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iShares MSCI Netherlands ETF EWN

i

Market dataready · fetched 2026-11-12T16:31:39.593Z

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 · 2026-11-12T16:31:29.886966433Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:31:39.034390+00:00

Share price$65.23
1D+0.1%
$64.87$65.01$65.14$65.27$65.415:30 AM6:30 AM9:00 AM1:00 PMEWN
Sold putSold call

iShares MSCI Netherlands ETF options

Live interpolated EWN call and put midpoint premiums by absolute delta.iShares MSCI Netherlands ETF$1.00$1.43$1.86$2.28$2.71$59.80$62.56$65.33$68.09$70.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EWN spot · $65.23EWN PRICE$1.05$1.05$1.07$1.10$1.21$1.34$1.50$1.64$1.73$1.81$1.95$2.17$2.40$1.07$1.10$1.14$1.22$1.31$1.43$1.55$1.67$1.78$1.90$2.01$2.17$2.59
PutsExpensive1.76×
CallsExpensive1.74×
SkewBullish-1.98 pp
Implied moveBalanced±$3.04
TiltBearish2.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ75.34103.7%17.1%58.7191.7%11.6%
25Δ70.9876.2%10.4%61.0971.6%8.0%
30Δ68.7960.7%7.1%62.5758.9%5.8%
35Δ67.4350.2%5.1%63.5651.0%4.4%
40Δ66.6045.3%3.9%64.3045.5%3.4%
45Δ65.9442.5%3.2%64.8942.0%2.7%
50Δ65.4340.3%2.6%65.3638.9%2.2%
55Δ64.9437.9%2.1%65.7936.0%1.7%
60Δ64.5934.7%1.7%66.1533.3%1.3%
65Δ64.2431.5%1.3%66.4530.8%1.0%
70Δ63.8928.9%0.9%66.7528.3%0.7%
75Δ63.5427.8%0.7%67.0926.3%0.5%
80Δ63.1926.8%0.6%67.5926.7%0.3%

20Δ

Calls
Pseudo strike
75.34
IV
103.7%
B/E move
17.1%
Puts
Pseudo strike
58.71
IV
91.7%
B/E move
11.6%

25Δ

Calls
Pseudo strike
70.98
IV
76.2%
B/E move
10.4%
Puts
Pseudo strike
61.09
IV
71.6%
B/E move
8.0%

30Δ

Calls
Pseudo strike
68.79
IV
60.7%
B/E move
7.1%
Puts
Pseudo strike
62.57
IV
58.9%
B/E move
5.8%

35Δ

Calls
Pseudo strike
67.43
IV
50.2%
B/E move
5.1%
Puts
Pseudo strike
63.56
IV
51.0%
B/E move
4.4%

40Δ

Calls
Pseudo strike
66.60
IV
45.3%
B/E move
3.9%
Puts
Pseudo strike
64.30
IV
45.5%
B/E move
3.4%

45Δ

Calls
Pseudo strike
65.94
IV
42.5%
B/E move
3.2%
Puts
Pseudo strike
64.89
IV
42.0%
B/E move
2.7%

50Δ

Calls
Pseudo strike
65.43
IV
40.3%
B/E move
2.6%
Puts
Pseudo strike
65.36
IV
38.9%
B/E move
2.2%

55Δ

Calls
Pseudo strike
64.94
IV
37.9%
B/E move
2.1%
Puts
Pseudo strike
65.79
IV
36.0%
B/E move
1.7%

60Δ

Calls
Pseudo strike
64.59
IV
34.7%
B/E move
1.7%
Puts
Pseudo strike
66.15
IV
33.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
64.24
IV
31.5%
B/E move
1.3%
Puts
Pseudo strike
66.45
IV
30.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
63.89
IV
28.9%
B/E move
0.9%
Puts
Pseudo strike
66.75
IV
28.3%
B/E move
0.7%

75Δ

Calls
Pseudo strike
63.54
IV
27.8%
B/E move
0.7%
Puts
Pseudo strike
67.09
IV
26.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
63.19
IV
26.8%
B/E move
0.6%
Puts
Pseudo strike
67.59
IV
26.7%
B/E move
0.3%

Options history

IV · four-Friday blend31.14%
Daily close
EWN21.8%41.4%61.0%2026-08-14: 29.83%2026-08-17: 32.59%2026-08-18: 30.88%2026-08-19: 34.61%2026-08-20: 48.59%2026-08-21: 27.13%2026-08-24: 27.08%2026-08-25: 26.16%2026-08-26: 26.80%2026-08-27: 25.37%2026-08-28: 27.50%2026-08-31: 28.95%2026-09-01: 30.04%2026-09-02: 30.38%2026-09-03: 26.94%2026-09-04: 28.94%2026-09-08: 32.24%2026-09-09: 29.50%2026-09-10: 35.12%2026-09-11: 33.00%2026-09-14: 40.33%2026-09-15: 37.39%2026-09-16: 46.13%2026-09-17: 58.27%2026-09-18: 32.00%2026-09-21: 30.28%2026-09-22: 26.15%2026-09-23: 29.54%2026-09-24: 26.64%2026-09-25: 24.50%2026-09-28: 25.44%2026-09-29: 27.96%2026-09-30: 30.60%2026-10-01: 31.77%2026-10-02: 28.20%2026-10-05: 31.55%2026-10-06: 30.89%2026-10-07: 30.58%2026-10-08: 32.92%2026-10-09: 30.80%2026-10-12: 35.42%2026-10-13: 36.95%2026-10-14: 42.95%2026-10-15: 46.19%2026-10-16: 31.62%2026-10-19: 29.67%2026-10-20: 27.80%2026-10-21: 28.79%2026-10-22: 28.53%2026-10-23: 26.40%2026-10-26: 31.10%2026-10-27: 29.58%2026-10-28: 32.05%2026-10-29: 30.99%2026-10-30: 31.14%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
29.83%
32.59%
30.88%
34.61%
48.59%
27.13%
27.08%
26.16%
26.80%
25.37%
27.50%
28.95%
30.04%
30.38%
26.94%
28.94%
32.24%
29.50%
35.12%
33.00%
40.33%
37.39%
46.13%
58.27%
32.00%
30.28%
26.15%
29.54%
26.64%
24.50%
25.44%
27.96%
30.60%
31.77%
28.20%
31.55%
30.89%
30.58%
32.92%
30.80%
35.42%
36.95%
42.95%
46.19%
31.62%
29.67%
27.80%
28.79%
28.53%
26.40%
31.10%
29.58%
32.05%
30.99%
31.14%