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iShares MSCI Singapore ETF EWS

i

Market dataready · fetched 2026-11-12T02:35:27.748Z

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 · 2026-11-12T01:00:00.139499269Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:35:27.205298+00:00

Share price$30.50
1D+0.1%
AH$30.41$30.45$30.49$30.53$30.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEWS
Sold putSold callAH

iShares MSCI Singapore ETF options

Live interpolated EWS call and put midpoint premiums by absolute delta.iShares MSCI Singapore ETF$0.13$0.51$0.88$1.25$1.62$29.20$29.89$30.57$31.25$31.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EWS spot · $30.50EWS PRICE$0.26$0.33$0.40$0.47$0.53$0.58$0.63$0.69$0.74$0.88$1.20$1.52$0.52$0.63$0.17$0.21$0.25$0.29$0.33$0.37$0.42$0.46$0.50$0.54
Puts——
Calls——
Skew——
Implied moveBullish±$0.91
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.3292.5%12.1%
25Δ31.5029.5%4.1%28.1983.7%9.6%
30Δ31.3431.6%3.8%30.0618.3%2.0%
35Δ31.1833.7%3.5%30.1617.8%1.8%
40Δ31.0135.8%3.2%30.2617.2%1.6%
45Δ30.8334.0%2.8%30.3616.7%1.4%
50Δ30.6532.0%2.4%30.4616.1%1.2%
55Δ30.4729.9%2.0%30.5615.6%1.0%
60Δ30.3027.9%1.6%30.6615.0%0.8%
65Δ30.1225.8%1.2%30.7614.5%0.6%
70Δ29.8724.9%0.9%30.8613.9%0.4%
75Δ29.5126.3%0.7%30.9613.4%0.2%
80Δ29.1527.7%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.32
IV
92.5%
B/E move
12.1%

25Δ

Calls
Pseudo strike
31.50
IV
29.5%
B/E move
4.1%
Puts
Pseudo strike
28.19
IV
83.7%
B/E move
9.6%

30Δ

Calls
Pseudo strike
31.34
IV
31.6%
B/E move
3.8%
Puts
Pseudo strike
30.06
IV
18.3%
B/E move
2.0%

35Δ

Calls
Pseudo strike
31.18
IV
33.7%
B/E move
3.5%
Puts
Pseudo strike
30.16
IV
17.8%
B/E move
1.8%

40Δ

Calls
Pseudo strike
31.01
IV
35.8%
B/E move
3.2%
Puts
Pseudo strike
30.26
IV
17.2%
B/E move
1.6%

45Δ

Calls
Pseudo strike
30.83
IV
34.0%
B/E move
2.8%
Puts
Pseudo strike
30.36
IV
16.7%
B/E move
1.4%

50Δ

Calls
Pseudo strike
30.65
IV
32.0%
B/E move
2.4%
Puts
Pseudo strike
30.46
IV
16.1%
B/E move
1.2%

55Δ

Calls
Pseudo strike
30.47
IV
29.9%
B/E move
2.0%
Puts
Pseudo strike
30.56
IV
15.6%
B/E move
1.0%

60Δ

Calls
Pseudo strike
30.30
IV
27.9%
B/E move
1.6%
Puts
Pseudo strike
30.66
IV
15.0%
B/E move
0.8%

65Δ

Calls
Pseudo strike
30.12
IV
25.8%
B/E move
1.2%
Puts
Pseudo strike
30.76
IV
14.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
29.87
IV
24.9%
B/E move
0.9%
Puts
Pseudo strike
30.86
IV
13.9%
B/E move
0.4%

75Δ

Calls
Pseudo strike
29.51
IV
26.3%
B/E move
0.7%
Puts
Pseudo strike
30.96
IV
13.4%
B/E move
0.2%

80Δ

Calls
Pseudo strike
29.15
IV
27.7%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend22.69%
Daily close
EWS15.8%32.2%48.6%2026-08-13: 21.98%2026-08-14: 19.78%2026-08-17: 23.64%2026-08-18: 33.21%2026-08-19: 31.75%2026-08-20: 46.35%2026-08-21: 19.37%2026-08-24: 21.06%2026-08-25: 20.07%2026-08-26: 19.00%2026-08-27: 20.58%2026-08-28: 18.79%2026-08-31: 18.86%2026-09-01: 18.57%2026-09-02: 19.62%2026-09-03: 19.59%2026-09-04: 18.14%2026-09-08: 20.66%2026-09-09: 21.76%2026-09-10: 21.33%2026-09-11: 21.03%2026-09-14: 23.03%2026-09-15: 30.68%2026-09-16: 29.86%2026-09-17: 37.97%2026-09-18: 22.58%2026-09-21: 21.79%2026-09-22: 20.17%2026-09-23: 20.07%2026-09-24: 20.30%2026-09-25: 21.99%2026-09-28: 19.83%2026-09-29: 20.12%2026-09-30: 20.08%2026-10-01: 20.62%2026-10-02: 18.10%2026-10-05: 19.74%2026-10-06: 20.51%2026-10-08: 22.19%2026-10-09: 24.18%2026-10-12: 30.28%2026-10-13: 25.76%2026-10-16: 22.18%2026-10-19: 21.05%2026-10-20: 21.01%2026-10-21: 20.60%2026-10-22: 22.24%2026-10-23: 23.89%2026-10-26: 22.69%2026-10-27: 22.18%2026-10-28: 23.11%2026-10-29: 21.78%2026-10-30: 22.69%Aug 13Sep 21Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
21.98%
19.78%
23.64%
33.21%
31.75%
46.35%
19.37%
21.06%
20.07%
19.00%
20.58%
18.79%
18.86%
18.57%
19.62%
19.59%
18.14%
20.66%
21.76%
21.33%
21.03%
23.03%
30.68%
29.86%
37.97%
22.58%
21.79%
20.17%
20.07%
20.30%
21.99%
19.83%
20.12%
20.08%
20.62%
18.10%
19.74%
20.51%
22.19%
24.18%
30.28%
25.76%
22.18%
21.05%
21.01%
20.60%
22.24%
23.89%
22.69%
22.18%
23.11%
21.78%
22.69%