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iShares MSCI United Kingdom Small-Cap ETF EWUS

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Market dataready · fetched 2026-10-22T23:48:27.430Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:30:02.457123591Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:48:26.109354+00:00

Share price$43.86
1D+0.0%
AH$43.69$43.74$43.78$43.83$43.875:30 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$0.35$0.96$1.57$2.18$2.80$40.46$42.16$43.86$45.56$47.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EWUS spot · $43.86EWUS PRICE$0.42$0.48$0.55$0.62$0.71$0.82$0.92$1.09$1.29$1.48$1.76$2.09$2.46$0.49$0.56$0.65$0.74$0.83$0.91$1.01$1.13$1.24$1.36$1.63$2.05$2.62
PutsExpensive1.57×
CallsExpensive1.76×
SkewNeutral+0.06 pp
Implied moveBearish±$1.93
TiltBalanced1.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.6631.7%9.6%40.7834.0%8.1%
25Δ46.5527.5%7.2%41.7629.2%6.1%
30Δ45.7824.5%5.6%42.4126.6%4.8%
35Δ45.2122.3%4.5%42.9524.6%3.8%
40Δ44.7821.0%3.7%43.3522.9%3.1%
45Δ44.4420.2%3.2%43.7321.2%2.4%
50Δ44.0919.4%2.6%44.0719.7%1.8%
55Δ43.7619.3%2.3%44.3418.9%1.5%
60Δ43.4419.6%2.0%44.6018.0%1.2%
65Δ43.1219.9%1.7%44.8617.1%0.8%
70Δ42.7320.4%1.4%45.2317.4%0.6%
75Δ42.3121.1%1.2%45.7218.9%0.4%
80Δ41.8421.8%1.0%46.3420.9%0.3%

20Δ

Calls
Pseudo strike
47.66
IV
31.7%
B/E move
9.6%
Puts
Pseudo strike
40.78
IV
34.0%
B/E move
8.1%

25Δ

Calls
Pseudo strike
46.55
IV
27.5%
B/E move
7.2%
Puts
Pseudo strike
41.76
IV
29.2%
B/E move
6.1%

30Δ

Calls
Pseudo strike
45.78
IV
24.5%
B/E move
5.6%
Puts
Pseudo strike
42.41
IV
26.6%
B/E move
4.8%

35Δ

Calls
Pseudo strike
45.21
IV
22.3%
B/E move
4.5%
Puts
Pseudo strike
42.95
IV
24.6%
B/E move
3.8%

40Δ

Calls
Pseudo strike
44.78
IV
21.0%
B/E move
3.7%
Puts
Pseudo strike
43.35
IV
22.9%
B/E move
3.1%

45Δ

Calls
Pseudo strike
44.44
IV
20.2%
B/E move
3.2%
Puts
Pseudo strike
43.73
IV
21.2%
B/E move
2.4%

50Δ

Calls
Pseudo strike
44.09
IV
19.4%
B/E move
2.6%
Puts
Pseudo strike
44.07
IV
19.7%
B/E move
1.8%

55Δ

Calls
Pseudo strike
43.76
IV
19.3%
B/E move
2.3%
Puts
Pseudo strike
44.34
IV
18.9%
B/E move
1.5%

60Δ

Calls
Pseudo strike
43.44
IV
19.6%
B/E move
2.0%
Puts
Pseudo strike
44.60
IV
18.0%
B/E move
1.2%

65Δ

Calls
Pseudo strike
43.12
IV
19.9%
B/E move
1.7%
Puts
Pseudo strike
44.86
IV
17.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
42.73
IV
20.4%
B/E move
1.4%
Puts
Pseudo strike
45.23
IV
17.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
42.31
IV
21.1%
B/E move
1.2%
Puts
Pseudo strike
45.72
IV
18.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
41.84
IV
21.8%
B/E move
1.0%
Puts
Pseudo strike
46.34
IV
20.9%
B/E move
0.3%

Options history

EWUS18.9919.0219.052026-10-20: 19.01%2026-10-21: 19.03%Oct 20Oct 21
Table
DateIV
19.01%
19.03%