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iShares MSCI Italy ETF EWI

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Market datapartial · fetched 2026-10-22T23:02:05.454Z

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 · 2026-10-22T22:30:00.003144904Z

FundamentalsAlpha Vantage · unavailable

Share price$55.02
1D-0.6%
AH$54.80$54.99$55.18$55.37$55.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEWI
Sold putSold callAH

iShares MSCI Italy ETF options

Live interpolated EWI call and put midpoint premiums by absolute delta.iShares MSCI Italy ETF$0.74$1.87$3.00$4.13$5.27$49.60$52.60$55.60$58.60$61.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EWI spot · $55.02EWI PRICE$0.86$0.90$0.96$1.05$0.99$1.14$1.41$1.73$2.14$2.52$2.88$4.20$4.66$0.94$1.09$1.22$1.33$1.42$1.58$1.77$2.00$2.25$2.57$3.17$4.94
PutsExpensive1.14×
CallsExpensive1.81×
SkewBullish-3.59 pp
Implied moveBearish±$3.00
TiltBullish2.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.4353.7%16.9%
25Δ60.1141.2%10.9%51.5038.9%8.1%
30Δ58.3734.2%7.8%52.5935.3%6.4%
35Δ57.2830.2%6.0%53.4932.0%5.0%
40Δ56.2923.5%4.1%54.2228.9%3.9%
45Δ55.7122.0%3.3%54.8126.0%3.0%
50Δ55.2823.4%3.1%55.3124.4%2.4%
55Δ54.8224.9%2.8%55.7623.5%1.9%
60Δ54.2826.7%2.5%56.2122.8%1.5%
65Δ53.7227.5%2.2%56.6522.2%1.1%
70Δ53.1527.4%1.8%57.1422.0%0.8%
75Δ51.8535.4%1.9%57.8523.4%0.6%
80Δ51.1434.0%1.4%59.6430.7%0.6%

20Δ

Calls
Pseudo strike
63.43
IV
53.7%
B/E move
16.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
60.11
IV
41.2%
B/E move
10.9%
Puts
Pseudo strike
51.50
IV
38.9%
B/E move
8.1%

30Δ

Calls
Pseudo strike
58.37
IV
34.2%
B/E move
7.8%
Puts
Pseudo strike
52.59
IV
35.3%
B/E move
6.4%

35Δ

Calls
Pseudo strike
57.28
IV
30.2%
B/E move
6.0%
Puts
Pseudo strike
53.49
IV
32.0%
B/E move
5.0%

40Δ

Calls
Pseudo strike
56.29
IV
23.5%
B/E move
4.1%
Puts
Pseudo strike
54.22
IV
28.9%
B/E move
3.9%

45Δ

Calls
Pseudo strike
55.71
IV
22.0%
B/E move
3.3%
Puts
Pseudo strike
54.81
IV
26.0%
B/E move
3.0%

50Δ

Calls
Pseudo strike
55.28
IV
23.4%
B/E move
3.1%
Puts
Pseudo strike
55.31
IV
24.4%
B/E move
2.4%

55Δ

Calls
Pseudo strike
54.82
IV
24.9%
B/E move
2.8%
Puts
Pseudo strike
55.76
IV
23.5%
B/E move
1.9%

60Δ

Calls
Pseudo strike
54.28
IV
26.7%
B/E move
2.5%
Puts
Pseudo strike
56.21
IV
22.8%
B/E move
1.5%

65Δ

Calls
Pseudo strike
53.72
IV
27.5%
B/E move
2.2%
Puts
Pseudo strike
56.65
IV
22.2%
B/E move
1.1%

70Δ

Calls
Pseudo strike
53.15
IV
27.4%
B/E move
1.8%
Puts
Pseudo strike
57.14
IV
22.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
51.85
IV
35.4%
B/E move
1.9%
Puts
Pseudo strike
57.85
IV
23.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
51.14
IV
34.0%
B/E move
1.4%
Puts
Pseudo strike
59.64
IV
30.7%
B/E move
0.6%

Options history

EWI22.2722.7723.272026-10-20: 23.20%2026-10-21: 22.34%Oct 20Oct 21
Table
DateIV
23.20%
22.34%