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iShares MSCI Singapore ETF EWS

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Market datapartial · fetched 2026-10-22T14:49:58.182Z

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 · 2026-10-22T14:49:21.613149742Z

FundamentalsAlpha Vantage · unavailable

Share price$31.10
1D-0.4%
$31.07$31.12$31.16$31.20$31.245:30 AM6:30 AM9:00 AM1:00 PMEWS
Sold putSold call

iShares MSCI Singapore ETF options

Live interpolated EWS call and put midpoint premiums by absolute delta.iShares MSCI Singapore ETF$0.15$0.95$1.75$2.55$3.34$28.37$29.83$31.29$32.75$34.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EWS spot · $31.10EWS PRICE$0.26$0.36$0.46$0.56$0.66$0.76$1.02$1.31$1.60$1.89$2.18$0.24$0.31$0.38$0.45$0.52$0.59$0.71$0.82$0.94$1.06$2.23$3.11$2.51
PutsFair0.95×
CallsFair1.03×
SkewBearish+3.53 pp
Implied moveBearish±$1.37
TiltBearish11.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.5223.5%5.9%
25Δ29.9222.9%4.8%
30Δ31.9415.1%3.5%30.2222.0%4.1%
35Δ31.7615.9%3.3%30.4921.0%3.4%
40Δ31.5716.7%3.0%30.7720.0%2.7%
45Δ31.3917.5%2.7%31.0319.2%2.1%
50Δ31.2118.3%2.5%31.2419.0%1.8%
55Δ31.0319.2%2.2%31.4518.8%1.5%
60Δ30.7020.5%2.0%31.6618.6%1.2%
65Δ30.3421.9%1.8%31.8718.4%0.9%
70Δ29.9923.3%1.6%32.9531.7%1.2%
75Δ29.6324.7%1.3%33.7840.5%1.4%
80Δ29.2826.1%1.1%33.3829.5%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.52
IV
23.5%
B/E move
5.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.92
IV
22.9%
B/E move
4.8%

30Δ

Calls
Pseudo strike
31.94
IV
15.1%
B/E move
3.5%
Puts
Pseudo strike
30.22
IV
22.0%
B/E move
4.1%

35Δ

Calls
Pseudo strike
31.76
IV
15.9%
B/E move
3.3%
Puts
Pseudo strike
30.49
IV
21.0%
B/E move
3.4%

40Δ

Calls
Pseudo strike
31.57
IV
16.7%
B/E move
3.0%
Puts
Pseudo strike
30.77
IV
20.0%
B/E move
2.7%

45Δ

Calls
Pseudo strike
31.39
IV
17.5%
B/E move
2.7%
Puts
Pseudo strike
31.03
IV
19.2%
B/E move
2.1%

50Δ

Calls
Pseudo strike
31.21
IV
18.3%
B/E move
2.5%
Puts
Pseudo strike
31.24
IV
19.0%
B/E move
1.8%

55Δ

Calls
Pseudo strike
31.03
IV
19.2%
B/E move
2.2%
Puts
Pseudo strike
31.45
IV
18.8%
B/E move
1.5%

60Δ

Calls
Pseudo strike
30.70
IV
20.5%
B/E move
2.0%
Puts
Pseudo strike
31.66
IV
18.6%
B/E move
1.2%

65Δ

Calls
Pseudo strike
30.34
IV
21.9%
B/E move
1.8%
Puts
Pseudo strike
31.87
IV
18.4%
B/E move
0.9%

70Δ

Calls
Pseudo strike
29.99
IV
23.3%
B/E move
1.6%
Puts
Pseudo strike
32.95
IV
31.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
29.63
IV
24.7%
B/E move
1.3%
Puts
Pseudo strike
33.78
IV
40.5%
B/E move
1.4%

80Δ

Calls
Pseudo strike
29.28
IV
26.1%
B/E move
1.1%
Puts
Pseudo strike
33.38
IV
29.5%
B/E move
0.7%

Options history

No recorded observations