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iShares MSCI Switzerland ETF EWL

i

Market datapartial · fetched 2026-11-12T15:51:59.632Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-12T15:51:52.697630037Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T15:51:56.560346+00:00

Share price$65.08
1D-0.2%
$64.82$64.92$65.03$65.13$65.235:30 AM6:30 AM9:00 AM1:00 PMEWL
Sold putSold call

iShares MSCI Switzerland ETF options

Live interpolated EWL call and put midpoint premiums by absolute delta.iShares MSCI Switzerland ETF$0.42$2.16$3.90$5.63$7.37$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEEWL PRICE$0.61$1.13$1.65$2.17$2.70$3.22$3.74$4.26$4.78$5.30$5.83$6.35$6.87
Puts——
CallsExpensive1.28×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.7417.2%8.1%
25Δ68.8918.0%7.6%
30Δ68.0418.8%7.1%
35Δ67.1919.7%6.6%
40Δ66.3420.5%6.1%
45Δ65.4921.4%5.6%
50Δ64.6422.2%5.1%
55Δ63.7923.0%4.6%
60Δ62.9423.9%4.1%
65Δ62.0924.7%3.6%
70Δ61.2425.6%3.0%
75Δ60.3926.4%2.5%
80Δ59.5427.2%2.0%

20Δ

Calls
Pseudo strike
69.74
IV
17.2%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
68.89
IV
18.0%
B/E move
7.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
68.04
IV
18.8%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
67.19
IV
19.7%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
66.34
IV
20.5%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
65.49
IV
21.4%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
64.64
IV
22.2%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
63.79
IV
23.0%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
62.94
IV
23.9%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
62.09
IV
24.7%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
61.24
IV
25.6%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
60.39
IV
26.4%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
59.54
IV
27.2%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend21.56%
Daily close
EWL13.3%30.3%47.4%2026-08-14: 27.15%2026-08-17: 29.17%2026-08-18: 30.40%2026-08-19: 29.22%2026-08-20: 38.45%2026-08-21: 29.27%2026-08-24: 22.68%2026-08-25: 21.71%2026-08-26: 23.14%2026-08-27: 22.97%2026-08-28: 25.20%2026-08-31: 24.17%2026-09-01: 23.52%2026-09-02: 22.87%2026-09-03: 22.62%2026-09-04: 22.18%2026-09-08: 25.10%2026-09-09: 23.10%2026-09-10: 22.00%2026-09-11: 22.48%2026-09-14: 28.57%2026-09-15: 26.92%2026-09-16: 24.20%2026-09-17: 45.06%2026-09-18: 19.00%2026-09-21: 20.48%2026-09-22: 18.36%2026-09-23: 20.17%2026-09-24: 15.62%2026-09-25: 16.28%2026-09-28: 18.81%2026-09-29: 17.08%2026-09-30: 16.42%2026-10-01: 20.38%2026-10-02: 17.76%2026-10-05: 18.48%2026-10-06: 18.32%2026-10-07: 19.86%2026-10-08: 20.14%2026-10-09: 19.91%2026-10-12: 21.68%2026-10-13: 23.29%2026-10-16: 22.72%2026-10-19: 20.28%2026-10-20: 19.38%2026-10-21: 19.13%2026-10-22: 19.66%2026-10-23: 20.47%2026-10-26: 22.04%2026-10-27: 22.67%2026-10-28: 23.22%2026-10-29: 23.39%2026-10-30: 21.56%Aug 14Sep 22Oct 30
53 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
27.15%
29.17%
30.40%
29.22%
38.45%
29.27%
22.68%
21.71%
23.14%
22.97%
25.20%
24.17%
23.52%
22.87%
22.62%
22.18%
25.10%
23.10%
22.00%
22.48%
28.57%
26.92%
24.20%
45.06%
19.00%
20.48%
18.36%
20.17%
15.62%
16.28%
18.81%
17.08%
16.42%
20.38%
17.76%
18.48%
18.32%
19.86%
20.14%
19.91%
21.68%
23.29%
22.72%
20.28%
19.38%
19.13%
19.66%
20.47%
22.04%
22.67%
23.22%
23.39%
21.56%