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iShares MSCI France ETF EWQ

i

Market dataready · fetched 2026-10-23T03:51:03.019Z

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 · 2026-10-23T00:00:00.0634485Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T03:51:01.606657+00:00

Share price$41.79
1D+0.2%
AH$41.45$41.57$41.68$41.79$41.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEWQ
Sold putSold callAH

iShares MSCI France ETF options

Live interpolated EWQ call and put midpoint premiums by absolute delta.iShares MSCI France ETF$0.25$1.38$2.50$3.62$4.74$38.14$39.88$41.62$43.36$45.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EWQ spot · $41.79EWQ PRICE$0.70$0.38$0.38$0.49$0.61$0.74$0.86$1.04$1.22$1.40$1.69$2.03$2.38$0.74$0.45$0.56$0.67$0.78$0.89$1.00$1.21$1.43$1.64$1.95$2.25$4.42
PutsExpensive1.18×
CallsExpensive1.29×
SkewBearish+2.92 pp
Implied moveBearish±$1.86
TiltBearish12.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.7057.7%18.2%37.3453.4%12.4%
25Δ43.8622.3%5.8%40.0924.6%5.1%
30Δ43.0717.2%4.0%40.5323.8%4.4%
35Δ42.7617.3%3.5%40.9623.1%3.6%
40Δ42.5017.9%3.2%41.3122.2%3.0%
45Δ42.2418.4%2.8%41.6521.3%2.5%
50Δ41.9818.9%2.5%41.9920.4%1.9%
55Δ41.6819.2%2.2%42.3220.8%1.6%
60Δ41.3919.4%1.9%42.6621.1%1.3%
65Δ41.0919.7%1.7%42.9921.5%1.1%
70Δ40.7020.5%1.4%43.3921.7%0.8%
75Δ40.2821.5%1.2%43.8021.8%0.6%
80Δ39.8422.1%1.0%45.9434.4%0.6%

20Δ

Calls
Pseudo strike
48.70
IV
57.7%
B/E move
18.2%
Puts
Pseudo strike
37.34
IV
53.4%
B/E move
12.4%

25Δ

Calls
Pseudo strike
43.86
IV
22.3%
B/E move
5.8%
Puts
Pseudo strike
40.09
IV
24.6%
B/E move
5.1%

30Δ

Calls
Pseudo strike
43.07
IV
17.2%
B/E move
4.0%
Puts
Pseudo strike
40.53
IV
23.8%
B/E move
4.4%

35Δ

Calls
Pseudo strike
42.76
IV
17.3%
B/E move
3.5%
Puts
Pseudo strike
40.96
IV
23.1%
B/E move
3.6%

40Δ

Calls
Pseudo strike
42.50
IV
17.9%
B/E move
3.2%
Puts
Pseudo strike
41.31
IV
22.2%
B/E move
3.0%

45Δ

Calls
Pseudo strike
42.24
IV
18.4%
B/E move
2.8%
Puts
Pseudo strike
41.65
IV
21.3%
B/E move
2.5%

50Δ

Calls
Pseudo strike
41.98
IV
18.9%
B/E move
2.5%
Puts
Pseudo strike
41.99
IV
20.4%
B/E move
1.9%

55Δ

Calls
Pseudo strike
41.68
IV
19.2%
B/E move
2.2%
Puts
Pseudo strike
42.32
IV
20.8%
B/E move
1.6%

60Δ

Calls
Pseudo strike
41.39
IV
19.4%
B/E move
1.9%
Puts
Pseudo strike
42.66
IV
21.1%
B/E move
1.3%

65Δ

Calls
Pseudo strike
41.09
IV
19.7%
B/E move
1.7%
Puts
Pseudo strike
42.99
IV
21.5%
B/E move
1.1%

70Δ

Calls
Pseudo strike
40.70
IV
20.5%
B/E move
1.4%
Puts
Pseudo strike
43.39
IV
21.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
40.28
IV
21.5%
B/E move
1.2%
Puts
Pseudo strike
43.80
IV
21.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
39.84
IV
22.1%
B/E move
1.0%
Puts
Pseudo strike
45.94
IV
34.4%
B/E move
0.6%

Options history

EWQ22.8023.4424.092026-10-20: 22.88%2026-10-21: 24.00%Oct 20Oct 21
Table
DateIV
22.88%
24.00%