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iShares MSCI Taiwan ETF EWT

i

Market datapartial · fetched 2026-11-12T16:05:36.464Z

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 · 2026-11-12T16:05:34.105860201Z

FundamentalsAlpha Vantage · unavailable

Share price$97.45
1D+2.0%
$94.22$95.13$96.04$96.95$97.865:30 AM6:30 AM9:00 AM1:00 PMEWT
Sold putSold call

iShares MSCI Taiwan ETF options

Live interpolated EWT call and put midpoint premiums by absolute delta.iShares MSCI Taiwan ETF$0.44$2.58$4.73$6.87$9.01$80.99$89.18$97.38$105.58$113.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EWT spot · $97.45EWT PRICE$0.67$0.89$1.17$1.45$1.80$2.18$2.57$3.01$3.71$4.28$5.00$5.86$6.60$1.02$1.37$1.82$2.10$2.49$2.87$3.26$3.68$4.13$6.28$8.40
Puts——
CallsCheap0.52×
Skew——
Implied moveBearish±$5.44
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ103.0942.8%6.5%90.8359.6%7.8%
25Δ101.9642.5%5.5%92.1560.1%6.8%
30Δ101.1544.1%5.0%
35Δ100.2544.2%4.4%94.9951.4%4.4%
40Δ99.4245.2%3.9%96.0149.0%3.6%
45Δ98.6146.2%3.4%96.9148.6%3.1%
50Δ97.7646.4%3.0%97.7847.7%2.6%
55Δ96.9146.9%2.5%98.6146.4%2.2%
60Δ95.9850.3%2.3%99.4245.2%1.8%
65Δ95.0450.3%1.9%100.2244.0%1.4%
70Δ94.0051.3%1.6%
75Δ92.8552.1%1.3%102.7849.7%1.0%
80Δ91.8249.9%1.0%105.0656.8%0.8%

20Δ

Calls
Pseudo strike
103.09
IV
42.8%
B/E move
6.5%
Puts
Pseudo strike
90.83
IV
59.6%
B/E move
7.8%

25Δ

Calls
Pseudo strike
101.96
IV
42.5%
B/E move
5.5%
Puts
Pseudo strike
92.15
IV
60.1%
B/E move
6.8%

30Δ

Calls
Pseudo strike
101.15
IV
44.1%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
100.25
IV
44.2%
B/E move
4.4%
Puts
Pseudo strike
94.99
IV
51.4%
B/E move
4.4%

40Δ

Calls
Pseudo strike
99.42
IV
45.2%
B/E move
3.9%
Puts
Pseudo strike
96.01
IV
49.0%
B/E move
3.6%

45Δ

Calls
Pseudo strike
98.61
IV
46.2%
B/E move
3.4%
Puts
Pseudo strike
96.91
IV
48.6%
B/E move
3.1%

50Δ

Calls
Pseudo strike
97.76
IV
46.4%
B/E move
3.0%
Puts
Pseudo strike
97.78
IV
47.7%
B/E move
2.6%

55Δ

Calls
Pseudo strike
96.91
IV
46.9%
B/E move
2.5%
Puts
Pseudo strike
98.61
IV
46.4%
B/E move
2.2%

60Δ

Calls
Pseudo strike
95.98
IV
50.3%
B/E move
2.3%
Puts
Pseudo strike
99.42
IV
45.2%
B/E move
1.8%

65Δ

Calls
Pseudo strike
95.04
IV
50.3%
B/E move
1.9%
Puts
Pseudo strike
100.22
IV
44.0%
B/E move
1.4%

70Δ

Calls
Pseudo strike
94.00
IV
51.3%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
92.85
IV
52.1%
B/E move
1.3%
Puts
Pseudo strike
102.78
IV
49.7%
B/E move
1.0%

80Δ

Calls
Pseudo strike
91.82
IV
49.9%
B/E move
1.0%
Puts
Pseudo strike
105.06
IV
56.8%
B/E move
0.8%

Options history

IV · four-Friday blend41.25%
Daily close
EWT28.6%35.4%42.2%2026-08-14: 32.45%2026-08-17: 32.30%2026-08-18: 34.83%2026-08-19: 34.96%2026-08-20: 36.08%2026-08-21: 35.34%2026-08-24: 34.39%2026-08-25: 34.69%2026-08-26: 34.93%2026-08-27: 34.00%2026-08-28: 33.01%2026-08-31: 30.68%2026-09-01: 30.86%2026-09-02: 31.46%2026-09-03: 31.32%2026-09-04: 33.06%2026-09-08: 33.28%2026-09-09: 32.51%2026-09-10: 32.53%2026-09-11: 31.73%2026-09-14: 35.30%2026-09-18: 31.52%2026-09-21: 31.90%2026-09-22: 31.45%2026-09-23: 31.59%2026-09-24: 30.58%2026-09-25: 30.45%2026-09-28: 31.97%2026-09-29: 31.58%2026-09-30: 31.44%2026-10-01: 29.98%2026-10-02: 29.56%2026-10-05: 29.63%2026-10-06: 30.40%2026-10-07: 31.21%2026-10-08: 33.23%2026-10-09: 31.89%2026-10-12: 33.61%2026-10-13: 35.88%2026-10-14: 35.00%2026-10-15: 33.45%2026-10-16: 35.34%2026-10-19: 32.21%2026-10-20: 34.33%2026-10-21: 33.66%2026-10-22: 37.94%2026-10-23: 36.94%2026-10-26: 36.48%2026-10-27: 35.69%2026-10-28: 35.16%2026-10-29: 36.55%2026-10-30: 41.25%Aug 14Sep 24Oct 30
52 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
32.45%
32.30%
34.83%
34.96%
36.08%
35.34%
34.39%
34.69%
34.93%
34.00%
33.01%
30.68%
30.86%
31.46%
31.32%
33.06%
33.28%
32.51%
32.53%
31.73%
35.30%
31.52%
31.90%
31.45%
31.59%
30.58%
30.45%
31.97%
31.58%
31.44%
29.98%
29.56%
29.63%
30.40%
31.21%
33.23%
31.89%
33.61%
35.88%
35.00%
33.45%
35.34%
32.21%
34.33%
33.66%
37.94%
36.94%
36.48%
35.69%
35.16%
36.55%
41.25%