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iShares MSCI Switzerland ETF EWL

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Market datapartial · fetched 2026-10-22T21:28:56.648Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:10:00.003765327Z

FundamentalsAlpha Vantage · unavailable

Share price$63.68
1D+0.8%
AH$63.10$63.25$63.41$63.57$63.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEWL
Sold putSold callAH

iShares MSCI Switzerland ETF options

Live interpolated EWL call and put midpoint premiums by absolute delta.iShares MSCI Switzerland ETF$0.29$1.29$2.30$3.30$4.30$57.64$60.17$62.71$65.24$67.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EWL spot · $63.68EWL PRICE$0.88$0.40$0.93$0.85$0.78$0.80$1.09$1.37$1.64$1.86$2.07$2.35$0.67$1.02$1.09$1.16$1.27$1.36$1.45$1.56$1.67$1.81$2.22$2.89$4.01
PutsExpensive1.75×
CallsFair0.95×
SkewBearish+6.37 pp
Implied moveBearish±$2.25
TiltBearish19.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.6331.4%7.4%
25Δ68.5634.4%9.0%59.8636.6%7.6%
30Δ65.0911.9%2.8%61.2930.6%5.5%
35Δ65.8023.4%4.8%62.2526.5%4.1%
40Δ65.1518.8%3.6%62.9723.9%3.1%
45Δ64.4914.2%2.5%63.4921.7%2.4%
50Δ63.9111.1%1.6%64.0019.6%1.8%
55Δ63.5712.6%1.5%64.3518.2%1.4%
60Δ63.2414.2%1.5%64.6916.9%1.0%
65Δ62.8915.1%1.3%65.0515.7%0.7%
70Δ62.5514.7%1.1%65.5516.4%0.5%
75Δ62.2014.3%0.9%66.2918.6%0.4%
80Δ61.8114.0%0.8%67.4722.1%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.63
IV
31.4%
B/E move
7.4%

25Δ

Calls
Pseudo strike
68.56
IV
34.4%
B/E move
9.0%
Puts
Pseudo strike
59.86
IV
36.6%
B/E move
7.6%

30Δ

Calls
Pseudo strike
65.09
IV
11.9%
B/E move
2.8%
Puts
Pseudo strike
61.29
IV
30.6%
B/E move
5.5%

35Δ

Calls
Pseudo strike
65.80
IV
23.4%
B/E move
4.8%
Puts
Pseudo strike
62.25
IV
26.5%
B/E move
4.1%

40Δ

Calls
Pseudo strike
65.15
IV
18.8%
B/E move
3.6%
Puts
Pseudo strike
62.97
IV
23.9%
B/E move
3.1%

45Δ

Calls
Pseudo strike
64.49
IV
14.2%
B/E move
2.5%
Puts
Pseudo strike
63.49
IV
21.7%
B/E move
2.4%

50Δ

Calls
Pseudo strike
63.91
IV
11.1%
B/E move
1.6%
Puts
Pseudo strike
64.00
IV
19.6%
B/E move
1.8%

55Δ

Calls
Pseudo strike
63.57
IV
12.6%
B/E move
1.5%
Puts
Pseudo strike
64.35
IV
18.2%
B/E move
1.4%

60Δ

Calls
Pseudo strike
63.24
IV
14.2%
B/E move
1.5%
Puts
Pseudo strike
64.69
IV
16.9%
B/E move
1.0%

65Δ

Calls
Pseudo strike
62.89
IV
15.1%
B/E move
1.3%
Puts
Pseudo strike
65.05
IV
15.7%
B/E move
0.7%

70Δ

Calls
Pseudo strike
62.55
IV
14.7%
B/E move
1.1%
Puts
Pseudo strike
65.55
IV
16.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
62.20
IV
14.3%
B/E move
0.9%
Puts
Pseudo strike
66.29
IV
18.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
61.81
IV
14.0%
B/E move
0.8%
Puts
Pseudo strike
67.47
IV
22.1%
B/E move
0.4%

Options history

EWL22.9430.5238.102026-10-20: 23.99%2026-10-21: 37.05%Oct 20Oct 21
Table
DateIV
23.99%
37.05%