Share price$103.99
1D-1.4%
Sold putSold callAH
iShares MSCI Taiwan ETF EWT
i
Market dataready · fetched 2026-10-23T04:26:19.638Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-23T00:00:00.09181552Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T04:26:18.337880+00:00
iShares MSCI Taiwan ETF options
PutsExpensive1.21×
CallsExpensive1.51×
SkewBullish-3.48 pp
Implied moveBearish±$9.37
TiltBalanced0.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 117.47 | 47.4% | 14.3% | 94.80 | 44.2% | 10.3% |
| 25Δ | 112.90 | 39.2% | 10.1% | 96.81 | 43.8% | 8.8% |
| 30Δ | 110.89 | 38.3% | 8.5% | 98.72 | 42.6% | 7.5% |
| 35Δ | 109.34 | 38.7% | 7.5% | 100.50 | 40.5% | 6.2% |
| 40Δ | 107.80 | 38.8% | 6.5% | 102.07 | 39.2% | 5.1% |
| 45Δ | 106.41 | 40.0% | 5.9% | 103.50 | 39.6% | 4.5% |
| 50Δ | 105.00 | 41.6% | 5.2% | 104.94 | 39.9% | 3.8% |
| 55Δ | 103.48 | 41.4% | 4.5% | 106.36 | 39.2% | 3.2% |
| 60Δ | 101.94 | 42.5% | 3.9% | 107.69 | 37.8% | 2.5% |
| 65Δ | 100.19 | 44.9% | 3.4% | 109.21 | 37.8% | 2.0% |
| 70Δ | 98.18 | 47.6% | 3.0% | 110.92 | 38.4% | 1.6% |
| 75Δ | 96.25 | 47.7% | 2.4% | 111.83 | 34.9% | 1.1% |
| 80Δ | 93.48 | 51.5% | 2.0% | 114.08 | 36.2% | 0.7% |
20Δ
- Pseudo strike
- 117.47
- IV
- 47.4%
- B/E move
- 14.3%
- Pseudo strike
- 94.80
- IV
- 44.2%
- B/E move
- 10.3%
25Δ
- Pseudo strike
- 112.90
- IV
- 39.2%
- B/E move
- 10.1%
- Pseudo strike
- 96.81
- IV
- 43.8%
- B/E move
- 8.8%
30Δ
- Pseudo strike
- 110.89
- IV
- 38.3%
- B/E move
- 8.5%
- Pseudo strike
- 98.72
- IV
- 42.6%
- B/E move
- 7.5%
35Δ
- Pseudo strike
- 109.34
- IV
- 38.7%
- B/E move
- 7.5%
- Pseudo strike
- 100.50
- IV
- 40.5%
- B/E move
- 6.2%
40Δ
- Pseudo strike
- 107.80
- IV
- 38.8%
- B/E move
- 6.5%
- Pseudo strike
- 102.07
- IV
- 39.2%
- B/E move
- 5.1%
45Δ
- Pseudo strike
- 106.41
- IV
- 40.0%
- B/E move
- 5.9%
- Pseudo strike
- 103.50
- IV
- 39.6%
- B/E move
- 4.5%
50Δ
- Pseudo strike
- 105.00
- IV
- 41.6%
- B/E move
- 5.2%
- Pseudo strike
- 104.94
- IV
- 39.9%
- B/E move
- 3.8%
55Δ
- Pseudo strike
- 103.48
- IV
- 41.4%
- B/E move
- 4.5%
- Pseudo strike
- 106.36
- IV
- 39.2%
- B/E move
- 3.2%
60Δ
- Pseudo strike
- 101.94
- IV
- 42.5%
- B/E move
- 3.9%
- Pseudo strike
- 107.69
- IV
- 37.8%
- B/E move
- 2.5%
65Δ
- Pseudo strike
- 100.19
- IV
- 44.9%
- B/E move
- 3.4%
- Pseudo strike
- 109.21
- IV
- 37.8%
- B/E move
- 2.0%
70Δ
- Pseudo strike
- 98.18
- IV
- 47.6%
- B/E move
- 3.0%
- Pseudo strike
- 110.92
- IV
- 38.4%
- B/E move
- 1.6%
75Δ
- Pseudo strike
- 96.25
- IV
- 47.7%
- B/E move
- 2.4%
- Pseudo strike
- 111.83
- IV
- 34.9%
- B/E move
- 1.1%
80Δ
- Pseudo strike
- 93.48
- IV
- 51.5%
- B/E move
- 2.0%
- Pseudo strike
- 114.08
- IV
- 36.2%
- B/E move
- 0.7%
Options history
Table
| Date | IV |
|---|---|
| 34.28% | |
| 33.69% |