IntraAlpha
Create free account Start free

iShares MSCI Sweden ETF EWD

i

Market dataready · fetched 2026-10-22T14:03:48.193Z

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 · 2026-10-22T14:00:03.092662097Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T14:03:46.972240+00:00

Share price$50.34
1D-0.6%
$50.31$50.40$50.48$50.56$50.655:30 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$0.28$1.13$1.97$2.82$3.66$45.97$48.19$50.42$52.64$54.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EWD spot · $50.34EWD PRICE$0.38$0.43$0.54$0.68$0.83$1.01$1.46$1.92$2.36$2.74$2.85$2.96$3.42$0.63$0.61$0.82$1.00$1.00$1.09$1.25$1.40$1.74$2.10$2.44$2.76$3.36
PutsExpensive1.34×
CallsExpensive1.36×
SkewBullish-1.10 pp
Implied moveBullish±$2.71
TiltBullish3.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.7124.5%7.4%46.5736.5%8.7%
25Δ52.7020.9%5.6%48.0827.4%5.7%
30Δ52.1820.4%4.7%48.5828.5%5.1%
35Δ51.7520.5%4.1%49.1128.7%4.4%
40Δ51.3620.9%3.7%49.7324.0%3.2%
45Δ50.9721.6%3.3%50.2121.6%2.4%
50Δ50.5326.0%3.3%50.5821.0%2.0%
55Δ50.1030.3%3.3%50.9520.4%1.6%
60Δ49.5232.5%3.1%51.4021.4%1.3%
65Δ48.9433.3%2.7%51.8822.6%1.1%
70Δ48.5430.1%2.1%52.3422.7%0.9%
75Δ48.1527.0%1.5%52.8022.3%0.6%
80Δ47.5026.7%1.2%53.5123.2%0.4%

20Δ

Calls
Pseudo strike
53.71
IV
24.5%
B/E move
7.4%
Puts
Pseudo strike
46.57
IV
36.5%
B/E move
8.7%

25Δ

Calls
Pseudo strike
52.70
IV
20.9%
B/E move
5.6%
Puts
Pseudo strike
48.08
IV
27.4%
B/E move
5.7%

30Δ

Calls
Pseudo strike
52.18
IV
20.4%
B/E move
4.7%
Puts
Pseudo strike
48.58
IV
28.5%
B/E move
5.1%

35Δ

Calls
Pseudo strike
51.75
IV
20.5%
B/E move
4.1%
Puts
Pseudo strike
49.11
IV
28.7%
B/E move
4.4%

40Δ

Calls
Pseudo strike
51.36
IV
20.9%
B/E move
3.7%
Puts
Pseudo strike
49.73
IV
24.0%
B/E move
3.2%

45Δ

Calls
Pseudo strike
50.97
IV
21.6%
B/E move
3.3%
Puts
Pseudo strike
50.21
IV
21.6%
B/E move
2.4%

50Δ

Calls
Pseudo strike
50.53
IV
26.0%
B/E move
3.3%
Puts
Pseudo strike
50.58
IV
21.0%
B/E move
2.0%

55Δ

Calls
Pseudo strike
50.10
IV
30.3%
B/E move
3.3%
Puts
Pseudo strike
50.95
IV
20.4%
B/E move
1.6%

60Δ

Calls
Pseudo strike
49.52
IV
32.5%
B/E move
3.1%
Puts
Pseudo strike
51.40
IV
21.4%
B/E move
1.3%

65Δ

Calls
Pseudo strike
48.94
IV
33.3%
B/E move
2.7%
Puts
Pseudo strike
51.88
IV
22.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
48.54
IV
30.1%
B/E move
2.1%
Puts
Pseudo strike
52.34
IV
22.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
48.15
IV
27.0%
B/E move
1.5%
Puts
Pseudo strike
52.80
IV
22.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
47.50
IV
26.7%
B/E move
1.2%
Puts
Pseudo strike
53.51
IV
23.2%
B/E move
0.4%

Options history

No recorded observations