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iShares MSCI Germany ETF EWG

i

Market dataready · fetched 2026-11-07T03:12:12.098Z

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 · 2026-11-07T01:00:00.14816725Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T03:12:11.637389+00:00

Share price$41.58
1D-1.9%
AH$41.47$41.72$41.97$42.22$42.475:30 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$0.20$0.70$1.20$1.70$2.20$38.30$39.85$41.41$42.96$44.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EWG spot · $41.58EWG PRICE$0.26$0.34$0.42$0.50$0.60$0.73$0.86$0.99$1.13$1.43$1.73$2.06$0.51$0.33$0.40$0.48$0.56$0.64$0.72$0.80$0.92$1.09$1.26$1.43
Puts——
Calls——
Skew——
Implied moveBalanced±$1.45
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.7247.7%8.1%
25Δ42.8420.6%3.6%40.2426.2%4.0%
30Δ42.6120.9%3.3%40.5825.3%3.4%
35Δ42.3721.3%2.9%40.9224.4%2.8%
40Δ42.1421.7%2.5%41.1723.5%2.3%
45Δ41.9022.0%2.2%41.4122.5%2.0%
50Δ41.6722.2%2.0%41.6421.6%1.6%
55Δ41.4422.4%1.7%41.8720.6%1.2%
60Δ41.2122.6%1.5%42.1020.1%1.0%
65Δ40.9623.0%1.2%42.3420.1%0.8%
70Δ40.5924.7%1.1%42.5820.1%0.6%
75Δ40.2326.3%0.9%42.8220.1%0.4%
80Δ39.8427.3%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.72
IV
47.7%
B/E move
8.1%

25Δ

Calls
Pseudo strike
42.84
IV
20.6%
B/E move
3.6%
Puts
Pseudo strike
40.24
IV
26.2%
B/E move
4.0%

30Δ

Calls
Pseudo strike
42.61
IV
20.9%
B/E move
3.3%
Puts
Pseudo strike
40.58
IV
25.3%
B/E move
3.4%

35Δ

Calls
Pseudo strike
42.37
IV
21.3%
B/E move
2.9%
Puts
Pseudo strike
40.92
IV
24.4%
B/E move
2.8%

40Δ

Calls
Pseudo strike
42.14
IV
21.7%
B/E move
2.5%
Puts
Pseudo strike
41.17
IV
23.5%
B/E move
2.3%

45Δ

Calls
Pseudo strike
41.90
IV
22.0%
B/E move
2.2%
Puts
Pseudo strike
41.41
IV
22.5%
B/E move
2.0%

50Δ

Calls
Pseudo strike
41.67
IV
22.2%
B/E move
2.0%
Puts
Pseudo strike
41.64
IV
21.6%
B/E move
1.6%

55Δ

Calls
Pseudo strike
41.44
IV
22.4%
B/E move
1.7%
Puts
Pseudo strike
41.87
IV
20.6%
B/E move
1.2%

60Δ

Calls
Pseudo strike
41.21
IV
22.6%
B/E move
1.5%
Puts
Pseudo strike
42.10
IV
20.1%
B/E move
1.0%

65Δ

Calls
Pseudo strike
40.96
IV
23.0%
B/E move
1.2%
Puts
Pseudo strike
42.34
IV
20.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
40.59
IV
24.7%
B/E move
1.1%
Puts
Pseudo strike
42.58
IV
20.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
40.23
IV
26.3%
B/E move
0.9%
Puts
Pseudo strike
42.82
IV
20.1%
B/E move
0.4%

80Δ

Calls
Pseudo strike
39.84
IV
27.3%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend20.31%
Daily close
EWG15.4%18.6%21.8%2026-08-10: 16.62%2026-08-11: 16.44%2026-08-12: 16.29%2026-08-13: 15.82%2026-08-14: 17.58%2026-08-17: 16.93%2026-08-19: 17.76%2026-08-21: 17.19%2026-08-24: 17.40%2026-08-25: 17.19%2026-08-26: 17.17%2026-08-27: 16.87%2026-08-28: 16.31%2026-08-31: 17.15%2026-09-01: 18.15%2026-09-02: 17.34%2026-09-03: 16.47%2026-09-04: 16.31%2026-09-08: 17.17%2026-09-09: 18.35%2026-09-10: 19.16%2026-09-11: 17.47%2026-09-14: 19.04%2026-09-15: 20.02%2026-09-18: 17.88%2026-09-21: 18.11%2026-09-22: 18.19%2026-09-23: 19.23%2026-09-24: 21.35%2026-09-25: 19.56%2026-09-28: 18.37%2026-09-29: 18.57%2026-09-30: 19.22%2026-10-01: 20.35%2026-10-02: 19.29%2026-10-05: 19.14%2026-10-06: 18.74%2026-10-07: 19.36%2026-10-08: 20.02%2026-10-09: 18.92%2026-10-12: 19.38%2026-10-14: 19.28%2026-10-16: 19.45%2026-10-19: 19.41%2026-10-20: 19.19%2026-10-21: 18.94%2026-10-22: 19.90%2026-10-23: 20.43%2026-10-26: 20.40%2026-10-27: 19.36%2026-10-28: 19.68%2026-10-29: 19.29%2026-10-30: 20.31%Aug 10Sep 22Oct 30
53 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
16.62%
16.44%
16.29%
15.82%
17.58%
16.93%
17.76%
17.19%
17.40%
17.19%
17.17%
16.87%
16.31%
17.15%
18.15%
17.34%
16.47%
16.31%
17.17%
18.35%
19.16%
17.47%
19.04%
20.02%
17.88%
18.11%
18.19%
19.23%
21.35%
19.56%
18.37%
18.57%
19.22%
20.35%
19.29%
19.14%
18.74%
19.36%
20.02%
18.92%
19.38%
19.28%
19.45%
19.41%
19.19%
18.94%
19.90%
20.43%
20.40%
19.36%
19.68%
19.29%
20.31%