IntraAlpha
Create free account Start free

iShares MSCI Belgium ETF EWK

i

Market dataready · fetched 2026-11-13T01:22:26.146Z

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: 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 · 2026-11-13T01:00:00.090883359Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:22:25.820357+00:00

Share price$27.23
1D-0.0%
AH$27.22$27.27$27.31$27.36$27.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEWK
Sold putSold callAH

iShares MSCI Belgium ETF options

Live interpolated EWK call and put midpoint premiums by absolute delta.iShares MSCI Belgium ETF$0.63$0.84$1.05$1.27$1.48$24.44$25.42$26.40$27.38$28.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive EWK spot · $27.23EWK PRICE$0.65$0.65$0.65$0.65$0.72$0.78$0.85$0.92$0.99$1.07$1.14$1.21$0.65$0.65$0.65$0.67$0.70$0.75$0.82$0.90$0.97$1.05$1.16$1.29$1.42
PutsExpensive3.11×
Calls——
Skew——
Implied moveBearish±$1.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.55133.6%15.9%
25Δ31.14119.2%16.7%24.92101.6%10.9%
30Δ29.5792.5%11.0%25.7681.3%7.8%
35Δ28.6574.6%7.6%26.2969.2%5.9%
40Δ27.9960.5%5.2%26.7060.1%4.5%
45Δ27.6956.4%4.3%27.0652.7%3.4%
50Δ27.4052.3%3.5%27.2749.7%2.9%
55Δ27.1148.3%2.7%27.4946.7%2.3%
60Δ26.9044.9%2.2%27.7043.6%1.8%
65Δ26.7441.9%1.8%27.9240.6%1.3%
70Δ26.5738.9%1.5%28.1238.0%1.0%
75Δ26.4135.9%1.2%28.3035.7%0.8%
80Δ26.2532.9%0.9%28.4933.4%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.55
IV
133.6%
B/E move
15.9%

25Δ

Calls
Pseudo strike
31.14
IV
119.2%
B/E move
16.7%
Puts
Pseudo strike
24.92
IV
101.6%
B/E move
10.9%

30Δ

Calls
Pseudo strike
29.57
IV
92.5%
B/E move
11.0%
Puts
Pseudo strike
25.76
IV
81.3%
B/E move
7.8%

35Δ

Calls
Pseudo strike
28.65
IV
74.6%
B/E move
7.6%
Puts
Pseudo strike
26.29
IV
69.2%
B/E move
5.9%

40Δ

Calls
Pseudo strike
27.99
IV
60.5%
B/E move
5.2%
Puts
Pseudo strike
26.70
IV
60.1%
B/E move
4.5%

45Δ

Calls
Pseudo strike
27.69
IV
56.4%
B/E move
4.3%
Puts
Pseudo strike
27.06
IV
52.7%
B/E move
3.4%

50Δ

Calls
Pseudo strike
27.40
IV
52.3%
B/E move
3.5%
Puts
Pseudo strike
27.27
IV
49.7%
B/E move
2.9%

55Δ

Calls
Pseudo strike
27.11
IV
48.3%
B/E move
2.7%
Puts
Pseudo strike
27.49
IV
46.7%
B/E move
2.3%

60Δ

Calls
Pseudo strike
26.90
IV
44.9%
B/E move
2.2%
Puts
Pseudo strike
27.70
IV
43.6%
B/E move
1.8%

65Δ

Calls
Pseudo strike
26.74
IV
41.9%
B/E move
1.8%
Puts
Pseudo strike
27.92
IV
40.6%
B/E move
1.3%

70Δ

Calls
Pseudo strike
26.57
IV
38.9%
B/E move
1.5%
Puts
Pseudo strike
28.12
IV
38.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
26.41
IV
35.9%
B/E move
1.2%
Puts
Pseudo strike
28.30
IV
35.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
26.25
IV
32.9%
B/E move
0.9%
Puts
Pseudo strike
28.49
IV
33.4%
B/E move
0.6%

Options history

IV · four-Friday blend32.12%
Daily close
EWK24.3%49.4%74.6%2026-08-17: 40.29%2026-08-18: 27.77%2026-08-19: 50.22%2026-08-20: 58.84%2026-08-21: 29.19%2026-08-24: 30.62%2026-08-25: 30.46%2026-08-26: 30.49%2026-08-27: 28.39%2026-08-28: 30.28%2026-08-31: 32.26%2026-09-01: 32.77%2026-09-02: 32.98%2026-09-03: 32.10%2026-09-04: 32.95%2026-09-08: 35.73%2026-09-09: 37.02%2026-09-10: 35.74%2026-09-11: 37.73%2026-09-14: 42.53%2026-09-15: 45.93%2026-09-16: 48.75%2026-09-17: 57.01%2026-09-18: 30.45%2026-09-21: 31.16%2026-09-22: 30.36%2026-09-23: 31.80%2026-09-24: 30.78%2026-09-25: 30.21%2026-09-28: 32.77%2026-09-29: 33.58%2026-09-30: 33.15%2026-10-01: 35.39%2026-10-02: 35.41%2026-10-05: 37.24%2026-10-06: 32.48%2026-10-07: 37.77%2026-10-08: 38.16%2026-10-09: 38.92%2026-10-12: 45.03%2026-10-13: 40.60%2026-10-14: 52.19%2026-10-15: 71.09%2026-10-16: 31.44%2026-10-19: 32.59%2026-10-20: 31.09%2026-10-21: 31.62%2026-10-22: 33.13%2026-10-23: 33.33%2026-10-26: 31.04%2026-10-27: 31.46%2026-10-28: 31.83%2026-10-29: 31.86%2026-10-30: 32.12%Aug 17Sep 23Oct 30
54 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
40.29%
27.77%
50.22%
58.84%
29.19%
30.62%
30.46%
30.49%
28.39%
30.28%
32.26%
32.77%
32.98%
32.10%
32.95%
35.73%
37.02%
35.74%
37.73%
42.53%
45.93%
48.75%
57.01%
30.45%
31.16%
30.36%
31.80%
30.78%
30.21%
32.77%
33.58%
33.15%
35.39%
35.41%
37.24%
32.48%
37.77%
38.16%
38.92%
45.03%
40.60%
52.19%
71.09%
31.44%
32.59%
31.09%
31.62%
33.13%
33.33%
31.04%
31.46%
31.83%
31.86%
32.12%