Share price$75.02
1D+0.3%
Sold putSold call
iShares MSCI Mexico ETF EWW
i
Market datapartial · fetched 2026-10-23T16:39:00.034Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-23T16:37:53.260699625Z
FundamentalsAlpha Vantage · unavailable
iShares MSCI Mexico ETF options
PutsExpensive1.15×
CallsFair1.00×
SkewBearish+3.35 pp
Implied moveBearish±$3.72
TiltBearish13.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 80.00 | 24.3% | 7.4% | 71.19 | 25.3% | 6.0% |
| 25Δ | 78.82 | 22.7% | 6.0% | 71.60 | 29.2% | 5.9% |
| 30Δ | 78.86 | 29.7% | 6.6% | 72.05 | 32.7% | 5.8% |
| 35Δ | 77.35 | 23.2% | 4.6% | 73.45 | 25.5% | 3.9% |
| 40Δ | 76.56 | 22.0% | 3.8% | 74.01 | 27.9% | 3.6% |
| 45Δ | 75.99 | 22.5% | 3.3% | 74.75 | 23.9% | 2.7% |
| 50Δ | 75.40 | 21.5% | 2.8% | 75.41 | 22.7% | 2.1% |
| 55Δ | 74.82 | 20.9% | 2.3% | 76.04 | 23.0% | 1.8% |
| 60Δ | 74.26 | 21.0% | 2.0% | 76.66 | 23.2% | 1.5% |
| 65Δ | 73.65 | 21.5% | 1.7% | 77.45 | 23.9% | 1.2% |
| 70Δ | 72.99 | 22.2% | 1.5% | 78.45 | 25.4% | 1.0% |
| 75Δ | 72.45 | 21.2% | 1.2% | 79.46 | 26.8% | 0.7% |
| 80Δ | 71.75 | 20.9% | 0.9% | 80.63 | 27.8% | 0.5% |
20Δ
- Pseudo strike
- 80.00
- IV
- 24.3%
- B/E move
- 7.4%
- Pseudo strike
- 71.19
- IV
- 25.3%
- B/E move
- 6.0%
25Δ
- Pseudo strike
- 78.82
- IV
- 22.7%
- B/E move
- 6.0%
- Pseudo strike
- 71.60
- IV
- 29.2%
- B/E move
- 5.9%
30Δ
- Pseudo strike
- 78.86
- IV
- 29.7%
- B/E move
- 6.6%
- Pseudo strike
- 72.05
- IV
- 32.7%
- B/E move
- 5.8%
35Δ
- Pseudo strike
- 77.35
- IV
- 23.2%
- B/E move
- 4.6%
- Pseudo strike
- 73.45
- IV
- 25.5%
- B/E move
- 3.9%
40Δ
- Pseudo strike
- 76.56
- IV
- 22.0%
- B/E move
- 3.8%
- Pseudo strike
- 74.01
- IV
- 27.9%
- B/E move
- 3.6%
45Δ
- Pseudo strike
- 75.99
- IV
- 22.5%
- B/E move
- 3.3%
- Pseudo strike
- 74.75
- IV
- 23.9%
- B/E move
- 2.7%
50Δ
- Pseudo strike
- 75.40
- IV
- 21.5%
- B/E move
- 2.8%
- Pseudo strike
- 75.41
- IV
- 22.7%
- B/E move
- 2.1%
55Δ
- Pseudo strike
- 74.82
- IV
- 20.9%
- B/E move
- 2.3%
- Pseudo strike
- 76.04
- IV
- 23.0%
- B/E move
- 1.8%
60Δ
- Pseudo strike
- 74.26
- IV
- 21.0%
- B/E move
- 2.0%
- Pseudo strike
- 76.66
- IV
- 23.2%
- B/E move
- 1.5%
65Δ
- Pseudo strike
- 73.65
- IV
- 21.5%
- B/E move
- 1.7%
- Pseudo strike
- 77.45
- IV
- 23.9%
- B/E move
- 1.2%
70Δ
- Pseudo strike
- 72.99
- IV
- 22.2%
- B/E move
- 1.5%
- Pseudo strike
- 78.45
- IV
- 25.4%
- B/E move
- 1.0%
75Δ
- Pseudo strike
- 72.45
- IV
- 21.2%
- B/E move
- 1.2%
- Pseudo strike
- 79.46
- IV
- 26.8%
- B/E move
- 0.7%
80Δ
- Pseudo strike
- 71.75
- IV
- 20.9%
- B/E move
- 0.9%
- Pseudo strike
- 80.63
- IV
- 27.8%
- B/E move
- 0.5%
Options history
Table
| Date | IV |
|---|---|
| 24.20% | |
| 23.74% |