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iShares MSCI United Kingdom Small-Cap ETF EWUS

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Market dataready · fetched 2026-11-12T02:43:39.902Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-11-12T01:00:02.436519688Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:43:38.852742+00:00

Share price$45.11
1D-0.4%
AH$44.73$44.78$44.84$44.89$44.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEWUS
Sold putSold callAH

iShares MSCI United Kingdom Small-Cap ETF options

Live interpolated EWUS call and put midpoint premiums by absolute delta.iShares MSCI United Kingdom Small-Cap ETF$2.10$3.07$4.04$5.01$5.98$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEEWUS PRICE$2.20$3.07$3.95$4.82$5.70$2.27
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ45.4222.9%4.4%
50Δ
55Δ
60Δ44.8115.7%4.2%
65Δ43.6816.6%3.6%
70Δ42.5517.4%3.1%
75Δ41.4218.3%2.5%
80Δ40.3019.2%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.42
IV
22.9%
B/E move
4.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
44.81
IV
15.7%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
43.68
IV
16.6%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
42.55
IV
17.4%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
41.42
IV
18.3%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
40.30
IV
19.2%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend19.91%
Daily close
EWUS16.4%24.0%31.6%2026-08-13: 19.88%2026-08-14: 20.31%2026-08-17: 22.53%2026-08-18: 23.70%2026-08-19: 26.01%2026-08-20: 30.51%2026-08-21: 17.44%2026-08-24: 17.89%2026-08-25: 17.97%2026-08-26: 17.57%2026-08-27: 18.14%2026-08-28: 17.91%2026-08-31: 17.58%2026-09-01: 18.27%2026-09-02: 18.15%2026-09-03: 17.63%2026-09-04: 17.97%2026-09-08: 18.96%2026-09-09: 20.36%2026-09-10: 20.65%2026-09-11: 20.74%2026-09-14: 23.47%2026-09-15: 25.75%2026-09-16: 26.64%2026-09-17: 30.16%2026-09-18: 18.50%2026-09-21: 18.51%2026-09-22: 17.55%2026-09-23: 18.25%2026-09-24: 18.84%2026-09-25: 18.43%2026-09-28: 18.53%2026-09-29: 18.20%2026-09-30: 19.21%2026-10-01: 19.75%2026-10-02: 20.34%2026-10-05: 20.97%2026-10-06: 20.01%2026-10-07: 21.31%2026-10-08: 20.84%2026-10-09: 21.40%2026-10-12: 23.04%2026-10-13: 24.61%2026-10-14: 25.29%2026-10-15: 27.67%2026-10-16: 18.20%2026-10-19: 18.56%2026-10-20: 18.82%2026-10-21: 19.04%2026-10-22: 19.26%2026-10-23: 19.03%2026-10-26: 19.99%2026-10-27: 19.97%2026-10-28: 19.50%2026-10-29: 19.56%2026-10-30: 19.91%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
19.88%
20.31%
22.53%
23.70%
26.01%
30.51%
17.44%
17.89%
17.97%
17.57%
18.14%
17.91%
17.58%
18.27%
18.15%
17.63%
17.97%
18.96%
20.36%
20.65%
20.74%
23.47%
25.75%
26.64%
30.16%
18.50%
18.51%
17.55%
18.25%
18.84%
18.43%
18.53%
18.20%
19.21%
19.75%
20.34%
20.97%
20.01%
21.31%
20.84%
21.40%
23.04%
24.61%
25.29%
27.67%
18.20%
18.56%
18.82%
19.04%
19.26%
19.03%
19.99%
19.97%
19.50%
19.56%
19.91%