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iShares MSCI Singapore ETF EWS

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Market datapartial · fetched 2026-10-22T21:21:27.947Z

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 · 2026-10-22T21:21:27.745904786Z

FundamentalsAlpha Vantage · unavailable

Share price$31.00
1D-1.7%
AH$30.64$30.79$30.95$31.11$31.275:30 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$0.19$1.06$1.93$2.80$3.67$28.16$29.68$31.20$32.72$34.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EWS spot · $31.00EWS PRICE$0.59$0.46$0.29$0.39$0.50$0.60$0.71$0.96$1.48$1.98$2.12$2.26$2.40$0.54$0.35$0.35$0.41$0.47$0.53$0.63$0.73$0.84$0.95$1.06$3.42$3.03
PutsCheap0.95×
CallsExpensive1.55×
SkewBullish-5.76 pp
Implied moveBullish±$1.33
TiltBullish5.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.0266.0%21.3%27.5754.4%12.8%
25Δ33.8939.2%10.8%29.5327.5%5.9%
30Δ31.8916.4%3.8%30.1920.3%3.7%
35Δ31.7017.3%3.5%30.4319.3%3.1%
40Δ31.5118.3%3.2%30.6818.4%2.5%
45Δ31.3219.3%3.0%30.9317.4%1.9%
50Δ31.1320.2%2.7%31.1317.0%1.6%
55Δ30.8523.7%2.6%31.3216.8%1.3%
60Δ30.4132.0%2.9%31.5116.5%1.1%
65Δ29.9839.5%3.1%31.7016.3%0.8%
70Δ29.6636.6%2.5%31.8916.1%0.6%
75Δ29.3333.8%1.9%34.0043.1%1.4%
80Δ29.0130.9%1.3%33.7435.3%1.0%

20Δ

Calls
Pseudo strike
37.02
IV
66.0%
B/E move
21.3%
Puts
Pseudo strike
27.57
IV
54.4%
B/E move
12.8%

25Δ

Calls
Pseudo strike
33.89
IV
39.2%
B/E move
10.8%
Puts
Pseudo strike
29.53
IV
27.5%
B/E move
5.9%

30Δ

Calls
Pseudo strike
31.89
IV
16.4%
B/E move
3.8%
Puts
Pseudo strike
30.19
IV
20.3%
B/E move
3.7%

35Δ

Calls
Pseudo strike
31.70
IV
17.3%
B/E move
3.5%
Puts
Pseudo strike
30.43
IV
19.3%
B/E move
3.1%

40Δ

Calls
Pseudo strike
31.51
IV
18.3%
B/E move
3.2%
Puts
Pseudo strike
30.68
IV
18.4%
B/E move
2.5%

45Δ

Calls
Pseudo strike
31.32
IV
19.3%
B/E move
3.0%
Puts
Pseudo strike
30.93
IV
17.4%
B/E move
1.9%

50Δ

Calls
Pseudo strike
31.13
IV
20.2%
B/E move
2.7%
Puts
Pseudo strike
31.13
IV
17.0%
B/E move
1.6%

55Δ

Calls
Pseudo strike
30.85
IV
23.7%
B/E move
2.6%
Puts
Pseudo strike
31.32
IV
16.8%
B/E move
1.3%

60Δ

Calls
Pseudo strike
30.41
IV
32.0%
B/E move
2.9%
Puts
Pseudo strike
31.51
IV
16.5%
B/E move
1.1%

65Δ

Calls
Pseudo strike
29.98
IV
39.5%
B/E move
3.1%
Puts
Pseudo strike
31.70
IV
16.3%
B/E move
0.8%

70Δ

Calls
Pseudo strike
29.66
IV
36.6%
B/E move
2.5%
Puts
Pseudo strike
31.89
IV
16.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
29.33
IV
33.8%
B/E move
1.9%
Puts
Pseudo strike
34.00
IV
43.1%
B/E move
1.4%

80Δ

Calls
Pseudo strike
29.01
IV
30.9%
B/E move
1.3%
Puts
Pseudo strike
33.74
IV
35.3%
B/E move
1.0%

Options history

EWS20.5520.8021.042026-10-20: 21.01%2026-10-21: 20.59%Oct 20Oct 21
Table
DateIV
21.01%
20.59%