IntraAlpha
Create free account Start free

iShares MSCI Taiwan ETF EWT

i

Market datapartial · fetched 2026-10-22T21:25:21.010Z

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 · 2026-10-22T21:21:43.219346132Z

FundamentalsAlpha Vantage · unavailable

Share price$103.99
1D-1.4%
AH$103.49$104.13$104.77$105.41$106.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEWT
Sold putSold callAH

iShares MSCI Taiwan ETF options

Live interpolated EWT call and put midpoint premiums by absolute delta.iShares MSCI Taiwan ETF$1.10$4.19$7.29$10.38$13.47$89.48$97.54$105.60$113.67$121.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EWT spot · $103.99EWT PRICE$1.44$1.60$1.99$2.48$3.00$3.66$4.45$5.15$6.08$7.36$8.89$10.21$12.58$1.51$2.01$2.49$2.93$3.44$4.15$4.92$5.66$6.32$7.34$8.61$8.95$10.90
PutsExpensive1.19×
CallsExpensive1.49×
SkewBullish-3.32 pp
Implied moveBearish±$9.37
TiltBalanced0.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ117.4646.5%14.3%94.8043.4%10.3%
25Δ112.9138.5%10.1%96.8143.1%8.8%
30Δ110.8937.6%8.6%98.7341.9%7.5%
35Δ109.3538.0%7.5%100.5239.8%6.2%
40Δ107.8038.1%6.6%102.0838.6%5.1%
45Δ106.4239.2%5.9%103.5139.0%4.5%
50Δ105.0140.8%5.3%104.9539.2%3.8%
55Δ103.5040.6%4.5%106.3838.6%3.1%
60Δ101.9641.7%3.9%107.7137.2%2.5%
65Δ100.2144.0%3.4%109.2437.3%2.0%
70Δ98.2046.7%3.0%110.9537.9%1.6%
75Δ96.2746.8%2.4%111.8434.3%1.0%
80Δ93.4950.5%2.0%114.1335.6%0.7%

20Δ

Calls
Pseudo strike
117.46
IV
46.5%
B/E move
14.3%
Puts
Pseudo strike
94.80
IV
43.4%
B/E move
10.3%

25Δ

Calls
Pseudo strike
112.91
IV
38.5%
B/E move
10.1%
Puts
Pseudo strike
96.81
IV
43.1%
B/E move
8.8%

30Δ

Calls
Pseudo strike
110.89
IV
37.6%
B/E move
8.6%
Puts
Pseudo strike
98.73
IV
41.9%
B/E move
7.5%

35Δ

Calls
Pseudo strike
109.35
IV
38.0%
B/E move
7.5%
Puts
Pseudo strike
100.52
IV
39.8%
B/E move
6.2%

40Δ

Calls
Pseudo strike
107.80
IV
38.1%
B/E move
6.6%
Puts
Pseudo strike
102.08
IV
38.6%
B/E move
5.1%

45Δ

Calls
Pseudo strike
106.42
IV
39.2%
B/E move
5.9%
Puts
Pseudo strike
103.51
IV
39.0%
B/E move
4.5%

50Δ

Calls
Pseudo strike
105.01
IV
40.8%
B/E move
5.3%
Puts
Pseudo strike
104.95
IV
39.2%
B/E move
3.8%

55Δ

Calls
Pseudo strike
103.50
IV
40.6%
B/E move
4.5%
Puts
Pseudo strike
106.38
IV
38.6%
B/E move
3.1%

60Δ

Calls
Pseudo strike
101.96
IV
41.7%
B/E move
3.9%
Puts
Pseudo strike
107.71
IV
37.2%
B/E move
2.5%

65Δ

Calls
Pseudo strike
100.21
IV
44.0%
B/E move
3.4%
Puts
Pseudo strike
109.24
IV
37.3%
B/E move
2.0%

70Δ

Calls
Pseudo strike
98.20
IV
46.7%
B/E move
3.0%
Puts
Pseudo strike
110.95
IV
37.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
96.27
IV
46.8%
B/E move
2.4%
Puts
Pseudo strike
111.84
IV
34.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
93.49
IV
50.5%
B/E move
2.0%
Puts
Pseudo strike
114.13
IV
35.6%
B/E move
0.7%

Options history

EWT33.6433.9834.322026-10-20: 34.28%2026-10-21: 33.69%Oct 20Oct 21
Table
DateIV
34.28%
33.69%