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iShares MSCI Sweden ETF EWD

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Market dataready · fetched 2026-10-22T21:19:11.503Z

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 · 2026-10-22T20:10:00.003190914Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:19:10.876205+00:00

Share price$50.33
1D-0.6%
AH$50.02$50.18$50.34$50.50$50.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEWD
Sold putSold callAH

iShares MSCI Sweden ETF options

Live interpolated EWD call and put midpoint premiums by absolute delta.iShares MSCI Sweden ETF$0.28$1.15$2.01$2.88$3.74$45.83$48.06$50.28$52.51$54.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EWD spot · $50.33EWD PRICE$0.38$0.44$0.54$0.68$0.83$1.01$1.42$1.82$2.17$2.50$2.72$2.93$3.45$0.67$0.61$0.82$1.00$1.00$1.11$1.31$1.52$1.85$2.20$2.59$3.00$3.49
PutsExpensive1.40×
CallsExpensive1.32×
SkewBearish+0.64 pp
Implied moveBullish±$2.73
TiltBalanced0.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.7024.6%7.4%46.1440.2%9.7%
25Δ52.7021.1%5.6%48.0727.4%5.7%
30Δ52.1720.6%4.7%48.5828.5%5.1%
35Δ51.7420.6%4.2%49.1028.8%4.4%
40Δ51.3521.0%3.7%49.7224.1%3.2%
45Δ50.9621.7%3.3%50.2122.0%2.4%
50Δ50.5325.2%3.2%50.6022.0%2.1%
55Δ50.1128.8%3.2%50.9822.0%1.7%
60Δ49.5929.9%2.8%51.4522.8%1.5%
65Δ49.0430.1%2.4%51.9223.6%1.2%
70Δ48.5928.4%1.9%52.4524.0%0.9%
75Δ48.1526.6%1.5%52.9924.3%0.7%
80Δ47.4726.9%1.2%53.6124.1%0.4%

20Δ

Calls
Pseudo strike
53.70
IV
24.6%
B/E move
7.4%
Puts
Pseudo strike
46.14
IV
40.2%
B/E move
9.7%

25Δ

Calls
Pseudo strike
52.70
IV
21.1%
B/E move
5.6%
Puts
Pseudo strike
48.07
IV
27.4%
B/E move
5.7%

30Δ

Calls
Pseudo strike
52.17
IV
20.6%
B/E move
4.7%
Puts
Pseudo strike
48.58
IV
28.5%
B/E move
5.1%

35Δ

Calls
Pseudo strike
51.74
IV
20.6%
B/E move
4.2%
Puts
Pseudo strike
49.10
IV
28.8%
B/E move
4.4%

40Δ

Calls
Pseudo strike
51.35
IV
21.0%
B/E move
3.7%
Puts
Pseudo strike
49.72
IV
24.1%
B/E move
3.2%

45Δ

Calls
Pseudo strike
50.96
IV
21.7%
B/E move
3.3%
Puts
Pseudo strike
50.21
IV
22.0%
B/E move
2.4%

50Δ

Calls
Pseudo strike
50.53
IV
25.2%
B/E move
3.2%
Puts
Pseudo strike
50.60
IV
22.0%
B/E move
2.1%

55Δ

Calls
Pseudo strike
50.11
IV
28.8%
B/E move
3.2%
Puts
Pseudo strike
50.98
IV
22.0%
B/E move
1.7%

60Δ

Calls
Pseudo strike
49.59
IV
29.9%
B/E move
2.8%
Puts
Pseudo strike
51.45
IV
22.8%
B/E move
1.5%

65Δ

Calls
Pseudo strike
49.04
IV
30.1%
B/E move
2.4%
Puts
Pseudo strike
51.92
IV
23.6%
B/E move
1.2%

70Δ

Calls
Pseudo strike
48.59
IV
28.4%
B/E move
1.9%
Puts
Pseudo strike
52.45
IV
24.0%
B/E move
0.9%

75Δ

Calls
Pseudo strike
48.15
IV
26.6%
B/E move
1.5%
Puts
Pseudo strike
52.99
IV
24.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
47.47
IV
26.9%
B/E move
1.2%
Puts
Pseudo strike
53.61
IV
24.1%
B/E move
0.4%

Options history

EWD22.5722.7622.952026-10-20: 22.92%2026-10-21: 22.60%Oct 20Oct 21
Table
DateIV
22.92%
22.60%