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iShares, Inc. iShares ESG Aware MSCI EM ETF ESGE

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Market datapartial · fetched 2026-10-22T15:12:50.854Z

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 · 2026-10-22T15:12:15.369970787Z

FundamentalsAlpha Vantage · unavailable

Share price$50.16
1D-0.9%
$50.13$50.28$50.43$50.58$50.735:30 AM6:30 AM9:00 AM1:00 PMESGE
Sold putSold call

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$2.44$3.36$4.28$5.20$6.12$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEESGE PRICE$2.54$2.98$3.50$4.19$4.93$5.85
PutsExpensive1.19×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ51.3925.7%2.6%
60Δ52.0825.9%2.1%
65Δ52.8326.3%1.7%
70Δ53.7226.8%1.3%
75Δ54.6527.4%0.9%
80Δ55.7727.8%0.5%

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

45Δ

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

50Δ

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

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.39
IV
25.7%
B/E move
2.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.08
IV
25.9%
B/E move
2.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.83
IV
26.3%
B/E move
1.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.72
IV
26.8%
B/E move
1.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.65
IV
27.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.77
IV
27.8%
B/E move
0.5%

Options history

No recorded observations