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iShares MSCI Europe Financials ETF EUFN

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Market dataready · fetched 2026-11-11T13:48:21.311Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T12:00:00.292487518Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:48:20.624293+00:00

Share price$39.80
1D
Price history unavailable.

iShares MSCI Europe Financials ETF options

Live interpolated EUFN call and put midpoint premiums by absolute delta.iShares MSCI Europe Financials ETF$0.34$0.88$1.42$1.95$2.49$37.14$38.56$39.97$41.39$42.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EUFN spot · $39.80EUFN PRICE$0.65$0.65$0.48$0.57$0.65$0.83$1.11$1.39$1.64$1.83$2.02$2.34$0.40$0.55$0.53$0.63$0.73$0.83$0.97$1.15$1.33$1.50
Puts——
Calls——
Skew——
Implied moveBalanced±$1.66
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.0698.6%17.4%37.2352.9%7.5%
25Δ43.4172.9%10.7%37.7054.7%6.7%
30Δ
35Δ40.7432.7%3.6%39.0734.0%3.2%
40Δ40.4532.1%3.0%39.3433.3%2.7%
45Δ40.1631.5%2.5%39.6132.7%2.3%
50Δ39.8533.2%2.2%39.8832.0%1.9%
55Δ39.5337.6%2.1%40.1531.8%1.6%
60Δ39.2142.0%2.0%40.4231.9%1.3%
65Δ38.8844.3%1.8%40.6932.1%1.1%
70Δ38.5642.6%1.5%40.9732.3%0.8%
75Δ38.2340.9%1.1%
80Δ37.7940.9%0.8%

20Δ

Calls
Pseudo strike
46.06
IV
98.6%
B/E move
17.4%
Puts
Pseudo strike
37.23
IV
52.9%
B/E move
7.5%

25Δ

Calls
Pseudo strike
43.41
IV
72.9%
B/E move
10.7%
Puts
Pseudo strike
37.70
IV
54.7%
B/E move
6.7%

30Δ

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

35Δ

Calls
Pseudo strike
40.74
IV
32.7%
B/E move
3.6%
Puts
Pseudo strike
39.07
IV
34.0%
B/E move
3.2%

40Δ

Calls
Pseudo strike
40.45
IV
32.1%
B/E move
3.0%
Puts
Pseudo strike
39.34
IV
33.3%
B/E move
2.7%

45Δ

Calls
Pseudo strike
40.16
IV
31.5%
B/E move
2.5%
Puts
Pseudo strike
39.61
IV
32.7%
B/E move
2.3%

50Δ

Calls
Pseudo strike
39.85
IV
33.2%
B/E move
2.2%
Puts
Pseudo strike
39.88
IV
32.0%
B/E move
1.9%

55Δ

Calls
Pseudo strike
39.53
IV
37.6%
B/E move
2.1%
Puts
Pseudo strike
40.15
IV
31.8%
B/E move
1.6%

60Δ

Calls
Pseudo strike
39.21
IV
42.0%
B/E move
2.0%
Puts
Pseudo strike
40.42
IV
31.9%
B/E move
1.3%

65Δ

Calls
Pseudo strike
38.88
IV
44.3%
B/E move
1.8%
Puts
Pseudo strike
40.69
IV
32.1%
B/E move
1.1%

70Δ

Calls
Pseudo strike
38.56
IV
42.6%
B/E move
1.5%
Puts
Pseudo strike
40.97
IV
32.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
38.23
IV
40.9%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
37.79
IV
40.9%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend27.66%
Daily close
EUFN16.6%27.6%38.7%2026-08-13: 20.55%2026-08-14: 20.19%2026-08-17: 21.22%2026-08-18: 21.61%2026-08-19: 21.85%2026-08-21: 20.08%2026-08-24: 20.50%2026-08-25: 21.59%2026-08-26: 18.87%2026-08-27: 20.53%2026-08-28: 20.76%2026-08-31: 18.88%2026-09-01: 19.82%2026-09-02: 20.18%2026-09-03: 18.59%2026-09-04: 18.08%2026-09-08: 19.70%2026-09-09: 19.65%2026-09-10: 20.78%2026-09-11: 20.14%2026-09-14: 22.74%2026-09-15: 23.41%2026-09-16: 23.36%2026-09-17: 28.33%2026-09-18: 23.26%2026-09-21: 19.69%2026-09-22: 20.13%2026-09-23: 21.22%2026-09-24: 22.27%2026-09-25: 21.40%2026-09-28: 22.60%2026-09-29: 22.75%2026-09-30: 23.67%2026-10-01: 25.07%2026-10-02: 23.74%2026-10-05: 25.56%2026-10-06: 24.88%2026-10-07: 24.66%2026-10-08: 25.68%2026-10-09: 25.19%2026-10-12: 27.62%2026-10-13: 28.37%2026-10-14: 37.18%2026-10-15: 33.74%2026-10-16: 26.93%2026-10-19: 27.88%2026-10-20: 27.39%2026-10-21: 28.55%2026-10-22: 28.35%2026-10-23: 28.30%2026-10-26: 27.87%2026-10-27: 29.19%2026-10-28: 28.59%2026-10-29: 30.24%2026-10-30: 27.66%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
20.55%
20.19%
21.22%
21.61%
21.85%
20.08%
20.50%
21.59%
18.87%
20.53%
20.76%
18.88%
19.82%
20.18%
18.59%
18.08%
19.70%
19.65%
20.78%
20.14%
22.74%
23.41%
23.36%
28.33%
23.26%
19.69%
20.13%
21.22%
22.27%
21.40%
22.60%
22.75%
23.67%
25.07%
23.74%
25.56%
24.88%
24.66%
25.68%
25.19%
27.62%
28.37%
37.18%
33.74%
26.93%
27.88%
27.39%
28.55%
28.35%
28.30%
27.87%
29.19%
28.59%
30.24%
27.66%