IntraAlpha
Create free account Start free

iShares MSCI United Kingdom ETF EWU

i

Market dataready · fetched 2026-10-15T21:10:19.382Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.003305367Z

FundamentalsAlpha Vantage · ready

Share price$47.76
1D+0.5%
AH$47.47$47.57$47.67$47.76$47.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEWU
Sold putSold callAH

iShares MSCI United Kingdom ETF options

Live interpolated EWU call and put midpoint premiums by absolute delta.iShares MSCI United Kingdom ETF$0.00$0.56$1.12$1.68$2.24$46.84$47.33$47.83$48.32$48.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $47.76OPTION PRICELive EWU spot · $47.76EWU PRICE$0.37$0.05$0.13$0.20$0.28$0.36$0.43$0.51$0.58$0.66$0.73$0.81$1.17$0.08$0.11$0.13$0.16$0.18$0.20$0.23$0.25$0.28$0.30$0.44$1.26$2.08
PutsExpensive3.25×
CallsExpensive2.62×
SkewBullish-5.72 pp
Implied moveBullish±$0.66
TiltBullish4.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.88140.7%7.3%47.1128.0%1.5%
25Δ48.0014.1%0.6%47.2027.0%1.4%
30Δ47.9016.3%0.6%47.2926.0%1.3%
35Δ47.8118.5%0.5%47.3825.1%1.1%
40Δ47.7220.6%0.5%47.4724.1%1.0%
45Δ47.6322.8%0.5%47.5623.1%0.8%
50Δ47.5425.0%0.4%47.6522.2%0.7%
55Δ47.4527.2%0.4%47.7421.2%0.6%
60Δ47.3629.4%0.4%47.8320.2%0.4%
65Δ47.2731.5%0.3%47.9219.3%0.3%
70Δ47.1733.7%0.3%48.1122.5%0.2%
75Δ47.0835.9%0.3%48.8850.8%0.3%
80Δ46.7147.5%0.3%49.6579.1%0.4%

20Δ

Calls
Pseudo strike
50.88
IV
140.7%
B/E move
7.3%
Puts
Pseudo strike
47.11
IV
28.0%
B/E move
1.5%

25Δ

Calls
Pseudo strike
48.00
IV
14.1%
B/E move
0.6%
Puts
Pseudo strike
47.20
IV
27.0%
B/E move
1.4%

30Δ

Calls
Pseudo strike
47.90
IV
16.3%
B/E move
0.6%
Puts
Pseudo strike
47.29
IV
26.0%
B/E move
1.3%

35Δ

Calls
Pseudo strike
47.81
IV
18.5%
B/E move
0.5%
Puts
Pseudo strike
47.38
IV
25.1%
B/E move
1.1%

40Δ

Calls
Pseudo strike
47.72
IV
20.6%
B/E move
0.5%
Puts
Pseudo strike
47.47
IV
24.1%
B/E move
1.0%

45Δ

Calls
Pseudo strike
47.63
IV
22.8%
B/E move
0.5%
Puts
Pseudo strike
47.56
IV
23.1%
B/E move
0.8%

50Δ

Calls
Pseudo strike
47.54
IV
25.0%
B/E move
0.4%
Puts
Pseudo strike
47.65
IV
22.2%
B/E move
0.7%

55Δ

Calls
Pseudo strike
47.45
IV
27.2%
B/E move
0.4%
Puts
Pseudo strike
47.74
IV
21.2%
B/E move
0.6%

60Δ

Calls
Pseudo strike
47.36
IV
29.4%
B/E move
0.4%
Puts
Pseudo strike
47.83
IV
20.2%
B/E move
0.4%

65Δ

Calls
Pseudo strike
47.27
IV
31.5%
B/E move
0.3%
Puts
Pseudo strike
47.92
IV
19.3%
B/E move
0.3%

70Δ

Calls
Pseudo strike
47.17
IV
33.7%
B/E move
0.3%
Puts
Pseudo strike
48.11
IV
22.5%
B/E move
0.2%

75Δ

Calls
Pseudo strike
47.08
IV
35.9%
B/E move
0.3%
Puts
Pseudo strike
48.88
IV
50.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
46.71
IV
47.5%
B/E move
0.3%
Puts
Pseudo strike
49.65
IV
79.1%
B/E move
0.4%