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iShares MSCI Mexico ETF EWW

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Market datapartial · fetched 2026-10-23T15:46:12.904Z

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 · 2026-10-23T15:45:55.716212136Z

FundamentalsAlpha Vantage · unavailable

Share price$75.10
1D+0.4%
$74.58$74.73$74.87$75.02$75.165:30 AM6:30 AM9:00 AM1:00 PMEWW
Sold putSold call

iShares MSCI Mexico ETF options

Live interpolated EWW call and put midpoint premiums by absolute delta.iShares MSCI Mexico ETF$0.33$1.88$3.42$4.96$6.51$67.63$70.99$74.36$77.73$81.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EWW spot · $75.10EWW PRICE$0.50$0.66$1.13$1.17$1.30$1.51$1.74$1.97$2.24$2.54$2.89$3.27$3.68$0.67$1.03$1.24$1.36$1.72$1.68$1.91$2.21$2.76$3.43$4.22$5.16$6.06
PutsExpensive1.15×
CallsFair0.98×
SkewBearish+3.97 pp
Implied moveBearish±$3.64
TiltBearish15.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ79.4721.8%6.5%71.2425.6%6.0%
25Δ78.6321.5%5.6%71.6329.7%6.0%
30Δ78.9429.8%6.6%72.3630.0%5.3%
35Δ77.6725.3%5.0%73.5026.0%3.9%
40Δ76.7022.6%3.9%74.0727.8%3.7%
45Δ76.0622.1%3.3%74.8523.1%2.6%
50Δ75.4721.6%2.8%75.4622.0%2.1%
55Δ74.9021.2%2.4%76.0521.9%1.7%
60Δ74.3620.7%2.0%76.7523.4%1.5%
65Δ73.8220.4%1.7%77.5825.1%1.3%
70Δ73.2620.1%1.4%78.5426.7%1.0%
75Δ72.6919.8%1.1%79.6628.2%0.8%
80Δ72.1019.3%0.9%80.7728.5%0.5%

20Δ

Calls
Pseudo strike
79.47
IV
21.8%
B/E move
6.5%
Puts
Pseudo strike
71.24
IV
25.6%
B/E move
6.0%

25Δ

Calls
Pseudo strike
78.63
IV
21.5%
B/E move
5.6%
Puts
Pseudo strike
71.63
IV
29.7%
B/E move
6.0%

30Δ

Calls
Pseudo strike
78.94
IV
29.8%
B/E move
6.6%
Puts
Pseudo strike
72.36
IV
30.0%
B/E move
5.3%

35Δ

Calls
Pseudo strike
77.67
IV
25.3%
B/E move
5.0%
Puts
Pseudo strike
73.50
IV
26.0%
B/E move
3.9%

40Δ

Calls
Pseudo strike
76.70
IV
22.6%
B/E move
3.9%
Puts
Pseudo strike
74.07
IV
27.8%
B/E move
3.7%

45Δ

Calls
Pseudo strike
76.06
IV
22.1%
B/E move
3.3%
Puts
Pseudo strike
74.85
IV
23.1%
B/E move
2.6%

50Δ

Calls
Pseudo strike
75.47
IV
21.6%
B/E move
2.8%
Puts
Pseudo strike
75.46
IV
22.0%
B/E move
2.1%

55Δ

Calls
Pseudo strike
74.90
IV
21.2%
B/E move
2.4%
Puts
Pseudo strike
76.05
IV
21.9%
B/E move
1.7%

60Δ

Calls
Pseudo strike
74.36
IV
20.7%
B/E move
2.0%
Puts
Pseudo strike
76.75
IV
23.4%
B/E move
1.5%

65Δ

Calls
Pseudo strike
73.82
IV
20.4%
B/E move
1.7%
Puts
Pseudo strike
77.58
IV
25.1%
B/E move
1.3%

70Δ

Calls
Pseudo strike
73.26
IV
20.1%
B/E move
1.4%
Puts
Pseudo strike
78.54
IV
26.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
72.69
IV
19.8%
B/E move
1.1%
Puts
Pseudo strike
79.66
IV
28.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
72.10
IV
19.3%
B/E move
0.9%
Puts
Pseudo strike
80.77
IV
28.5%
B/E move
0.5%

Options history

EWW23.7023.9724.232026-10-20: 24.20%2026-10-21: 23.74%Oct 20Oct 21
Table
DateIV
24.20%
23.74%