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iShares MSCI Italy ETF EWI

i

Market dataready · fetched 2026-11-12T16:03:24.320Z

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 · 2026-11-12T16:03:17.155713837Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:03:20.868880+00:00

Share price$58.40
1D-0.4%
$58.14$58.27$58.40$58.53$58.665:30 AM6:30 AM9:00 AM1:00 PMEWI
Sold putSold call

iShares MSCI Italy ETF options

Live interpolated EWI call and put midpoint premiums by absolute delta.iShares MSCI Italy ETF$0.30$0.96$1.62$2.28$2.93$55.91$57.28$58.65$60.02$61.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EWI spot · $58.40EWI PRICE$0.38$0.48$0.64$0.87$1.12$1.38$1.53$1.62$1.71$1.80$2.74$0.38$0.49$0.63$0.76$0.90$1.01$1.08$1.15$1.29$1.64$1.98
Puts——
Calls——
Skew——
Implied moveBullish±$2.20
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.6039.7%6.1%55.8337.6%5.0%
25Δ60.7436.4%4.8%56.4035.8%4.3%
30Δ60.3438.3%4.4%56.8535.5%3.7%
35Δ57.2935.2%3.2%
40Δ57.7434.8%2.7%
45Δ58.8029.6%2.2%58.1433.5%2.2%
50Δ58.4732.2%2.0%58.4530.8%1.8%
55Δ58.1334.8%1.9%58.7728.1%1.3%
60Δ57.8334.2%1.6%59.1126.7%1.0%
65Δ57.5631.5%1.3%59.5328.8%0.9%
70Δ57.2828.8%1.0%59.9530.9%0.7%
75Δ57.0026.0%0.7%
80Δ56.0634.7%0.7%

20Δ

Calls
Pseudo strike
61.60
IV
39.7%
B/E move
6.1%
Puts
Pseudo strike
55.83
IV
37.6%
B/E move
5.0%

25Δ

Calls
Pseudo strike
60.74
IV
36.4%
B/E move
4.8%
Puts
Pseudo strike
56.40
IV
35.8%
B/E move
4.3%

30Δ

Calls
Pseudo strike
60.34
IV
38.3%
B/E move
4.4%
Puts
Pseudo strike
56.85
IV
35.5%
B/E move
3.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.29
IV
35.2%
B/E move
3.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.74
IV
34.8%
B/E move
2.7%

45Δ

Calls
Pseudo strike
58.80
IV
29.6%
B/E move
2.2%
Puts
Pseudo strike
58.14
IV
33.5%
B/E move
2.2%

50Δ

Calls
Pseudo strike
58.47
IV
32.2%
B/E move
2.0%
Puts
Pseudo strike
58.45
IV
30.8%
B/E move
1.8%

55Δ

Calls
Pseudo strike
58.13
IV
34.8%
B/E move
1.9%
Puts
Pseudo strike
58.77
IV
28.1%
B/E move
1.3%

60Δ

Calls
Pseudo strike
57.83
IV
34.2%
B/E move
1.6%
Puts
Pseudo strike
59.11
IV
26.7%
B/E move
1.0%

65Δ

Calls
Pseudo strike
57.56
IV
31.5%
B/E move
1.3%
Puts
Pseudo strike
59.53
IV
28.8%
B/E move
0.9%

70Δ

Calls
Pseudo strike
57.28
IV
28.8%
B/E move
1.0%
Puts
Pseudo strike
59.95
IV
30.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
57.00
IV
26.0%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
56.06
IV
34.7%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend23.88%
Daily close
EWI15.9%21.9%27.9%2026-08-14: 18.02%2026-08-17: 18.88%2026-08-18: 22.15%2026-08-19: 22.14%2026-08-20: 21.25%2026-08-21: 22.64%2026-08-24: 20.15%2026-08-25: 18.88%2026-08-26: 18.61%2026-08-27: 18.59%2026-08-28: 19.12%2026-08-31: 19.60%2026-09-01: 20.65%2026-09-02: 20.16%2026-09-03: 19.31%2026-09-04: 19.04%2026-09-08: 20.10%2026-09-09: 20.20%2026-09-10: 20.40%2026-09-11: 19.01%2026-09-14: 20.39%2026-09-15: 20.11%2026-09-16: 23.08%2026-09-17: 26.18%2026-09-18: 20.63%2026-09-21: 20.23%2026-09-22: 19.23%2026-09-23: 16.77%2026-09-24: 20.11%2026-09-25: 20.90%2026-09-28: 18.59%2026-09-29: 19.97%2026-09-30: 21.19%2026-10-01: 21.57%2026-10-02: 23.51%2026-10-05: 21.18%2026-10-06: 22.83%2026-10-07: 21.81%2026-10-08: 21.30%2026-10-09: 21.07%2026-10-12: 24.73%2026-10-13: 22.07%2026-10-14: 21.97%2026-10-15: 27.07%2026-10-16: 23.71%2026-10-19: 22.49%2026-10-20: 23.14%2026-10-21: 22.29%2026-10-22: 22.75%2026-10-23: 22.08%2026-10-26: 22.93%2026-10-27: 21.95%2026-10-28: 21.32%2026-10-29: 20.40%2026-10-30: 23.88%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
18.02%
18.88%
22.15%
22.14%
21.25%
22.64%
20.15%
18.88%
18.61%
18.59%
19.12%
19.60%
20.65%
20.16%
19.31%
19.04%
20.10%
20.20%
20.40%
19.01%
20.39%
20.11%
23.08%
26.18%
20.63%
20.23%
19.23%
16.77%
20.11%
20.90%
18.59%
19.97%
21.19%
21.57%
23.51%
21.18%
22.83%
21.81%
21.30%
21.07%
24.73%
22.07%
21.97%
27.07%
23.71%
22.49%
23.14%
22.29%
22.75%
22.08%
22.93%
21.95%
21.32%
20.40%
23.88%