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iShares MSCI France ETF EWQ

i

Market dataready · fetched 2026-11-12T16:33:24.342Z

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 · 2026-11-12T16:32:30.245632577Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:33:23.074944+00:00

Share price$43.90
1D-0.1%
$43.77$43.86$43.95$44.03$44.125:30 AM6:30 AM9:00 AM1:00 PMEWQ
Sold putSold call

iShares MSCI France ETF options

Live interpolated EWQ call and put midpoint premiums by absolute delta.iShares MSCI France ETF$0.20$0.53$0.87$1.20$1.53$41.94$42.84$43.75$44.65$45.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive EWQ spot · $43.90EWQ PRICE$0.63$0.63$0.40$0.49$0.58$0.66$0.75$0.84$0.93$1.01$1.10$1.38$0.24$0.32$0.41$0.49$0.58$0.66$0.75$0.83$0.92$1.00$1.09$1.17$1.43
PutsExpensive1.32×
Calls——
Skew——
Implied moveBearish±$1.41
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.7490.8%14.7%42.2528.7%4.3%
25Δ47.2967.2%9.1%42.4928.0%4.0%
30Δ42.7227.3%3.6%
35Δ44.6524.0%2.6%42.9626.6%3.3%
40Δ44.4523.6%2.4%43.2025.8%2.9%
45Δ44.2523.2%2.1%43.4325.1%2.6%
50Δ44.0522.8%1.9%43.6724.4%2.2%
55Δ43.8522.4%1.6%43.9123.7%1.9%
60Δ43.6622.0%1.4%44.1423.0%1.5%
65Δ43.4621.6%1.1%44.3822.3%1.2%
70Δ43.2621.2%0.8%44.6221.6%0.8%
75Δ43.0620.8%0.6%44.8520.8%0.5%
80Δ42.7221.9%0.4%45.2221.9%0.3%

20Δ

Calls
Pseudo strike
49.74
IV
90.8%
B/E move
14.7%
Puts
Pseudo strike
42.25
IV
28.7%
B/E move
4.3%

25Δ

Calls
Pseudo strike
47.29
IV
67.2%
B/E move
9.1%
Puts
Pseudo strike
42.49
IV
28.0%
B/E move
4.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.72
IV
27.3%
B/E move
3.6%

35Δ

Calls
Pseudo strike
44.65
IV
24.0%
B/E move
2.6%
Puts
Pseudo strike
42.96
IV
26.6%
B/E move
3.3%

40Δ

Calls
Pseudo strike
44.45
IV
23.6%
B/E move
2.4%
Puts
Pseudo strike
43.20
IV
25.8%
B/E move
2.9%

45Δ

Calls
Pseudo strike
44.25
IV
23.2%
B/E move
2.1%
Puts
Pseudo strike
43.43
IV
25.1%
B/E move
2.6%

50Δ

Calls
Pseudo strike
44.05
IV
22.8%
B/E move
1.9%
Puts
Pseudo strike
43.67
IV
24.4%
B/E move
2.2%

55Δ

Calls
Pseudo strike
43.85
IV
22.4%
B/E move
1.6%
Puts
Pseudo strike
43.91
IV
23.7%
B/E move
1.9%

60Δ

Calls
Pseudo strike
43.66
IV
22.0%
B/E move
1.4%
Puts
Pseudo strike
44.14
IV
23.0%
B/E move
1.5%

65Δ

Calls
Pseudo strike
43.46
IV
21.6%
B/E move
1.1%
Puts
Pseudo strike
44.38
IV
22.3%
B/E move
1.2%

70Δ

Calls
Pseudo strike
43.26
IV
21.2%
B/E move
0.8%
Puts
Pseudo strike
44.62
IV
21.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
43.06
IV
20.8%
B/E move
0.6%
Puts
Pseudo strike
44.85
IV
20.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
42.72
IV
21.9%
B/E move
0.4%
Puts
Pseudo strike
45.22
IV
21.9%
B/E move
0.3%

Options history

IV · four-Friday blend24.99%
Daily close
EWQ17.9%28.1%38.3%2026-08-14: 21.27%2026-08-17: 22.85%2026-08-18: 27.36%2026-08-19: 27.70%2026-08-20: 35.80%2026-08-21: 22.84%2026-08-24: 20.19%2026-08-25: 20.06%2026-08-26: 21.03%2026-08-27: 20.26%2026-08-28: 20.13%2026-08-31: 22.20%2026-09-01: 20.18%2026-09-02: 20.32%2026-09-03: 20.25%2026-09-04: 19.30%2026-09-08: 22.04%2026-09-09: 22.83%2026-09-10: 22.27%2026-09-11: 22.30%2026-09-14: 26.01%2026-09-15: 28.87%2026-09-16: 28.42%2026-09-17: 36.21%2026-09-18: 24.99%2026-09-21: 23.45%2026-09-22: 20.66%2026-09-23: 24.19%2026-09-24: 24.60%2026-09-25: 21.56%2026-09-28: 21.94%2026-09-29: 21.30%2026-09-30: 23.54%2026-10-01: 25.82%2026-10-02: 22.87%2026-10-05: 23.42%2026-10-06: 23.58%2026-10-07: 24.27%2026-10-08: 27.74%2026-10-09: 28.81%2026-10-12: 29.39%2026-10-13: 29.74%2026-10-14: 30.40%2026-10-15: 36.86%2026-10-16: 26.06%2026-10-19: 23.61%2026-10-20: 22.81%2026-10-21: 23.28%2026-10-22: 23.81%2026-10-23: 23.15%2026-10-26: 23.43%2026-10-27: 23.33%2026-10-28: 22.39%2026-10-29: 22.46%2026-10-30: 24.99%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
21.27%
22.85%
27.36%
27.70%
35.80%
22.84%
20.19%
20.06%
21.03%
20.26%
20.13%
22.20%
20.18%
20.32%
20.25%
19.30%
22.04%
22.83%
22.27%
22.30%
26.01%
28.87%
28.42%
36.21%
24.99%
23.45%
20.66%
24.19%
24.60%
21.56%
21.94%
21.30%
23.54%
25.82%
22.87%
23.42%
23.58%
24.27%
27.74%
28.81%
29.39%
29.74%
30.40%
36.86%
26.06%
23.61%
22.81%
23.28%
23.81%
23.15%
23.43%
23.33%
22.39%
22.46%
24.99%