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iShares MSCI Japan ETF EWJ

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Market dataready · fetched 2026-10-21T17:00:31.277Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:00:25.17989592Z

FundamentalsAlpha Vantage · ready

Share price$95.91
1D+0.1%
$95.41$95.58$95.75$95.93$96.105:30 AM6:30 AM9:00 AM1:00 PMEWJ
Sold putSold call

iShares MSCI Japan ETF options

Live interpolated EWJ call and put midpoint premiums by absolute delta.iShares MSCI Japan ETF$0.18$1.00$1.82$2.64$3.46$93.27$94.59$95.90$97.22$98.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EWJ spot · $95.91EWJ PRICE$0.33$0.35$0.35$0.43$0.51$0.60$0.70$0.83$0.96$1.17$1.40$1.73$2.61$0.28$0.27$0.34$0.41$0.48$0.58$0.67$0.78$0.90$2.19$1.83$1.66$3.22
PutsExpensive1.11×
CallsExpensive1.15×
SkewNeutral+0.15 pp
Implied moveBullish±$1.38
TiltBearish6.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ98.5041.6%3.0%93.7635.7%2.5%
25Δ97.5933.4%2.1%94.7325.3%1.5%
30Δ96.9225.9%1.4%95.0324.5%1.3%
35Δ96.6625.7%1.2%95.2824.1%1.1%
40Δ96.4125.4%1.1%95.5223.6%0.9%
45Δ96.1825.2%0.9%95.7323.6%0.8%
50Δ95.9525.1%0.8%95.9423.5%0.7%
55Δ95.7225.2%0.7%96.1523.3%0.6%
60Δ95.4925.3%0.6%96.3623.1%0.5%
65Δ95.2126.5%0.5%97.3448.0%0.8%
70Δ94.9127.9%0.4%97.2336.7%0.5%
75Δ94.5230.1%0.4%97.3326.2%0.2%
80Δ93.6439.3%0.4%98.8940.9%0.3%

20Δ

Calls
Pseudo strike
98.50
IV
41.6%
B/E move
3.0%
Puts
Pseudo strike
93.76
IV
35.7%
B/E move
2.5%

25Δ

Calls
Pseudo strike
97.59
IV
33.4%
B/E move
2.1%
Puts
Pseudo strike
94.73
IV
25.3%
B/E move
1.5%

30Δ

Calls
Pseudo strike
96.92
IV
25.9%
B/E move
1.4%
Puts
Pseudo strike
95.03
IV
24.5%
B/E move
1.3%

35Δ

Calls
Pseudo strike
96.66
IV
25.7%
B/E move
1.2%
Puts
Pseudo strike
95.28
IV
24.1%
B/E move
1.1%

40Δ

Calls
Pseudo strike
96.41
IV
25.4%
B/E move
1.1%
Puts
Pseudo strike
95.52
IV
23.6%
B/E move
0.9%

45Δ

Calls
Pseudo strike
96.18
IV
25.2%
B/E move
0.9%
Puts
Pseudo strike
95.73
IV
23.6%
B/E move
0.8%

50Δ

Calls
Pseudo strike
95.95
IV
25.1%
B/E move
0.8%
Puts
Pseudo strike
95.94
IV
23.5%
B/E move
0.7%

55Δ

Calls
Pseudo strike
95.72
IV
25.2%
B/E move
0.7%
Puts
Pseudo strike
96.15
IV
23.3%
B/E move
0.6%

60Δ

Calls
Pseudo strike
95.49
IV
25.3%
B/E move
0.6%
Puts
Pseudo strike
96.36
IV
23.1%
B/E move
0.5%

65Δ

Calls
Pseudo strike
95.21
IV
26.5%
B/E move
0.5%
Puts
Pseudo strike
97.34
IV
48.0%
B/E move
0.8%

70Δ

Calls
Pseudo strike
94.91
IV
27.9%
B/E move
0.4%
Puts
Pseudo strike
97.23
IV
36.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
94.52
IV
30.1%
B/E move
0.4%
Puts
Pseudo strike
97.33
IV
26.2%
B/E move
0.2%

80Δ

Calls
Pseudo strike
93.64
IV
39.3%
B/E move
0.4%
Puts
Pseudo strike
98.89
IV
40.9%
B/E move
0.3%

Options history

EWJ22.2123.5024.792026-10-19: 24.61%2026-10-20: 22.39%Oct 19Oct 20
Table
DateIV
24.61%
22.39%