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iShares MSCI Canada ETF EWC

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Market dataready · fetched 2026-10-16T22:43:27.561Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:30:00.003218169Z

FundamentalsAlpha Vantage · ready

Share price$60.58
1D-0.1%
AH$60.22$60.43$60.64$60.85$61.065:30 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$0.52$1.18$1.84$2.51$3.17$56.23$58.39$60.55$62.72$64.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EWC spot · $60.58EWC PRICE$0.73$0.97$0.74$0.60$0.77$0.94$1.10$1.24$1.39$1.58$1.87$2.16$2.70$0.94$0.62$0.74$0.78$0.89$1.13$1.37$1.51$1.63$1.75$2.05$2.41$2.97
PutsExpensive1.31×
CallsExpensive1.31×
SkewBearish+0.29 pp
Implied moveBearish±$2.47
TiltBearish5.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.5737.1%12.7%54.8842.7%11.0%
25Δ66.1536.9%10.8%58.2621.5%4.8%
30Δ63.4322.5%5.9%58.9620.1%3.9%
35Δ61.8313.4%3.0%59.6017.4%2.9%
40Δ61.5114.1%2.8%60.1415.9%2.2%
45Δ61.2014.8%2.6%60.5316.7%2.0%
50Δ60.8815.1%2.3%60.9117.5%1.7%
55Δ60.5514.6%2.0%61.2516.8%1.4%
60Δ60.2114.1%1.7%61.5915.7%1.0%
65Δ59.8513.9%1.4%61.9214.5%0.7%
70Δ59.4514.1%1.2%62.3514.5%0.5%
75Δ59.0614.4%1.0%62.8114.8%0.3%
80Δ58.4315.5%0.9%63.4715.8%0.1%

20Δ

Calls
Pseudo strike
67.57
IV
37.1%
B/E move
12.7%
Puts
Pseudo strike
54.88
IV
42.7%
B/E move
11.0%

25Δ

Calls
Pseudo strike
66.15
IV
36.9%
B/E move
10.8%
Puts
Pseudo strike
58.26
IV
21.5%
B/E move
4.8%

30Δ

Calls
Pseudo strike
63.43
IV
22.5%
B/E move
5.9%
Puts
Pseudo strike
58.96
IV
20.1%
B/E move
3.9%

35Δ

Calls
Pseudo strike
61.83
IV
13.4%
B/E move
3.0%
Puts
Pseudo strike
59.60
IV
17.4%
B/E move
2.9%

40Δ

Calls
Pseudo strike
61.51
IV
14.1%
B/E move
2.8%
Puts
Pseudo strike
60.14
IV
15.9%
B/E move
2.2%

45Δ

Calls
Pseudo strike
61.20
IV
14.8%
B/E move
2.6%
Puts
Pseudo strike
60.53
IV
16.7%
B/E move
2.0%

50Δ

Calls
Pseudo strike
60.88
IV
15.1%
B/E move
2.3%
Puts
Pseudo strike
60.91
IV
17.5%
B/E move
1.7%

55Δ

Calls
Pseudo strike
60.55
IV
14.6%
B/E move
2.0%
Puts
Pseudo strike
61.25
IV
16.8%
B/E move
1.4%

60Δ

Calls
Pseudo strike
60.21
IV
14.1%
B/E move
1.7%
Puts
Pseudo strike
61.59
IV
15.7%
B/E move
1.0%

65Δ

Calls
Pseudo strike
59.85
IV
13.9%
B/E move
1.4%
Puts
Pseudo strike
61.92
IV
14.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
59.45
IV
14.1%
B/E move
1.2%
Puts
Pseudo strike
62.35
IV
14.5%
B/E move
0.5%

75Δ

Calls
Pseudo strike
59.06
IV
14.4%
B/E move
1.0%
Puts
Pseudo strike
62.81
IV
14.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
58.43
IV
15.5%
B/E move
0.9%
Puts
Pseudo strike
63.47
IV
15.8%
B/E move
0.1%