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iShares MSCI Australia ETF EWA

i

Market dataready · fetched 2026-10-23T16:47:38.258Z

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 · 2026-10-23T16:47:11.781817191Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T16:42:16.794600+00:00

Share price$29.14
1D+0.3%
$28.93$28.99$29.05$29.11$29.175:30 AM6:30 AM9:00 AM1:00 PMEWA
Sold putSold call

iShares MSCI Australia ETF options

Live interpolated EWA call and put midpoint premiums by absolute delta.iShares MSCI Australia ETF$0.11$0.78$1.45$2.12$2.80$26.52$27.88$29.23$30.59$31.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EWA spot · $29.14EWA PRICE$0.57$0.61$0.25$0.37$0.49$0.61$0.73$0.85$1.07$1.30$1.53$1.77$2.00$0.18$0.57$0.54$0.50$0.47$0.51$0.65$0.79$0.93$1.07$1.38$1.77$2.60
PutsExpensive1.57×
CallsExpensive1.86×
SkewBullish-2.42 pp
Implied moveBullish±$1.39
TiltBalanced0.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.2169.7%22.8%27.9819.2%4.6%
25Δ32.7554.2%14.5%26.5650.3%10.8%
30Δ29.9916.8%3.8%27.2541.0%8.3%
35Δ29.8018.1%3.6%27.9431.7%5.8%
40Δ29.6119.5%3.3%28.6322.3%3.4%
45Δ29.4220.8%3.1%29.0917.6%1.9%
50Δ29.2322.1%2.8%29.3018.2%1.7%
55Δ29.0423.4%2.6%29.5118.9%1.4%
60Δ28.7423.9%2.3%29.7219.6%1.2%
65Δ28.4224.2%2.0%29.9220.2%1.0%
70Δ28.1124.6%1.7%30.2822.0%0.8%
75Δ27.7924.9%1.4%30.7224.5%0.6%
80Δ27.4725.2%1.2%31.5830.5%0.5%

20Δ

Calls
Pseudo strike
35.21
IV
69.7%
B/E move
22.8%
Puts
Pseudo strike
27.98
IV
19.2%
B/E move
4.6%

25Δ

Calls
Pseudo strike
32.75
IV
54.2%
B/E move
14.5%
Puts
Pseudo strike
26.56
IV
50.3%
B/E move
10.8%

30Δ

Calls
Pseudo strike
29.99
IV
16.8%
B/E move
3.8%
Puts
Pseudo strike
27.25
IV
41.0%
B/E move
8.3%

35Δ

Calls
Pseudo strike
29.80
IV
18.1%
B/E move
3.6%
Puts
Pseudo strike
27.94
IV
31.7%
B/E move
5.8%

40Δ

Calls
Pseudo strike
29.61
IV
19.5%
B/E move
3.3%
Puts
Pseudo strike
28.63
IV
22.3%
B/E move
3.4%

45Δ

Calls
Pseudo strike
29.42
IV
20.8%
B/E move
3.1%
Puts
Pseudo strike
29.09
IV
17.6%
B/E move
1.9%

50Δ

Calls
Pseudo strike
29.23
IV
22.1%
B/E move
2.8%
Puts
Pseudo strike
29.30
IV
18.2%
B/E move
1.7%

55Δ

Calls
Pseudo strike
29.04
IV
23.4%
B/E move
2.6%
Puts
Pseudo strike
29.51
IV
18.9%
B/E move
1.4%

60Δ

Calls
Pseudo strike
28.74
IV
23.9%
B/E move
2.3%
Puts
Pseudo strike
29.72
IV
19.6%
B/E move
1.2%

65Δ

Calls
Pseudo strike
28.42
IV
24.2%
B/E move
2.0%
Puts
Pseudo strike
29.92
IV
20.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
28.11
IV
24.6%
B/E move
1.7%
Puts
Pseudo strike
30.28
IV
22.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
27.79
IV
24.9%
B/E move
1.4%
Puts
Pseudo strike
30.72
IV
24.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
27.47
IV
25.2%
B/E move
1.2%
Puts
Pseudo strike
31.58
IV
30.5%
B/E move
0.5%

Options history

EWA23.5523.6623.782026-10-20: 23.57%2026-10-21: 23.76%Oct 20Oct 21
Table
DateIV
23.57%
23.76%