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iShares MSCI Japan ETF EWJ

i

Market dataready · fetched 2026-11-10T22:23:59.298Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:24:55.07712416Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:23:58.583842+00:00

Share price$90.50
1D-0.2%
AH$89.87$90.17$90.48$90.79$91.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEWJ
Sold putSold callAH

iShares MSCI Japan ETF options

Live interpolated EWJ call and put midpoint premiums by absolute delta.iShares MSCI Japan ETF$0.24$1.08$1.92$2.76$3.60$88.68$89.71$90.74$91.77$92.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EWJ spot · $90.50EWJ PRICE$0.48$0.62$0.76$0.90$1.04$1.19$1.76$2.33$2.90$3.36$0.33$0.45$0.57$0.72$0.88$0.92$1.01$1.10$1.18$1.26$2.48$3.13
Puts——
Calls——
Skew——
Implied moveBalanced±$1.81
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.1934.6%2.9%
25Δ88.6235.2%2.6%
30Δ89.0535.7%2.2%
35Δ91.3024.3%1.4%89.4336.1%2.0%
40Δ91.0926.3%1.3%89.8236.5%1.7%
45Δ90.8427.4%1.2%
50Δ90.5627.7%1.1%90.5527.6%1.0%
55Δ90.2827.5%0.9%90.8126.1%0.8%
60Δ89.9927.3%0.7%91.0524.5%0.6%
65Δ89.3832.7%0.7%91.2522.8%0.5%
70Δ88.7738.1%0.7%91.4521.1%0.3%
75Δ88.1643.5%0.6%92.5835.7%0.4%
80Δ87.5944.0%0.5%93.3138.8%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
88.19
IV
34.6%
B/E move
2.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
88.62
IV
35.2%
B/E move
2.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
89.05
IV
35.7%
B/E move
2.2%

35Δ

Calls
Pseudo strike
91.30
IV
24.3%
B/E move
1.4%
Puts
Pseudo strike
89.43
IV
36.1%
B/E move
2.0%

40Δ

Calls
Pseudo strike
91.09
IV
26.3%
B/E move
1.3%
Puts
Pseudo strike
89.82
IV
36.5%
B/E move
1.7%

45Δ

Calls
Pseudo strike
90.84
IV
27.4%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
90.56
IV
27.7%
B/E move
1.1%
Puts
Pseudo strike
90.55
IV
27.6%
B/E move
1.0%

55Δ

Calls
Pseudo strike
90.28
IV
27.5%
B/E move
0.9%
Puts
Pseudo strike
90.81
IV
26.1%
B/E move
0.8%

60Δ

Calls
Pseudo strike
89.99
IV
27.3%
B/E move
0.7%
Puts
Pseudo strike
91.05
IV
24.5%
B/E move
0.6%

65Δ

Calls
Pseudo strike
89.38
IV
32.7%
B/E move
0.7%
Puts
Pseudo strike
91.25
IV
22.8%
B/E move
0.5%

70Δ

Calls
Pseudo strike
88.77
IV
38.1%
B/E move
0.7%
Puts
Pseudo strike
91.45
IV
21.1%
B/E move
0.3%

75Δ

Calls
Pseudo strike
88.16
IV
43.5%
B/E move
0.6%
Puts
Pseudo strike
92.58
IV
35.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
87.59
IV
44.0%
B/E move
0.5%
Puts
Pseudo strike
93.31
IV
38.8%
B/E move
0.4%

Options history

IV · four-Friday blend25.73%
Daily close
EWJ16.3%21.9%27.5%2026-08-12: 24.23%2026-08-13: 26.61%2026-08-14: 21.97%2026-08-17: 22.82%2026-08-18: 22.98%2026-08-19: 23.45%2026-08-20: 24.35%2026-08-21: 21.12%2026-08-24: 23.58%2026-08-25: 20.13%2026-08-26: 24.16%2026-08-27: 24.73%2026-08-28: 20.87%2026-08-31: 17.06%2026-09-01: 18.43%2026-09-02: 19.69%2026-09-03: 20.50%2026-09-04: 19.90%2026-09-08: 22.79%2026-09-09: 21.80%2026-09-10: 24.31%2026-09-11: 20.93%2026-09-14: 23.14%2026-09-15: 24.07%2026-09-16: 26.71%2026-09-17: 21.47%2026-09-18: 19.86%2026-09-21: 20.58%2026-09-22: 19.56%2026-09-23: 21.87%2026-09-24: 25.01%2026-09-25: 20.92%2026-09-28: 19.67%2026-09-29: 21.97%2026-09-30: 20.25%2026-10-01: 24.05%2026-10-02: 18.32%2026-10-05: 21.78%2026-10-06: 20.39%2026-10-07: 22.62%2026-10-08: 25.40%2026-10-09: 22.02%2026-10-12: 22.54%2026-10-13: 22.83%2026-10-14: 22.12%2026-10-15: 23.93%2026-10-16: 25.75%2026-10-19: 24.47%2026-10-20: 22.39%2026-10-21: 23.84%2026-10-22: 25.07%2026-10-23: 22.84%2026-10-26: 25.46%2026-10-27: 23.23%2026-10-28: 25.48%2026-10-29: 25.65%2026-10-30: 25.73%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
24.23%
26.61%
21.97%
22.82%
22.98%
23.45%
24.35%
21.12%
23.58%
20.13%
24.16%
24.73%
20.87%
17.06%
18.43%
19.69%
20.50%
19.90%
22.79%
21.80%
24.31%
20.93%
23.14%
24.07%
26.71%
21.47%
19.86%
20.58%
19.56%
21.87%
25.01%
20.92%
19.67%
21.97%
20.25%
24.05%
18.32%
21.78%
20.39%
22.62%
25.40%
22.02%
22.54%
22.83%
22.12%
23.93%
25.75%
24.47%
22.39%
23.84%
25.07%
22.84%
25.46%
23.23%
25.48%
25.65%
25.73%