Share price$95.78
1D+0.0%
Sold putSold call
iShares MSCI Japan ETF EWJ
i
Market dataready · fetched 2026-10-21T17:49:38.000Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T17:49:34.332741636Z
FundamentalsAlpha Vantage · ready
iShares MSCI Japan ETF options
PutsExpensive1.06×
CallsExpensive1.23×
SkewBullish-2.81 pp
Implied moveBullish±$1.34
TiltBalanced1.4% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 98.80 | 46.7% | 3.5% | 93.24 | 42.1% | 3.0% |
| 25Δ | 97.21 | 27.9% | 1.8% | 94.60 | 25.3% | 1.5% |
| 30Δ | 96.78 | 25.4% | 1.4% | 94.91 | 24.3% | 1.3% |
| 35Δ | 96.52 | 25.4% | 1.2% | 95.16 | 23.6% | 1.1% |
| 40Δ | 96.28 | 25.4% | 1.1% | 95.40 | 22.9% | 0.9% |
| 45Δ | 96.05 | 25.4% | 0.9% | 95.61 | 22.5% | 0.8% |
| 50Δ | 95.82 | 25.1% | 0.8% | 95.81 | 22.2% | 0.6% |
| 55Δ | 95.60 | 24.6% | 0.7% | 96.01 | 21.9% | 0.5% |
| 60Δ | 95.37 | 24.6% | 0.5% | 96.24 | 22.7% | 0.5% |
| 65Δ | 95.13 | 24.8% | 0.5% | 96.46 | 23.4% | 0.4% |
| 70Δ | 94.74 | 28.7% | 0.4% | 97.35 | 42.0% | 0.6% |
| 75Δ | 93.78 | 43.5% | 0.5% | 97.02 | 25.2% | 0.3% |
| 80Δ | 92.75 | 52.2% | 0.5% | 99.33 | 45.0% | 0.3% |
20Δ
- Pseudo strike
- 98.80
- IV
- 46.7%
- B/E move
- 3.5%
- Pseudo strike
- 93.24
- IV
- 42.1%
- B/E move
- 3.0%
25Δ
- Pseudo strike
- 97.21
- IV
- 27.9%
- B/E move
- 1.8%
- Pseudo strike
- 94.60
- IV
- 25.3%
- B/E move
- 1.5%
30Δ
- Pseudo strike
- 96.78
- IV
- 25.4%
- B/E move
- 1.4%
- Pseudo strike
- 94.91
- IV
- 24.3%
- B/E move
- 1.3%
35Δ
- Pseudo strike
- 96.52
- IV
- 25.4%
- B/E move
- 1.2%
- Pseudo strike
- 95.16
- IV
- 23.6%
- B/E move
- 1.1%
40Δ
- Pseudo strike
- 96.28
- IV
- 25.4%
- B/E move
- 1.1%
- Pseudo strike
- 95.40
- IV
- 22.9%
- B/E move
- 0.9%
45Δ
- Pseudo strike
- 96.05
- IV
- 25.4%
- B/E move
- 0.9%
- Pseudo strike
- 95.61
- IV
- 22.5%
- B/E move
- 0.8%
50Δ
- Pseudo strike
- 95.82
- IV
- 25.1%
- B/E move
- 0.8%
- Pseudo strike
- 95.81
- IV
- 22.2%
- B/E move
- 0.6%
55Δ
- Pseudo strike
- 95.60
- IV
- 24.6%
- B/E move
- 0.7%
- Pseudo strike
- 96.01
- IV
- 21.9%
- B/E move
- 0.5%
60Δ
- Pseudo strike
- 95.37
- IV
- 24.6%
- B/E move
- 0.5%
- Pseudo strike
- 96.24
- IV
- 22.7%
- B/E move
- 0.5%
65Δ
- Pseudo strike
- 95.13
- IV
- 24.8%
- B/E move
- 0.5%
- Pseudo strike
- 96.46
- IV
- 23.4%
- B/E move
- 0.4%
70Δ
- Pseudo strike
- 94.74
- IV
- 28.7%
- B/E move
- 0.4%
- Pseudo strike
- 97.35
- IV
- 42.0%
- B/E move
- 0.6%
75Δ
- Pseudo strike
- 93.78
- IV
- 43.5%
- B/E move
- 0.5%
- Pseudo strike
- 97.02
- IV
- 25.2%
- B/E move
- 0.3%
80Δ
- Pseudo strike
- 92.75
- IV
- 52.2%
- B/E move
- 0.5%
- Pseudo strike
- 99.33
- IV
- 45.0%
- B/E move
- 0.3%
Options history
Table
| Date | IV |
|---|---|
| 24.61% | |
| 22.39% |