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iShares MSCI Germany ETF EWG

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Market dataready · fetched 2026-10-15T20:04:14.562Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:00.679609299Z

FundamentalsAlpha Vantage · ready

Share price$41.54
1D+1.5%
AH$40.86$41.04$41.22$41.41$41.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEWG
Sold putSold callAH

iShares MSCI Germany ETF options

Live interpolated EWG call and put midpoint premiums by absolute delta.iShares MSCI Germany ETF$0.06$1.23$2.39$3.56$4.72$39.14$40.21$41.28$42.35$43.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $41.54OPTION PRICELive EWG spot · $41.54EWG PRICE$0.47$0.41$0.33$0.26$0.36$0.46$0.57$0.67$0.77$0.87$0.98$1.08$1.18$0.19$0.38$0.58$0.77$0.97$1.17$1.36$1.56$1.75$1.95$0.84$2.62$4.39
PutsExpensive21.47×
CallsExpensive3.98×
SkewBearish+23.71 pp
Implied moveBearish±$1.93
TiltBearish37.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.81206.3%11.4%41.1433.5%1.4%
25Δ43.93138.5%6.7%41.3344.1%1.4%
30Δ42.6485.5%3.4%41.5354.6%1.4%
35Δ41.9850.5%1.7%41.7265.2%1.4%
40Δ41.8349.3%1.6%41.9275.8%1.4%
45Δ41.6748.1%1.4%42.1286.3%1.4%
50Δ41.5146.9%1.3%42.3196.9%1.4%
55Δ41.3545.7%1.2%42.51107.5%1.4%
60Δ41.2044.5%1.0%42.70118.0%1.4%
65Δ41.0443.3%0.9%42.90128.6%1.4%
70Δ40.8842.1%0.8%42.1950.6%0.5%
75Δ40.7240.9%0.6%43.75135.2%1.0%
80Δ40.5739.7%0.5%45.49193.3%1.1%

20Δ

Calls
Pseudo strike
45.81
IV
206.3%
B/E move
11.4%
Puts
Pseudo strike
41.14
IV
33.5%
B/E move
1.4%

25Δ

Calls
Pseudo strike
43.93
IV
138.5%
B/E move
6.7%
Puts
Pseudo strike
41.33
IV
44.1%
B/E move
1.4%

30Δ

Calls
Pseudo strike
42.64
IV
85.5%
B/E move
3.4%
Puts
Pseudo strike
41.53
IV
54.6%
B/E move
1.4%

35Δ

Calls
Pseudo strike
41.98
IV
50.5%
B/E move
1.7%
Puts
Pseudo strike
41.72
IV
65.2%
B/E move
1.4%

40Δ

Calls
Pseudo strike
41.83
IV
49.3%
B/E move
1.6%
Puts
Pseudo strike
41.92
IV
75.8%
B/E move
1.4%

45Δ

Calls
Pseudo strike
41.67
IV
48.1%
B/E move
1.4%
Puts
Pseudo strike
42.12
IV
86.3%
B/E move
1.4%

50Δ

Calls
Pseudo strike
41.51
IV
46.9%
B/E move
1.3%
Puts
Pseudo strike
42.31
IV
96.9%
B/E move
1.4%

55Δ

Calls
Pseudo strike
41.35
IV
45.7%
B/E move
1.2%
Puts
Pseudo strike
42.51
IV
107.5%
B/E move
1.4%

60Δ

Calls
Pseudo strike
41.20
IV
44.5%
B/E move
1.0%
Puts
Pseudo strike
42.70
IV
118.0%
B/E move
1.4%

65Δ

Calls
Pseudo strike
41.04
IV
43.3%
B/E move
0.9%
Puts
Pseudo strike
42.90
IV
128.6%
B/E move
1.4%

70Δ

Calls
Pseudo strike
40.88
IV
42.1%
B/E move
0.8%
Puts
Pseudo strike
42.19
IV
50.6%
B/E move
0.5%

75Δ

Calls
Pseudo strike
40.72
IV
40.9%
B/E move
0.6%
Puts
Pseudo strike
43.75
IV
135.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
40.57
IV
39.7%
B/E move
0.5%
Puts
Pseudo strike
45.49
IV
193.3%
B/E move
1.1%