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iShares MSCI Europe Financials ETF EUFN

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Market dataready · fetched 2026-10-22T07:50:37.063Z

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 · 2026-10-21T20:00:00.125458285Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T07:48:26.302693+00:00

Share price$38.74
1D-0.2%
AH$38.58$38.66$38.74$38.81$38.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEUFN
Sold putSold callAH

iShares MSCI Europe Financials ETF options

Live interpolated EUFN call and put midpoint premiums by absolute delta.iShares MSCI Europe Financials ETF$0.48$1.16$1.84$2.52$3.20$34.60$36.70$38.81$40.92$43.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EUFN spot · $38.74EUFN PRICE$0.55$0.65$0.71$0.60$0.85$1.09$1.34$1.42$1.49$1.66$2.17$2.57$2.85$0.57$0.77$0.64$0.75$0.96$1.24$1.50$1.57$1.63$1.69$2.02$2.40$3.00
PutsExpensive1.24×
CallsExpensive1.56×
SkewBullish-1.25 pp
Implied moveBearish±$2.84
TiltBearish2.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.9747.5%14.9%35.3243.1%10.3%
25Δ42.5542.3%11.5%36.0144.1%9.1%
30Δ41.2936.0%8.4%37.3029.6%5.4%
35Δ39.9724.0%4.7%37.7928.0%4.4%
40Δ39.6526.8%4.5%38.2328.6%3.8%
45Δ39.3329.6%4.3%38.6330.8%3.5%
50Δ39.0232.4%4.2%39.0232.6%3.2%
55Δ38.6529.8%3.4%39.3329.7%2.5%
60Δ38.2927.0%2.7%39.6426.8%1.9%
65Δ37.8825.5%2.1%39.9623.8%1.2%
70Δ37.3129.1%1.9%40.4024.1%0.9%
75Δ36.8130.4%1.7%40.8725.0%0.7%
80Δ36.3928.9%1.3%41.5626.7%0.5%

20Δ

Calls
Pseudo strike
43.97
IV
47.5%
B/E move
14.9%
Puts
Pseudo strike
35.32
IV
43.1%
B/E move
10.3%

25Δ

Calls
Pseudo strike
42.55
IV
42.3%
B/E move
11.5%
Puts
Pseudo strike
36.01
IV
44.1%
B/E move
9.1%

30Δ

Calls
Pseudo strike
41.29
IV
36.0%
B/E move
8.4%
Puts
Pseudo strike
37.30
IV
29.6%
B/E move
5.4%

35Δ

Calls
Pseudo strike
39.97
IV
24.0%
B/E move
4.7%
Puts
Pseudo strike
37.79
IV
28.0%
B/E move
4.4%

40Δ

Calls
Pseudo strike
39.65
IV
26.8%
B/E move
4.5%
Puts
Pseudo strike
38.23
IV
28.6%
B/E move
3.8%

45Δ

Calls
Pseudo strike
39.33
IV
29.6%
B/E move
4.3%
Puts
Pseudo strike
38.63
IV
30.8%
B/E move
3.5%

50Δ

Calls
Pseudo strike
39.02
IV
32.4%
B/E move
4.2%
Puts
Pseudo strike
39.02
IV
32.6%
B/E move
3.2%

55Δ

Calls
Pseudo strike
38.65
IV
29.8%
B/E move
3.4%
Puts
Pseudo strike
39.33
IV
29.7%
B/E move
2.5%

60Δ

Calls
Pseudo strike
38.29
IV
27.0%
B/E move
2.7%
Puts
Pseudo strike
39.64
IV
26.8%
B/E move
1.9%

65Δ

Calls
Pseudo strike
37.88
IV
25.5%
B/E move
2.1%
Puts
Pseudo strike
39.96
IV
23.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
37.31
IV
29.1%
B/E move
1.9%
Puts
Pseudo strike
40.40
IV
24.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
36.81
IV
30.4%
B/E move
1.7%
Puts
Pseudo strike
40.87
IV
25.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
36.39
IV
28.9%
B/E move
1.3%
Puts
Pseudo strike
41.56
IV
26.7%
B/E move
0.5%

Options history

No recorded observations