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iShares MSCI Sweden ETF EWD

i

Market dataready · fetched 2026-11-11T15:53:04.457Z

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 · 2026-11-11T15:45:57.160895864Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:53:03.857505+00:00

Share price$52.89
1D-0.2%
$52.72$52.80$52.88$52.95$53.035:30 AM6:30 AM9:00 AM1:00 PMEWD
Sold putSold call

iShares MSCI Sweden ETF options

Live interpolated EWD call and put midpoint premiums by absolute delta.iShares MSCI Sweden ETF$0.31$0.90$1.49$2.08$2.66$50.36$51.83$53.31$54.79$56.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EWD spot · $52.89EWD PRICE$0.38$0.39$0.40$0.56$0.77$0.98$1.18$1.39$1.59$1.79$2.00$2.20$2.49$0.38$0.45$0.62$0.80$0.97$1.14$1.32$1.59$1.86$2.39
Puts——
CallsExpensive1.23×
Skew——
Implied moveBearish±$2.51
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.0841.3%6.7%50.1840.4%5.8%
25Δ55.1233.6%4.9%51.1633.3%4.1%
30Δ54.2026.2%3.2%51.5434.3%3.7%
35Δ53.8027.1%2.8%51.9135.4%3.4%
40Δ53.5430.4%2.7%52.2936.4%3.0%
45Δ53.2833.6%2.6%52.6637.4%2.6%
50Δ53.0236.8%2.5%53.0438.4%2.2%
55Δ52.6636.3%2.2%53.4739.0%1.9%
60Δ52.2935.5%1.9%53.8939.6%1.6%
65Δ51.9234.7%1.6%54.5243.6%1.4%
70Δ51.5533.8%1.2%
75Δ51.1833.0%0.9%
80Δ50.7632.4%0.7%

20Δ

Calls
Pseudo strike
56.08
IV
41.3%
B/E move
6.7%
Puts
Pseudo strike
50.18
IV
40.4%
B/E move
5.8%

25Δ

Calls
Pseudo strike
55.12
IV
33.6%
B/E move
4.9%
Puts
Pseudo strike
51.16
IV
33.3%
B/E move
4.1%

30Δ

Calls
Pseudo strike
54.20
IV
26.2%
B/E move
3.2%
Puts
Pseudo strike
51.54
IV
34.3%
B/E move
3.7%

35Δ

Calls
Pseudo strike
53.80
IV
27.1%
B/E move
2.8%
Puts
Pseudo strike
51.91
IV
35.4%
B/E move
3.4%

40Δ

Calls
Pseudo strike
53.54
IV
30.4%
B/E move
2.7%
Puts
Pseudo strike
52.29
IV
36.4%
B/E move
3.0%

45Δ

Calls
Pseudo strike
53.28
IV
33.6%
B/E move
2.6%
Puts
Pseudo strike
52.66
IV
37.4%
B/E move
2.6%

50Δ

Calls
Pseudo strike
53.02
IV
36.8%
B/E move
2.5%
Puts
Pseudo strike
53.04
IV
38.4%
B/E move
2.2%

55Δ

Calls
Pseudo strike
52.66
IV
36.3%
B/E move
2.2%
Puts
Pseudo strike
53.47
IV
39.0%
B/E move
1.9%

60Δ

Calls
Pseudo strike
52.29
IV
35.5%
B/E move
1.9%
Puts
Pseudo strike
53.89
IV
39.6%
B/E move
1.6%

65Δ

Calls
Pseudo strike
51.92
IV
34.7%
B/E move
1.6%
Puts
Pseudo strike
54.52
IV
43.6%
B/E move
1.4%

70Δ

Calls
Pseudo strike
51.55
IV
33.8%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
51.18
IV
33.0%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
50.76
IV
32.4%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend23.24%
Daily close
EWD18.0%30.6%43.3%2026-08-13: 21.82%2026-08-14: 21.30%2026-08-17: 24.92%2026-08-18: 26.13%2026-08-19: 28.47%2026-08-20: 32.18%2026-08-21: 23.19%2026-08-24: 19.75%2026-08-25: 20.06%2026-08-26: 20.83%2026-08-27: 20.92%2026-08-28: 19.90%2026-08-31: 20.75%2026-09-01: 21.82%2026-09-02: 22.62%2026-09-03: 21.25%2026-09-04: 21.92%2026-09-08: 22.56%2026-09-09: 24.22%2026-09-10: 24.47%2026-09-11: 23.17%2026-09-14: 27.25%2026-09-15: 30.99%2026-09-16: 32.47%2026-09-17: 41.55%2026-09-18: 25.76%2026-09-21: 22.55%2026-09-22: 21.91%2026-09-23: 22.99%2026-09-24: 23.25%2026-09-25: 22.84%2026-09-28: 23.60%2026-09-29: 23.85%2026-09-30: 24.72%2026-10-01: 24.72%2026-10-02: 24.89%2026-10-05: 25.75%2026-10-06: 26.92%2026-10-07: 27.05%2026-10-08: 26.53%2026-10-09: 25.86%2026-10-12: 26.90%2026-10-13: 29.40%2026-10-14: 28.03%2026-10-15: 31.18%2026-10-16: 24.55%2026-10-19: 22.64%2026-10-20: 22.87%2026-10-21: 22.61%2026-10-22: 22.90%2026-10-23: 24.28%2026-10-26: 24.70%2026-10-27: 22.93%2026-10-28: 23.22%2026-10-29: 23.12%2026-10-30: 23.24%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
21.82%
21.30%
24.92%
26.13%
28.47%
32.18%
23.19%
19.75%
20.06%
20.83%
20.92%
19.90%
20.75%
21.82%
22.62%
21.25%
21.92%
22.56%
24.22%
24.47%
23.17%
27.25%
30.99%
32.47%
41.55%
25.76%
22.55%
21.91%
22.99%
23.25%
22.84%
23.60%
23.85%
24.72%
24.72%
24.89%
25.75%
26.92%
27.05%
26.53%
25.86%
26.90%
29.40%
28.03%
31.18%
24.55%
22.64%
22.87%
22.61%
22.90%
24.28%
24.70%
22.93%
23.22%
23.12%
23.24%