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iShares MSCI Spain ETF EWP

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Market dataready · fetched 2026-11-12T00:58:41.329Z

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 · 2026-11-11T23:30:00.003220339Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:58:40.978828+00:00

Share price$59.92
1D+0.6%
AH$59.54$59.68$59.82$59.96$60.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEWP
Sold putSold callAH

iShares MSCI Spain ETF options

Live interpolated EWP call and put midpoint premiums by absolute delta.iShares MSCI Spain ETF$0.54$1.10$1.67$2.24$2.80$55.68$58.03$60.37$62.71$65.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive EWP spot · $59.92EWP PRICE$0.78$0.60$0.76$0.91$0.95$0.99$1.11$1.25$1.38$1.59$1.92$2.24$0.67$0.85$0.96$1.04$1.09$1.14$1.23$1.33$1.43$1.70$2.14$2.64
Puts——
Calls——
Skew——
Implied moveBearish±$2.13
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.0178.8%13.1%
25Δ57.3045.8%5.5%
30Δ61.7633.9%4.1%57.9246.0%4.8%
35Δ61.3535.0%3.7%58.5742.2%3.9%
40Δ60.9435.3%3.2%59.1537.8%3.0%
45Δ60.4931.4%2.5%59.6033.5%2.3%
50Δ60.0527.6%1.9%60.0329.4%1.7%
55Δ59.7426.2%1.6%60.3127.6%1.4%
60Δ59.4525.2%1.3%60.5925.7%1.1%
65Δ59.1624.1%1.0%60.8723.9%0.8%
70Δ58.8224.0%0.8%61.2624.1%0.6%
75Δ58.4224.9%0.7%61.7626.3%0.5%
80Δ58.0125.8%0.6%62.3328.0%0.4%

20Δ

Calls
Pseudo strike
67.01
IV
78.8%
B/E move
13.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.30
IV
45.8%
B/E move
5.5%

30Δ

Calls
Pseudo strike
61.76
IV
33.9%
B/E move
4.1%
Puts
Pseudo strike
57.92
IV
46.0%
B/E move
4.8%

35Δ

Calls
Pseudo strike
61.35
IV
35.0%
B/E move
3.7%
Puts
Pseudo strike
58.57
IV
42.2%
B/E move
3.9%

40Δ

Calls
Pseudo strike
60.94
IV
35.3%
B/E move
3.2%
Puts
Pseudo strike
59.15
IV
37.8%
B/E move
3.0%

45Δ

Calls
Pseudo strike
60.49
IV
31.4%
B/E move
2.5%
Puts
Pseudo strike
59.60
IV
33.5%
B/E move
2.3%

50Δ

Calls
Pseudo strike
60.05
IV
27.6%
B/E move
1.9%
Puts
Pseudo strike
60.03
IV
29.4%
B/E move
1.7%

55Δ

Calls
Pseudo strike
59.74
IV
26.2%
B/E move
1.6%
Puts
Pseudo strike
60.31
IV
27.6%
B/E move
1.4%

60Δ

Calls
Pseudo strike
59.45
IV
25.2%
B/E move
1.3%
Puts
Pseudo strike
60.59
IV
25.7%
B/E move
1.1%

65Δ

Calls
Pseudo strike
59.16
IV
24.1%
B/E move
1.0%
Puts
Pseudo strike
60.87
IV
23.9%
B/E move
0.8%

70Δ

Calls
Pseudo strike
58.82
IV
24.0%
B/E move
0.8%
Puts
Pseudo strike
61.26
IV
24.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
58.42
IV
24.9%
B/E move
0.7%
Puts
Pseudo strike
61.76
IV
26.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
58.01
IV
25.8%
B/E move
0.6%
Puts
Pseudo strike
62.33
IV
28.0%
B/E move
0.4%

Options history

IV · four-Friday blend24.36%
Daily close
EWP16.4%24.9%33.4%2026-08-13: 19.95%2026-08-14: 20.78%2026-08-17: 19.11%2026-08-19: 26.34%2026-08-20: 26.87%2026-08-21: 17.56%2026-08-24: 19.62%2026-08-25: 19.67%2026-08-26: 19.48%2026-08-27: 19.24%2026-08-28: 19.14%2026-08-31: 19.58%2026-09-01: 20.02%2026-09-02: 19.80%2026-09-03: 17.82%2026-09-04: 17.98%2026-09-08: 21.30%2026-09-09: 19.78%2026-09-10: 20.74%2026-09-11: 21.89%2026-09-14: 20.47%2026-09-15: 26.11%2026-09-16: 26.22%2026-09-17: 32.27%2026-09-18: 19.97%2026-09-21: 19.45%2026-09-22: 19.04%2026-09-23: 20.10%2026-09-24: 19.85%2026-09-25: 18.82%2026-09-28: 19.88%2026-09-29: 20.12%2026-09-30: 20.73%2026-10-01: 23.41%2026-10-02: 21.46%2026-10-05: 22.83%2026-10-06: 22.39%2026-10-07: 22.84%2026-10-08: 24.09%2026-10-09: 21.47%2026-10-12: 26.14%2026-10-13: 22.49%2026-10-14: 30.39%2026-10-15: 31.12%2026-10-16: 22.25%2026-10-19: 22.77%2026-10-20: 22.30%2026-10-21: 19.97%2026-10-22: 22.06%2026-10-23: 22.48%2026-10-26: 21.65%2026-10-27: 21.71%2026-10-28: 24.46%2026-10-29: 23.14%2026-10-30: 24.36%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
19.95%
20.78%
19.11%
26.34%
26.87%
17.56%
19.62%
19.67%
19.48%
19.24%
19.14%
19.58%
20.02%
19.80%
17.82%
17.98%
21.30%
19.78%
20.74%
21.89%
20.47%
26.11%
26.22%
32.27%
19.97%
19.45%
19.04%
20.10%
19.85%
18.82%
19.88%
20.12%
20.73%
23.41%
21.46%
22.83%
22.39%
22.84%
24.09%
21.47%
26.14%
22.49%
30.39%
31.12%
22.25%
22.77%
22.30%
19.97%
22.06%
22.48%
21.65%
21.71%
24.46%
23.14%
24.36%