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iShares MSCI Spain ETF EWP

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Market datapartial · fetched 2026-10-22T16:53:52.069Z

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 · 2026-10-22T16:53:43.071540952Z

FundamentalsAlpha Vantage · unavailable

Share price$57.41
1D-0.6%
$57.18$57.36$57.55$57.73$57.915:30 AM6:30 AM9:00 AM1:00 PMEWP
Sold putSold call

iShares MSCI Spain ETF options

Live interpolated EWP call and put midpoint premiums by absolute delta.iShares MSCI Spain ETF$0.72$1.89$3.05$4.21$5.37$52.00$54.97$57.93$60.90$63.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EWP spot · $57.41EWP PRICE$0.85$0.89$0.93$1.05$1.24$1.56$1.79$1.83$2.13$2.68$3.84$4.73$5.04$0.91$0.99$1.08$1.15$1.23$1.34$1.48$1.62$1.77$1.92$2.52$3.11$3.28
PutsExpensive1.32×
CallsExpensive2.04×
SkewBullish-6.47 pp
Implied moveBullish±$3.26
TiltBullish12.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.6250.2%15.8%51.7847.9%11.4%
25Δ62.5639.2%10.5%53.7839.0%8.0%
30Δ60.8132.3%7.5%55.0533.4%6.0%
35Δ59.6228.6%5.7%56.0028.8%4.5%
40Δ58.9328.0%4.8%56.6525.8%3.5%
45Δ58.3829.5%4.4%57.2123.5%2.7%
50Δ57.8229.3%3.8%57.6722.0%2.1%
55Δ57.2725.7%2.9%58.1020.7%1.6%
60Δ56.6725.4%2.4%58.4619.5%1.3%
65Δ56.0328.1%2.3%58.8118.4%0.9%
70Δ54.9035.7%2.3%59.5120.6%0.7%
75Δ53.8538.6%2.0%60.1722.2%0.6%
80Δ53.2235.4%1.5%60.4820.2%0.4%

20Δ

Calls
Pseudo strike
65.62
IV
50.2%
B/E move
15.8%
Puts
Pseudo strike
51.78
IV
47.9%
B/E move
11.4%

25Δ

Calls
Pseudo strike
62.56
IV
39.2%
B/E move
10.5%
Puts
Pseudo strike
53.78
IV
39.0%
B/E move
8.0%

30Δ

Calls
Pseudo strike
60.81
IV
32.3%
B/E move
7.5%
Puts
Pseudo strike
55.05
IV
33.4%
B/E move
6.0%

35Δ

Calls
Pseudo strike
59.62
IV
28.6%
B/E move
5.7%
Puts
Pseudo strike
56.00
IV
28.8%
B/E move
4.5%

40Δ

Calls
Pseudo strike
58.93
IV
28.0%
B/E move
4.8%
Puts
Pseudo strike
56.65
IV
25.8%
B/E move
3.5%

45Δ

Calls
Pseudo strike
58.38
IV
29.5%
B/E move
4.4%
Puts
Pseudo strike
57.21
IV
23.5%
B/E move
2.7%

50Δ

Calls
Pseudo strike
57.82
IV
29.3%
B/E move
3.8%
Puts
Pseudo strike
57.67
IV
22.0%
B/E move
2.1%

55Δ

Calls
Pseudo strike
57.27
IV
25.7%
B/E move
2.9%
Puts
Pseudo strike
58.10
IV
20.7%
B/E move
1.6%

60Δ

Calls
Pseudo strike
56.67
IV
25.4%
B/E move
2.4%
Puts
Pseudo strike
58.46
IV
19.5%
B/E move
1.3%

65Δ

Calls
Pseudo strike
56.03
IV
28.1%
B/E move
2.3%
Puts
Pseudo strike
58.81
IV
18.4%
B/E move
0.9%

70Δ

Calls
Pseudo strike
54.90
IV
35.7%
B/E move
2.3%
Puts
Pseudo strike
59.51
IV
20.6%
B/E move
0.7%

75Δ

Calls
Pseudo strike
53.85
IV
38.6%
B/E move
2.0%
Puts
Pseudo strike
60.17
IV
22.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
53.22
IV
35.4%
B/E move
1.5%
Puts
Pseudo strike
60.48
IV
20.2%
B/E move
0.4%

Options history

EWP19.7521.1222.492026-10-20: 22.30%2026-10-21: 19.94%Oct 20Oct 21
Table
DateIV
22.30%
19.94%