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iShares MSCI Malaysia ETF EWM

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Market dataready · fetched 2026-11-12T02:34:03.098Z

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 · 2026-11-12T01:00:00.147103382Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:34:02.748632+00:00

Share price$26.48
1D-0.1%
AH$26.41$26.44$26.47$26.49$26.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEWM
Sold putSold callAH

iShares MSCI Malaysia ETF options

Live interpolated EWM call and put midpoint premiums by absolute delta.iShares MSCI Malaysia ETF$0.22$1.15$2.09$3.02$3.96$24.28$25.45$26.61$27.77$28.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EWM spot · $26.48EWM PRICE$0.32$0.38$0.38$0.38$0.42$0.53$0.63$0.74$0.85$1.18$2.01$2.85$3.69$0.38$0.38$0.38$0.38$0.48$0.59$0.71$0.83$0.94$1.03$1.12$1.21$1.30
PutsExpensive2.55×
CallsExpensive2.91×
SkewBullish-6.26 pp
Implied moveBearish±$1.34
TiltBullish19.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.1969.1%11.4%24.1177.8%10.4%
25Δ28.5765.2%9.3%25.0358.8%6.9%
30Δ27.7851.3%6.3%25.4948.3%5.2%
35Δ27.2941.5%4.5%25.9437.9%3.4%
40Δ26.9235.9%3.2%26.1837.3%2.9%
45Δ26.7336.5%2.9%26.3838.1%2.6%
50Δ26.5337.2%2.6%26.5838.8%2.3%
55Δ26.3337.9%2.2%26.7939.5%2.0%
60Δ26.1438.5%1.9%26.9940.3%1.6%
65Δ25.7341.7%1.6%27.1537.9%1.4%
70Δ24.8450.8%1.4%27.3035.3%1.1%
75Δ23.9559.9%1.2%27.4632.8%0.9%
80Δ23.0568.9%1.0%27.6130.2%0.6%

20Δ

Calls
Pseudo strike
29.19
IV
69.1%
B/E move
11.4%
Puts
Pseudo strike
24.11
IV
77.8%
B/E move
10.4%

25Δ

Calls
Pseudo strike
28.57
IV
65.2%
B/E move
9.3%
Puts
Pseudo strike
25.03
IV
58.8%
B/E move
6.9%

30Δ

Calls
Pseudo strike
27.78
IV
51.3%
B/E move
6.3%
Puts
Pseudo strike
25.49
IV
48.3%
B/E move
5.2%

35Δ

Calls
Pseudo strike
27.29
IV
41.5%
B/E move
4.5%
Puts
Pseudo strike
25.94
IV
37.9%
B/E move
3.4%

40Δ

Calls
Pseudo strike
26.92
IV
35.9%
B/E move
3.2%
Puts
Pseudo strike
26.18
IV
37.3%
B/E move
2.9%

45Δ

Calls
Pseudo strike
26.73
IV
36.5%
B/E move
2.9%
Puts
Pseudo strike
26.38
IV
38.1%
B/E move
2.6%

50Δ

Calls
Pseudo strike
26.53
IV
37.2%
B/E move
2.6%
Puts
Pseudo strike
26.58
IV
38.8%
B/E move
2.3%

55Δ

Calls
Pseudo strike
26.33
IV
37.9%
B/E move
2.2%
Puts
Pseudo strike
26.79
IV
39.5%
B/E move
2.0%

60Δ

Calls
Pseudo strike
26.14
IV
38.5%
B/E move
1.9%
Puts
Pseudo strike
26.99
IV
40.3%
B/E move
1.6%

65Δ

Calls
Pseudo strike
25.73
IV
41.7%
B/E move
1.6%
Puts
Pseudo strike
27.15
IV
37.9%
B/E move
1.4%

70Δ

Calls
Pseudo strike
24.84
IV
50.8%
B/E move
1.4%
Puts
Pseudo strike
27.30
IV
35.3%
B/E move
1.1%

75Δ

Calls
Pseudo strike
23.95
IV
59.9%
B/E move
1.2%
Puts
Pseudo strike
27.46
IV
32.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
23.05
IV
68.9%
B/E move
1.0%
Puts
Pseudo strike
27.61
IV
30.2%
B/E move
0.6%

Options history

IV · four-Friday blend23.40%
Daily close
EWM12.6%28.6%44.7%2026-08-13: 24.37%2026-08-17: 26.24%2026-08-18: 35.00%2026-08-19: 30.73%2026-08-21: 16.86%2026-08-24: 20.57%2026-08-25: 15.82%2026-08-26: 14.79%2026-08-27: 16.95%2026-08-28: 22.18%2026-08-31: 16.57%2026-09-01: 21.05%2026-09-02: 17.44%2026-09-03: 17.58%2026-09-04: 17.91%2026-09-08: 19.10%2026-09-09: 20.00%2026-09-10: 18.74%2026-09-11: 23.63%2026-09-14: 21.22%2026-09-15: 36.29%2026-09-17: 42.49%2026-09-18: 18.46%2026-09-21: 17.95%2026-09-22: 19.03%2026-09-23: 18.87%2026-09-24: 20.60%2026-09-25: 20.99%2026-09-28: 16.61%2026-09-29: 17.40%2026-09-30: 17.99%2026-10-01: 18.28%2026-10-02: 16.52%2026-10-05: 19.63%2026-10-06: 20.31%2026-10-07: 20.61%2026-10-08: 21.33%2026-10-09: 21.48%2026-10-12: 30.11%2026-10-13: 24.07%2026-10-14: 26.88%2026-10-15: 40.58%2026-10-16: 20.63%2026-10-19: 18.71%2026-10-20: 22.52%2026-10-21: 20.78%2026-10-22: 22.37%2026-10-23: 18.60%2026-10-26: 21.87%2026-10-27: 21.68%2026-10-28: 22.26%2026-10-29: 22.15%2026-10-30: 23.40%Aug 13Sep 24Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
24.37%
26.24%
35.00%
30.73%
16.86%
20.57%
15.82%
14.79%
16.95%
22.18%
16.57%
21.05%
17.44%
17.58%
17.91%
19.10%
20.00%
18.74%
23.63%
21.22%
36.29%
42.49%
18.46%
17.95%
19.03%
18.87%
20.60%
20.99%
16.61%
17.40%
17.99%
18.28%
16.52%
19.63%
20.31%
20.61%
21.33%
21.48%
30.11%
24.07%
26.88%
40.58%
20.63%
18.71%
22.52%
20.78%
22.37%
18.60%
21.87%
21.68%
22.26%
22.15%
23.40%