IntraAlpha
Create free account Start free

iShares MSCI United Kingdom ETF EWU

i

Market dataready · fetched 2026-10-16T00:17:19.786Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.103545076Z

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$0.15$0.89$1.64$2.38$3.13$44.55$46.19$47.84$49.48$51.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EWU spot · $47.76EWU PRICE$0.23$0.31$0.39$0.49$0.61$0.72$0.83$1.01$1.19$1.38$1.63$1.94$2.25$0.32$0.42$0.53$0.63$0.75$0.86$0.98$1.18$1.38$1.58$1.96$2.35$2.91
PutsFair1.02×
CallsCheap0.80×
SkewBearish+2.59 pp
Implied moveBearish±$1.81
TiltBearish9.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.7813.6%4.7%45.6718.8%5.1%
25Δ49.4513.8%4.2%46.1918.2%4.2%
30Δ49.1214.0%3.7%46.6017.8%3.5%
35Δ48.8314.1%3.3%47.0217.3%2.9%
40Δ48.5514.1%2.9%47.3516.8%2.4%
45Δ48.2714.2%2.6%47.6816.3%2.0%
50Δ47.9914.2%2.2%48.0115.8%1.5%
55Δ47.7014.5%2.0%48.3316.0%1.3%
60Δ47.4114.8%1.8%48.6516.1%1.0%
65Δ47.1215.1%1.5%48.9716.3%0.8%
70Δ46.7615.5%1.3%49.4317.2%0.6%
75Δ46.3716.0%1.1%49.9118.1%0.4%
80Δ45.9716.4%1.0%50.5619.1%0.2%

20Δ

Calls
Pseudo strike
49.78
IV
13.6%
B/E move
4.7%
Puts
Pseudo strike
45.67
IV
18.8%
B/E move
5.1%

25Δ

Calls
Pseudo strike
49.45
IV
13.8%
B/E move
4.2%
Puts
Pseudo strike
46.19
IV
18.2%
B/E move
4.2%

30Δ

Calls
Pseudo strike
49.12
IV
14.0%
B/E move
3.7%
Puts
Pseudo strike
46.60
IV
17.8%
B/E move
3.5%

35Δ

Calls
Pseudo strike
48.83
IV
14.1%
B/E move
3.3%
Puts
Pseudo strike
47.02
IV
17.3%
B/E move
2.9%

40Δ

Calls
Pseudo strike
48.55
IV
14.1%
B/E move
2.9%
Puts
Pseudo strike
47.35
IV
16.8%
B/E move
2.4%

45Δ

Calls
Pseudo strike
48.27
IV
14.2%
B/E move
2.6%
Puts
Pseudo strike
47.68
IV
16.3%
B/E move
2.0%

50Δ

Calls
Pseudo strike
47.99
IV
14.2%
B/E move
2.2%
Puts
Pseudo strike
48.01
IV
15.8%
B/E move
1.5%

55Δ

Calls
Pseudo strike
47.70
IV
14.5%
B/E move
2.0%
Puts
Pseudo strike
48.33
IV
16.0%
B/E move
1.3%

60Δ

Calls
Pseudo strike
47.41
IV
14.8%
B/E move
1.8%
Puts
Pseudo strike
48.65
IV
16.1%
B/E move
1.0%

65Δ

Calls
Pseudo strike
47.12
IV
15.1%
B/E move
1.5%
Puts
Pseudo strike
48.97
IV
16.3%
B/E move
0.8%

70Δ

Calls
Pseudo strike
46.76
IV
15.5%
B/E move
1.3%
Puts
Pseudo strike
49.43
IV
17.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
46.37
IV
16.0%
B/E move
1.1%
Puts
Pseudo strike
49.91
IV
18.1%
B/E move
0.4%

80Δ

Calls
Pseudo strike
45.97
IV
16.4%
B/E move
1.0%
Puts
Pseudo strike
50.56
IV
19.1%
B/E move
0.2%