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iShares MSCI Netherlands ETF EWN

i

Market dataready · fetched 2026-10-23T01:59:17.291Z

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 · 2026-10-23T00:00:00.099314836Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T01:59:15.650872+00:00

Share price$64.15
1D-0.6%
AH$63.93$64.11$64.29$64.47$64.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEWN
Sold putSold callAH

iShares MSCI Netherlands ETF options

Live interpolated EWN call and put midpoint premiums by absolute delta.iShares MSCI Netherlands ETF$0.84$2.17$3.51$4.85$6.19$57.09$60.86$64.63$68.40$72.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EWN spot · $64.15EWN PRICE$1.13$1.18$1.32$1.49$1.63$1.83$2.05$2.29$2.76$3.34$3.97$4.79$5.81$0.98$1.38$1.54$1.67$1.82$1.94$2.04$2.17$2.51$2.85$3.17$3.65$4.29
PutsExpensive1.40×
CallsExpensive2.04×
SkewBullish-5.33 pp
Implied moveBalanced±$4.08
TiltBullish5.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ75.4060.6%19.3%58.7543.4%9.9%
25Δ70.9546.7%12.4%59.2848.0%9.7%
30Δ68.8240.8%9.3%60.9142.2%7.4%
35Δ67.4037.2%7.4%62.1637.3%5.7%
40Δ66.2433.5%5.8%63.1233.6%4.4%
45Δ65.3531.4%4.7%63.9230.1%3.4%
50Δ64.6029.9%3.9%64.5027.2%2.6%
55Δ63.9028.6%3.2%65.0724.6%1.9%
60Δ63.2029.9%2.8%65.6524.5%1.6%
65Δ62.4131.5%2.5%66.2124.1%1.2%
70Δ61.5632.8%2.1%66.7523.3%0.9%
75Δ60.5334.6%1.8%67.4023.1%0.6%
80Δ59.3136.5%1.5%68.1923.4%0.4%

20Δ

Calls
Pseudo strike
75.40
IV
60.6%
B/E move
19.3%
Puts
Pseudo strike
58.75
IV
43.4%
B/E move
9.9%

25Δ

Calls
Pseudo strike
70.95
IV
46.7%
B/E move
12.4%
Puts
Pseudo strike
59.28
IV
48.0%
B/E move
9.7%

30Δ

Calls
Pseudo strike
68.82
IV
40.8%
B/E move
9.3%
Puts
Pseudo strike
60.91
IV
42.2%
B/E move
7.4%

35Δ

Calls
Pseudo strike
67.40
IV
37.2%
B/E move
7.4%
Puts
Pseudo strike
62.16
IV
37.3%
B/E move
5.7%

40Δ

Calls
Pseudo strike
66.24
IV
33.5%
B/E move
5.8%
Puts
Pseudo strike
63.12
IV
33.6%
B/E move
4.4%

45Δ

Calls
Pseudo strike
65.35
IV
31.4%
B/E move
4.7%
Puts
Pseudo strike
63.92
IV
30.1%
B/E move
3.4%

50Δ

Calls
Pseudo strike
64.60
IV
29.9%
B/E move
3.9%
Puts
Pseudo strike
64.50
IV
27.2%
B/E move
2.6%

55Δ

Calls
Pseudo strike
63.90
IV
28.6%
B/E move
3.2%
Puts
Pseudo strike
65.07
IV
24.6%
B/E move
1.9%

60Δ

Calls
Pseudo strike
63.20
IV
29.9%
B/E move
2.8%
Puts
Pseudo strike
65.65
IV
24.5%
B/E move
1.6%

65Δ

Calls
Pseudo strike
62.41
IV
31.5%
B/E move
2.5%
Puts
Pseudo strike
66.21
IV
24.1%
B/E move
1.2%

70Δ

Calls
Pseudo strike
61.56
IV
32.8%
B/E move
2.1%
Puts
Pseudo strike
66.75
IV
23.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
60.53
IV
34.6%
B/E move
1.8%
Puts
Pseudo strike
67.40
IV
23.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
59.31
IV
36.5%
B/E move
1.5%
Puts
Pseudo strike
68.19
IV
23.4%
B/E move
0.4%

Options history

EWN50.5057.9065.302026-10-20: 64.28%2026-10-21: 51.52%Oct 20Oct 21
Table
DateIV
64.28%
51.52%