IntraAlpha
Create free account Start free

iShares MSCI Mexico ETF EWW

i

Market dataready · fetched 2026-11-13T02:53:39.767Z

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: 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 · 2026-11-13T01:00:00.100936287Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:53:39.306611+00:00

Share price$77.62
1D+0.1%
AH$77.25$77.44$77.64$77.84$78.035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEWW
Sold putSold callAH

iShares MSCI Mexico ETF options

Live interpolated EWW call and put midpoint premiums by absolute delta.iShares MSCI Mexico ETF$0.17$1.04$1.91$2.78$3.65$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEEWW PRICE$0.35$0.48$0.47$0.57$0.67$0.77$0.90$1.04$1.17$1.34$1.56$1.78$2.05$0.27$1.30$1.70$2.11$2.66$3.09$3.40
Puts——
CallsCheap0.87×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.3726.5%4.0%75.7320.5%2.8%
25Δ79.9928.3%3.7%
30Δ79.0922.2%2.5%
35Δ78.7021.1%2.1%
40Δ78.3620.6%1.8%
45Δ78.0120.1%1.5%
50Δ77.7319.8%1.3%
55Δ77.4519.4%1.1%78.0923.6%1.1%
60Δ77.1719.1%0.9%78.5626.1%1.0%
65Δ76.8718.9%0.8%79.0428.6%0.9%
70Δ76.5618.9%0.6%79.6931.0%0.8%
75Δ76.2418.9%0.5%80.2431.3%0.6%
80Δ75.8918.9%0.4%80.7129.7%0.4%

20Δ

Calls
Pseudo strike
80.37
IV
26.5%
B/E move
4.0%
Puts
Pseudo strike
75.73
IV
20.5%
B/E move
2.8%

25Δ

Calls
Pseudo strike
79.99
IV
28.3%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
79.09
IV
22.2%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
78.70
IV
21.1%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
78.36
IV
20.6%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
78.01
IV
20.1%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
77.73
IV
19.8%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
77.45
IV
19.4%
B/E move
1.1%
Puts
Pseudo strike
78.09
IV
23.6%
B/E move
1.1%

60Δ

Calls
Pseudo strike
77.17
IV
19.1%
B/E move
0.9%
Puts
Pseudo strike
78.56
IV
26.1%
B/E move
1.0%

65Δ

Calls
Pseudo strike
76.87
IV
18.9%
B/E move
0.8%
Puts
Pseudo strike
79.04
IV
28.6%
B/E move
0.9%

70Δ

Calls
Pseudo strike
76.56
IV
18.9%
B/E move
0.6%
Puts
Pseudo strike
79.69
IV
31.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
76.24
IV
18.9%
B/E move
0.5%
Puts
Pseudo strike
80.24
IV
31.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
75.89
IV
18.9%
B/E move
0.4%
Puts
Pseudo strike
80.71
IV
29.7%
B/E move
0.4%

Options history

IV · four-Friday blend23.97%
Daily close
EWW19.1%27.7%36.4%2026-08-14: 24.96%2026-08-17: 25.07%2026-08-18: 25.16%2026-08-19: 25.17%2026-08-20: 27.88%2026-08-21: 23.06%2026-08-24: 24.42%2026-08-25: 24.62%2026-08-26: 23.82%2026-08-27: 24.09%2026-08-28: 24.65%2026-08-31: 22.44%2026-09-01: 23.57%2026-09-02: 23.36%2026-09-03: 24.02%2026-09-04: 22.47%2026-09-08: 26.03%2026-09-09: 24.74%2026-09-10: 24.11%2026-09-11: 24.37%2026-09-14: 25.68%2026-09-15: 31.53%2026-09-16: 35.18%2026-09-17: 33.95%2026-09-18: 25.94%2026-09-21: 23.55%2026-09-22: 23.19%2026-09-23: 22.74%2026-09-24: 21.66%2026-09-25: 22.20%2026-09-28: 21.93%2026-09-29: 21.12%2026-09-30: 20.25%2026-10-01: 20.62%2026-10-02: 21.56%2026-10-05: 21.95%2026-10-06: 22.89%2026-10-07: 21.86%2026-10-08: 21.90%2026-10-09: 21.84%2026-10-12: 24.05%2026-10-13: 23.20%2026-10-14: 25.80%2026-10-15: 26.34%2026-10-16: 25.73%2026-10-19: 24.66%2026-10-20: 24.20%2026-10-21: 23.82%2026-10-22: 24.27%2026-10-23: 23.97%2026-10-26: 24.53%2026-10-27: 24.80%2026-10-28: 24.54%2026-10-29: 22.86%2026-10-30: 23.97%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
24.96%
25.07%
25.16%
25.17%
27.88%
23.06%
24.42%
24.62%
23.82%
24.09%
24.65%
22.44%
23.57%
23.36%
24.02%
22.47%
26.03%
24.74%
24.11%
24.37%
25.68%
31.53%
35.18%
33.95%
25.94%
23.55%
23.19%
22.74%
21.66%
22.20%
21.93%
21.12%
20.25%
20.62%
21.56%
21.95%
22.89%
21.86%
21.90%
21.84%
24.05%
23.20%
25.80%
26.34%
25.73%
24.66%
24.20%
23.82%
24.27%
23.97%
24.53%
24.80%
24.54%
22.86%
23.97%