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iShares MSCI Canada ETF EWC

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Market dataready · fetched 2026-10-15T20:03:35.638Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:00.594852851Z

FundamentalsAlpha Vantage · ready

Share price$60.34
1D+1.5%
AH$59.10$59.43$59.77$60.10$60.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEWC
Sold putSold callAH

iShares MSCI Canada ETF options

Live interpolated EWC call and put midpoint premiums by absolute delta.iShares MSCI Canada ETF$0.00$2.22$4.45$6.67$8.90$56.71$58.41$60.10$61.79$63.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $60.34OPTION PRICELive EWC spot · $60.34EWC PRICE$0.83$0.90$0.94$0.65$0.48$0.50$0.51$0.52$0.54$0.55$0.56$0.57$0.59$0.40$0.84$0.50$0.23$0.37$0.51$0.65$0.79$0.92$1.23$3.20$5.34$8.26
PutsExpensive8.85×
CallsExpensive3.82×
SkewBearish+15.17 pp
Implied moveBearish±$1.16
TiltBearish48.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.92248.7%13.9%57.42114.3%5.5%
25Δ65.63209.2%10.3%57.19166.2%6.6%
30Δ63.54166.8%6.9%58.7292.3%3.5%
35Δ61.7395.0%3.4%60.0627.1%0.8%
40Δ60.9056.6%1.7%60.2231.5%0.8%
45Δ60.7251.0%1.5%60.3835.9%0.8%
50Δ60.5545.4%1.2%60.5440.3%0.7%
55Δ60.3739.8%0.9%60.7044.8%0.7%
60Δ60.2034.2%0.7%60.8649.2%0.7%
65Δ60.0228.6%0.4%61.1559.7%0.7%
70Δ59.8522.9%0.1%62.79132.4%1.2%
75Δ59.6717.3%0.2%64.84188.7%1.4%
80Δ59.5011.7%0.4%67.82241.8%1.3%

20Δ

Calls
Pseudo strike
67.92
IV
248.7%
B/E move
13.9%
Puts
Pseudo strike
57.42
IV
114.3%
B/E move
5.5%

25Δ

Calls
Pseudo strike
65.63
IV
209.2%
B/E move
10.3%
Puts
Pseudo strike
57.19
IV
166.2%
B/E move
6.6%

30Δ

Calls
Pseudo strike
63.54
IV
166.8%
B/E move
6.9%
Puts
Pseudo strike
58.72
IV
92.3%
B/E move
3.5%

35Δ

Calls
Pseudo strike
61.73
IV
95.0%
B/E move
3.4%
Puts
Pseudo strike
60.06
IV
27.1%
B/E move
0.8%

40Δ

Calls
Pseudo strike
60.90
IV
56.6%
B/E move
1.7%
Puts
Pseudo strike
60.22
IV
31.5%
B/E move
0.8%

45Δ

Calls
Pseudo strike
60.72
IV
51.0%
B/E move
1.5%
Puts
Pseudo strike
60.38
IV
35.9%
B/E move
0.8%

50Δ

Calls
Pseudo strike
60.55
IV
45.4%
B/E move
1.2%
Puts
Pseudo strike
60.54
IV
40.3%
B/E move
0.7%

55Δ

Calls
Pseudo strike
60.37
IV
39.8%
B/E move
0.9%
Puts
Pseudo strike
60.70
IV
44.8%
B/E move
0.7%

60Δ

Calls
Pseudo strike
60.20
IV
34.2%
B/E move
0.7%
Puts
Pseudo strike
60.86
IV
49.2%
B/E move
0.7%

65Δ

Calls
Pseudo strike
60.02
IV
28.6%
B/E move
0.4%
Puts
Pseudo strike
61.15
IV
59.7%
B/E move
0.7%

70Δ

Calls
Pseudo strike
59.85
IV
22.9%
B/E move
0.1%
Puts
Pseudo strike
62.79
IV
132.4%
B/E move
1.2%

75Δ

Calls
Pseudo strike
59.67
IV
17.3%
B/E move
0.2%
Puts
Pseudo strike
64.84
IV
188.7%
B/E move
1.4%

80Δ

Calls
Pseudo strike
59.50
IV
11.7%
B/E move
0.4%
Puts
Pseudo strike
67.82
IV
241.8%
B/E move
1.3%