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iShares MSCI Spain ETF EWP

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Market datapartial · fetched 2026-10-22T23:06:47.355Z

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 · 2026-10-22T22:30:00.003204126Z

FundamentalsAlpha Vantage · unavailable

Share price$57.51
1D-0.4%
AH$57.18$57.36$57.55$57.73$57.915:30 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$0.73$1.86$3.00$4.14$5.27$51.99$54.94$57.89$60.84$63.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EWP spot · $57.51EWP PRICE$0.85$0.88$0.93$1.03$1.20$1.47$1.69$1.79$2.00$2.54$3.57$4.65$4.94$0.91$1.00$1.08$1.16$1.24$1.38$1.55$1.71$1.85$1.99$2.97$3.20$3.39
PutsExpensive1.36×
CallsExpensive2.00×
SkewBullish-4.67 pp
Implied moveBullish±$3.25
TiltBullish8.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.7150.3%15.7%51.8548.2%11.4%
25Δ62.6339.1%10.4%53.8939.1%8.0%
30Δ60.9232.3%7.5%55.1333.5%6.0%
35Δ59.6828.1%5.6%56.0729.1%4.5%
40Δ58.9927.2%4.7%56.7525.9%3.5%
45Δ58.4327.7%4.2%57.3124.1%2.8%
50Δ57.8927.6%3.6%57.8023.1%2.2%
55Δ57.3724.9%2.9%58.2221.8%1.7%
60Δ56.8223.8%2.3%58.6020.4%1.3%
65Δ56.1926.4%2.1%58.9819.0%0.9%
70Δ55.1732.8%2.1%59.9424.2%0.9%
75Δ53.9937.8%2.0%60.3422.7%0.7%
80Δ53.4134.6%1.5%60.6920.8%0.4%

20Δ

Calls
Pseudo strike
65.71
IV
50.3%
B/E move
15.7%
Puts
Pseudo strike
51.85
IV
48.2%
B/E move
11.4%

25Δ

Calls
Pseudo strike
62.63
IV
39.1%
B/E move
10.4%
Puts
Pseudo strike
53.89
IV
39.1%
B/E move
8.0%

30Δ

Calls
Pseudo strike
60.92
IV
32.3%
B/E move
7.5%
Puts
Pseudo strike
55.13
IV
33.5%
B/E move
6.0%

35Δ

Calls
Pseudo strike
59.68
IV
28.1%
B/E move
5.6%
Puts
Pseudo strike
56.07
IV
29.1%
B/E move
4.5%

40Δ

Calls
Pseudo strike
58.99
IV
27.2%
B/E move
4.7%
Puts
Pseudo strike
56.75
IV
25.9%
B/E move
3.5%

45Δ

Calls
Pseudo strike
58.43
IV
27.7%
B/E move
4.2%
Puts
Pseudo strike
57.31
IV
24.1%
B/E move
2.8%

50Δ

Calls
Pseudo strike
57.89
IV
27.6%
B/E move
3.6%
Puts
Pseudo strike
57.80
IV
23.1%
B/E move
2.2%

55Δ

Calls
Pseudo strike
57.37
IV
24.9%
B/E move
2.9%
Puts
Pseudo strike
58.22
IV
21.8%
B/E move
1.7%

60Δ

Calls
Pseudo strike
56.82
IV
23.8%
B/E move
2.3%
Puts
Pseudo strike
58.60
IV
20.4%
B/E move
1.3%

65Δ

Calls
Pseudo strike
56.19
IV
26.4%
B/E move
2.1%
Puts
Pseudo strike
58.98
IV
19.0%
B/E move
0.9%

70Δ

Calls
Pseudo strike
55.17
IV
32.8%
B/E move
2.1%
Puts
Pseudo strike
59.94
IV
24.2%
B/E move
0.9%

75Δ

Calls
Pseudo strike
53.99
IV
37.8%
B/E move
2.0%
Puts
Pseudo strike
60.34
IV
22.7%
B/E move
0.7%

80Δ

Calls
Pseudo strike
53.41
IV
34.6%
B/E move
1.5%
Puts
Pseudo strike
60.69
IV
20.8%
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%