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iShares MSCI Singapore ETF EWS

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Market datapartial · fetched 2026-10-22T16:52:40.954Z

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 · 2026-10-22T16:52:30.88181193Z

FundamentalsAlpha Vantage · unavailable

Share price$31.14
1D-0.2%
$31.07$31.11$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$0.27$0.99$1.71$2.43$3.15$28.21$29.79$31.38$32.96$34.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EWS spot · $31.14EWS PRICE$0.59$0.61$0.63$0.66$0.69$0.71$0.74$0.77$0.89$1.06$1.23$1.40$1.79$0.53$0.35$0.38$0.44$0.51$0.59$0.72$0.84$0.97$1.09$2.81$2.94$2.24
PutsExpensive1.07×
CallsExpensive1.63×
SkewBullish-5.37 pp
Implied moveBalanced±$1.46
TiltBearish10.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.0364.4%20.8%27.7253.6%12.7%
25Δ34.8950.6%14.0%29.7226.9%5.7%
30Δ34.2745.6%12.1%30.2422.1%4.1%
35Δ33.6640.6%10.2%30.5320.9%3.4%
40Δ33.0535.5%8.3%30.8119.7%2.7%
45Δ32.4430.5%6.5%31.0719.0%2.1%
50Δ31.8325.5%4.6%31.2919.0%1.8%
55Δ31.2220.4%2.7%31.5119.1%1.5%
60Δ30.8418.9%1.9%31.7319.1%1.2%
65Δ30.6019.2%1.6%31.9419.1%0.9%
70Δ30.3519.6%1.4%33.4539.7%1.6%
75Δ30.1020.0%1.2%33.6738.6%1.3%
80Δ29.6622.0%1.0%33.2126.0%0.6%

20Δ

Calls
Pseudo strike
37.03
IV
64.4%
B/E move
20.8%
Puts
Pseudo strike
27.72
IV
53.6%
B/E move
12.7%

25Δ

Calls
Pseudo strike
34.89
IV
50.6%
B/E move
14.0%
Puts
Pseudo strike
29.72
IV
26.9%
B/E move
5.7%

30Δ

Calls
Pseudo strike
34.27
IV
45.6%
B/E move
12.1%
Puts
Pseudo strike
30.24
IV
22.1%
B/E move
4.1%

35Δ

Calls
Pseudo strike
33.66
IV
40.6%
B/E move
10.2%
Puts
Pseudo strike
30.53
IV
20.9%
B/E move
3.4%

40Δ

Calls
Pseudo strike
33.05
IV
35.5%
B/E move
8.3%
Puts
Pseudo strike
30.81
IV
19.7%
B/E move
2.7%

45Δ

Calls
Pseudo strike
32.44
IV
30.5%
B/E move
6.5%
Puts
Pseudo strike
31.07
IV
19.0%
B/E move
2.1%

50Δ

Calls
Pseudo strike
31.83
IV
25.5%
B/E move
4.6%
Puts
Pseudo strike
31.29
IV
19.0%
B/E move
1.8%

55Δ

Calls
Pseudo strike
31.22
IV
20.4%
B/E move
2.7%
Puts
Pseudo strike
31.51
IV
19.1%
B/E move
1.5%

60Δ

Calls
Pseudo strike
30.84
IV
18.9%
B/E move
1.9%
Puts
Pseudo strike
31.73
IV
19.1%
B/E move
1.2%

65Δ

Calls
Pseudo strike
30.60
IV
19.2%
B/E move
1.6%
Puts
Pseudo strike
31.94
IV
19.1%
B/E move
0.9%

70Δ

Calls
Pseudo strike
30.35
IV
19.6%
B/E move
1.4%
Puts
Pseudo strike
33.45
IV
39.7%
B/E move
1.6%

75Δ

Calls
Pseudo strike
30.10
IV
20.0%
B/E move
1.2%
Puts
Pseudo strike
33.67
IV
38.6%
B/E move
1.3%

80Δ

Calls
Pseudo strike
29.66
IV
22.0%
B/E move
1.0%
Puts
Pseudo strike
33.21
IV
26.0%
B/E move
0.6%

Options history

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