudo strike
50.56
IV
24.5%
B/E move
2.0%
Puts
Pseudo strike
53.35
IV
24.3%
B/E move
1.2%

70Δ

Calls
Pseudo strike
50.05
IV
25.2%
B/E move
1.7%
Puts
Pseudo strike
53.88
IV
24.6%
B/E move
1.0%

75Δ

Calls
Pseudo strike
49.44
IV
25.9%
B/E move
1.4%
Puts
Pseudo strike
54.55
IV
25.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
48.73
IV
27.0%
B/E move
1.2%
Puts
Pseudo strike
55.27
IV
25.9%
B/E move
0.5%

Options history

No recorded observations