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iShares MSCI Australia ETF EWA

i

Market dataready · fetched 2026-11-14T02:09:24.422Z

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 · 2026-11-14T01:00:00.108455894Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-14T02:09:23.946721+00:00

Share price$29.09
1D+0.0%
AH$29.02$29.05$29.08$29.11$29.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEWA
Sold putSold callAH

iShares MSCI Australia ETF options

Live interpolated EWA call and put midpoint premiums by absolute delta.iShares MSCI Australia ETF$0.06$0.37$0.68$0.99$1.31$27.88$28.43$28.97$29.52$30.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive EWA spot · $29.09EWA PRICE$0.16$0.22$0.27$0.32$0.37$0.42$0.48$0.58$0.69$0.80$0.91$1.02$0.09$0.12$0.14$0.16$0.19$0.26$0.37$0.49$0.61$0.72$0.84$0.96$1.22
PutsCheap0.84×
Calls——
Skew——
Implied moveBullish±$0.80
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.2921.3%3.1%
25Δ29.7823.0%2.9%28.4420.1%2.6%
30Δ29.6523.5%2.7%28.6018.8%2.2%
35Δ29.5224.0%2.4%28.7617.6%1.7%
40Δ29.3924.5%2.1%28.9216.3%1.2%
45Δ29.2625.0%1.9%29.0716.5%1.0%
50Δ29.1325.5%1.6%29.2118.2%0.9%
55Δ29.0026.0%1.3%29.3519.8%0.8%
60Δ28.8425.8%1.2%29.4921.5%0.7%
65Δ28.6925.7%1.0%29.6323.2%0.6%
70Δ28.5425.5%0.8%29.7724.8%0.5%
75Δ28.3825.4%0.7%29.9226.5%0.4%
80Δ28.2325.2%0.5%30.2029.5%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.29
IV
21.3%
B/E move
3.1%

25Δ

Calls
Pseudo strike
29.78
IV
23.0%
B/E move
2.9%
Puts
Pseudo strike
28.44
IV
20.1%
B/E move
2.6%

30Δ

Calls
Pseudo strike
29.65
IV
23.5%
B/E move
2.7%
Puts
Pseudo strike
28.60
IV
18.8%
B/E move
2.2%

35Δ

Calls
Pseudo strike
29.52
IV
24.0%
B/E move
2.4%
Puts
Pseudo strike
28.76
IV
17.6%
B/E move
1.7%

40Δ

Calls
Pseudo strike
29.39
IV
24.5%
B/E move
2.1%
Puts
Pseudo strike
28.92
IV
16.3%
B/E move
1.2%

45Δ

Calls
Pseudo strike
29.26
IV
25.0%
B/E move
1.9%
Puts
Pseudo strike
29.07
IV
16.5%
B/E move
1.0%

50Δ

Calls
Pseudo strike
29.13
IV
25.5%
B/E move
1.6%
Puts
Pseudo strike
29.21
IV
18.2%
B/E move
0.9%

55Δ

Calls
Pseudo strike
29.00
IV
26.0%
B/E move
1.3%
Puts
Pseudo strike
29.35
IV
19.8%
B/E move
0.8%

60Δ

Calls
Pseudo strike
28.84
IV
25.8%
B/E move
1.2%
Puts
Pseudo strike
29.49
IV
21.5%
B/E move
0.7%

65Δ

Calls
Pseudo strike
28.69
IV
25.7%
B/E move
1.0%
Puts
Pseudo strike
29.63
IV
23.2%
B/E move
0.6%

70Δ

Calls
Pseudo strike
28.54
IV
25.5%
B/E move
0.8%
Puts
Pseudo strike
29.77
IV
24.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
28.38
IV
25.4%
B/E move
0.7%
Puts
Pseudo strike
29.92
IV
26.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
28.23
IV
25.2%
B/E move
0.5%
Puts
Pseudo strike
30.20
IV
29.5%
B/E move
0.4%

Options history

IV · four-Friday blend25.35%
Daily close
EWA13.6%27.6%41.7%2026-08-17: 22.87%2026-08-19: 19.00%2026-08-21: 18.84%2026-08-24: 17.75%2026-08-25: 17.48%2026-08-26: 17.93%2026-08-27: 17.88%2026-08-28: 17.32%2026-08-31: 16.92%2026-09-01: 16.61%2026-09-02: 15.50%2026-09-03: 16.42%2026-09-04: 16.59%2026-09-09: 18.72%2026-09-14: 22.46%2026-09-15: 22.91%2026-09-17: 39.75%2026-09-18: 18.11%2026-09-21: 20.03%2026-09-22: 18.90%2026-09-23: 22.20%2026-09-25: 18.02%2026-09-28: 19.28%2026-09-29: 18.22%2026-09-30: 19.17%2026-10-01: 20.41%2026-10-02: 20.86%2026-10-05: 19.55%2026-10-06: 21.36%2026-10-07: 20.77%2026-10-08: 21.17%2026-10-09: 21.43%2026-10-12: 29.71%2026-10-13: 23.61%2026-10-16: 23.70%2026-10-19: 21.89%2026-10-20: 23.23%2026-10-21: 23.74%2026-10-22: 24.02%2026-10-23: 22.53%2026-10-26: 22.75%2026-10-27: 20.78%2026-10-28: 23.99%2026-10-29: 22.29%2026-10-30: 25.35%Aug 17Sep 28Oct 30
45 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
22.87%
19.00%
18.84%
17.75%
17.48%
17.93%
17.88%
17.32%
16.92%
16.61%
15.50%
16.42%
16.59%
18.72%
22.46%
22.91%
39.75%
18.11%
20.03%
18.90%
22.20%
18.02%
19.28%
18.22%
19.17%
20.41%
20.86%
19.55%
21.36%
20.77%
21.17%
21.43%
29.71%
23.61%
23.70%
21.89%
23.23%
23.74%
24.02%
22.53%
22.75%
20.78%
23.99%
22.29%
25.35%