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iShares MSCI Canada ETF EWC

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Market dataready · fetched 2026-10-16T00:17:29.745Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.096294481Z

FundamentalsAlpha Vantage · ready

Share price$60.33
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$0.21$2.48$4.75$7.02$9.29$55.04$57.35$59.65$61.96$64.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EWC spot · $60.33EWC PRICE$0.63$0.82$0.55$0.57$0.66$0.78$0.95$1.11$1.28$1.64$2.01$2.21$2.35$0.45$0.54$0.59$0.73$0.86$1.34$1.94$2.21$2.28$2.53$3.83$6.54$8.64
PutsExpensive1.57×
CallsExpensive1.18×
SkewBearish+7.16 pp
Implied moveBearish±$2.89
TiltBearish35.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ66.1330.6%10.7%57.4320.9%5.6%
25Δ65.0130.2%9.1%58.2818.7%4.3%
30Δ62.2815.7%4.1%59.0616.0%3.1%
35Δ61.6313.0%3.1%59.4715.7%2.6%
40Δ61.2512.5%2.6%59.8915.5%2.2%
45Δ60.9012.3%2.2%60.3418.9%2.2%
50Δ60.6012.5%2.0%60.8223.8%2.4%
55Δ60.3012.7%1.8%61.2624.1%2.1%
60Δ59.9912.9%1.6%61.6921.5%1.5%
65Δ59.5514.1%1.4%62.2220.3%1.0%
70Δ59.1115.2%1.3%63.4926.4%1.1%
75Δ58.8014.6%1.1%66.1138.0%1.3%
80Δ58.5413.3%0.9%68.3942.5%1.0%

20Δ

Calls
Pseudo strike
66.13
IV
30.6%
B/E move
10.7%
Puts
Pseudo strike
57.43
IV
20.9%
B/E move
5.6%

25Δ

Calls
Pseudo strike
65.01
IV
30.2%
B/E move
9.1%
Puts
Pseudo strike
58.28
IV
18.7%
B/E move
4.3%

30Δ

Calls
Pseudo strike
62.28
IV
15.7%
B/E move
4.1%
Puts
Pseudo strike
59.06
IV
16.0%
B/E move
3.1%

35Δ

Calls
Pseudo strike
61.63
IV
13.0%
B/E move
3.1%
Puts
Pseudo strike
59.47
IV
15.7%
B/E move
2.6%

40Δ

Calls
Pseudo strike
61.25
IV
12.5%
B/E move
2.6%
Puts
Pseudo strike
59.89
IV
15.5%
B/E move
2.2%

45Δ

Calls
Pseudo strike
60.90
IV
12.3%
B/E move
2.2%
Puts
Pseudo strike
60.34
IV
18.9%
B/E move
2.2%

50Δ

Calls
Pseudo strike
60.60
IV
12.5%
B/E move
2.0%
Puts
Pseudo strike
60.82
IV
23.8%
B/E move
2.4%

55Δ

Calls
Pseudo strike
60.30
IV
12.7%
B/E move
1.8%
Puts
Pseudo strike
61.26
IV
24.1%
B/E move
2.1%

60Δ

Calls
Pseudo strike
59.99
IV
12.9%
B/E move
1.6%
Puts
Pseudo strike
61.69
IV
21.5%
B/E move
1.5%

65Δ

Calls
Pseudo strike
59.55
IV
14.1%
B/E move
1.4%
Puts
Pseudo strike
62.22
IV
20.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
59.11
IV
15.2%
B/E move
1.3%
Puts
Pseudo strike
63.49
IV
26.4%
B/E move
1.1%

75Δ

Calls
Pseudo strike
58.80
IV
14.6%
B/E move
1.1%
Puts
Pseudo strike
66.11
IV
38.0%
B/E move
1.3%

80Δ

Calls
Pseudo strike
58.54
IV
13.3%
B/E move
0.9%
Puts
Pseudo strike
68.39
IV
42.5%
B/E move
1.0%