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iShares MSCI Italy ETF EWI

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Market datapartial · fetched 2026-10-23T04:26:19.297Z

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 · 2026-10-23T00:00:00.091917314Z

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$1.86$2.97$4.09$5.20$49.55$52.57$55.58$58.59$61.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EWI spot · $55.02EWI PRICE$0.86$0.90$0.96$1.05$0.99$1.14$1.42$1.74$2.15$2.53$2.89$4.20$4.66$0.94$1.09$1.22$1.33$1.42$1.58$1.77$1.99$2.24$2.55$3.15$4.88
PutsExpensive1.15×
CallsExpensive1.83×
SkewBullish-3.58 pp
Implied moveBearish±$3.00
TiltBullish2.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.4353.9%16.9%
25Δ60.1141.3%10.9%51.5039.6%8.1%
30Δ58.3734.3%7.8%52.5836.0%6.4%
35Δ57.2830.3%6.0%53.4932.6%5.0%
40Δ56.2923.7%4.1%54.2129.4%3.9%
45Δ55.7022.5%3.3%54.8026.4%3.0%
50Δ55.2823.9%3.0%55.3024.8%2.4%
55Δ54.8225.4%2.8%55.7623.9%1.9%
60Δ54.2727.3%2.5%56.2023.1%1.5%
65Δ53.7128.1%2.2%56.6422.5%1.1%
70Δ53.1428.0%1.8%57.1222.2%0.8%
75Δ51.8436.1%1.9%57.8223.7%0.6%
80Δ51.1334.7%1.4%59.5830.9%0.6%

20Δ

Calls
Pseudo strike
63.43
IV
53.9%
B/E move
16.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
60.11
IV
41.3%
B/E move
10.9%
Puts
Pseudo strike
51.50
IV
39.6%
B/E move
8.1%

30Δ

Calls
Pseudo strike
58.37
IV
34.3%
B/E move
7.8%
Puts
Pseudo strike
52.58
IV
36.0%
B/E move
6.4%

35Δ

Calls
Pseudo strike
57.28
IV
30.3%
B/E move
6.0%
Puts
Pseudo strike
53.49
IV
32.6%
B/E move
5.0%

40Δ

Calls
Pseudo strike
56.29
IV
23.7%
B/E move
4.1%
Puts
Pseudo strike
54.21
IV
29.4%
B/E move
3.9%

45Δ

Calls
Pseudo strike
55.70
IV
22.5%
B/E move
3.3%
Puts
Pseudo strike
54.80
IV
26.4%
B/E move
3.0%

50Δ

Calls
Pseudo strike
55.28
IV
23.9%
B/E move
3.0%
Puts
Pseudo strike
55.30
IV
24.8%
B/E move
2.4%

55Δ

Calls
Pseudo strike
54.82
IV
25.4%
B/E move
2.8%
Puts
Pseudo strike
55.76
IV
23.9%
B/E move
1.9%

60Δ

Calls
Pseudo strike
54.27
IV
27.3%
B/E move
2.5%
Puts
Pseudo strike
56.20
IV
23.1%
B/E move
1.5%

65Δ

Calls
Pseudo strike
53.71
IV
28.1%
B/E move
2.2%
Puts
Pseudo strike
56.64
IV
22.5%
B/E move
1.1%

70Δ

Calls
Pseudo strike
53.14
IV
28.0%
B/E move
1.8%
Puts
Pseudo strike
57.12
IV
22.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
51.84
IV
36.1%
B/E move
1.9%
Puts
Pseudo strike
57.82
IV
23.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
51.13
IV
34.7%
B/E move
1.4%
Puts
Pseudo strike
59.58
IV
30.9%
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%