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iShares MSCI South Korea ETF EWY

i

Market dataready · fetched 2026-11-07T11:23:05.488Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T01:00:00.076182161Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T11:23:03.588666+00:00

Share price$137.01
1D-1.5%
AH$135$137$138$139$1405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEWY
Sold putSold callAH

iShares MSCI South Korea ETF options

Live interpolated EWY call and put midpoint premiums by absolute delta.iShares MSCI South Korea ETF$1.01$4.65$8.29$11.93$15.56$117.68$129.37$141.07$152.76$164.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive EWY spot · $137.01EWY PRICE$1.41$1.84$2.39$2.90$3.57$4.22$4.99$6.87$7.90$9.52$11.15$13.69$1.90$2.56$3.05$3.69$4.49$5.19$6.07$6.85$7.65$9.16$9.87$11.96$14.51
PutsExpensive1.27×
Calls——
Skew——
Implied moveBearish±$11.07
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ149.2974.7%10.0%125.0591.6%10.1%
25Δ146.6973.2%8.4%127.5291.7%8.8%
30Δ144.8675.0%7.5%130.1786.1%7.2%
35Δ142.8273.7%6.4%132.3183.8%6.1%
40Δ141.1575.3%5.6%134.1984.1%5.3%
45Δ139.4174.9%4.8%136.0581.7%4.5%
50Δ137.7475.5%4.2%137.8381.1%3.8%
55Δ139.5478.4%3.2%
60Δ134.3577.6%3.1%141.1775.6%2.6%
65Δ132.5977.6%2.5%143.2078.0%2.2%
70Δ130.4881.9%2.2%144.6373.2%1.6%
75Δ128.2683.7%1.7%147.1576.4%1.3%
80Δ125.2689.8%1.4%150.1379.4%1.0%

20Δ

Calls
Pseudo strike
149.29
IV
74.7%
B/E move
10.0%
Puts
Pseudo strike
125.05
IV
91.6%
B/E move
10.1%

25Δ

Calls
Pseudo strike
146.69
IV
73.2%
B/E move
8.4%
Puts
Pseudo strike
127.52
IV
91.7%
B/E move
8.8%

30Δ

Calls
Pseudo strike
144.86
IV
75.0%
B/E move
7.5%
Puts
Pseudo strike
130.17
IV
86.1%
B/E move
7.2%

35Δ

Calls
Pseudo strike
142.82
IV
73.7%
B/E move
6.4%
Puts
Pseudo strike
132.31
IV
83.8%
B/E move
6.1%

40Δ

Calls
Pseudo strike
141.15
IV
75.3%
B/E move
5.6%
Puts
Pseudo strike
134.19
IV
84.1%
B/E move
5.3%

45Δ

Calls
Pseudo strike
139.41
IV
74.9%
B/E move
4.8%
Puts
Pseudo strike
136.05
IV
81.7%
B/E move
4.5%

50Δ

Calls
Pseudo strike
137.74
IV
75.5%
B/E move
4.2%
Puts
Pseudo strike
137.83
IV
81.1%
B/E move
3.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
139.54
IV
78.4%
B/E move
3.2%

60Δ

Calls
Pseudo strike
134.35
IV
77.6%
B/E move
3.1%
Puts
Pseudo strike
141.17
IV
75.6%
B/E move
2.6%

65Δ

Calls
Pseudo strike
132.59
IV
77.6%
B/E move
2.5%
Puts
Pseudo strike
143.20
IV
78.0%
B/E move
2.2%

70Δ

Calls
Pseudo strike
130.48
IV
81.9%
B/E move
2.2%
Puts
Pseudo strike
144.63
IV
73.2%
B/E move
1.6%

75Δ

Calls
Pseudo strike
128.26
IV
83.7%
B/E move
1.7%
Puts
Pseudo strike
147.15
IV
76.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
125.26
IV
89.8%
B/E move
1.4%
Puts
Pseudo strike
150.13
IV
79.4%
B/E move
1.0%

Options history

IV · four-Friday blend55.09%
Daily close
EWY35.7%49.5%63.2%2026-08-10: 59.95%2026-08-11: 53.41%2026-08-12: 56.17%2026-08-13: 56.74%2026-08-14: 50.77%2026-08-17: 55.49%2026-08-18: 57.01%2026-08-19: 55.07%2026-08-20: 54.70%2026-08-21: 51.86%2026-08-24: 56.32%2026-08-25: 53.70%2026-08-26: 51.51%2026-08-27: 47.13%2026-08-28: 43.26%2026-08-31: 43.82%2026-09-01: 45.45%2026-09-02: 41.29%2026-09-03: 41.00%2026-09-04: 43.88%2026-09-08: 50.77%2026-09-09: 49.36%2026-09-10: 52.08%2026-09-11: 44.42%2026-09-14: 49.91%2026-09-15: 47.77%2026-09-16: 48.37%2026-09-17: 44.85%2026-09-18: 43.36%2026-09-21: 47.07%2026-09-22: 44.91%2026-09-23: 42.77%2026-09-24: 43.60%2026-09-25: 44.29%2026-09-28: 45.21%2026-09-29: 45.58%2026-09-30: 46.67%2026-10-01: 42.15%2026-10-02: 40.27%2026-10-05: 41.36%2026-10-06: 38.38%2026-10-07: 39.80%2026-10-08: 43.27%2026-10-09: 37.62%2026-10-12: 43.83%2026-10-13: 49.53%2026-10-14: 55.01%2026-10-15: 58.46%2026-10-16: 54.50%2026-10-19: 53.38%2026-10-20: 50.63%2026-10-21: 53.60%2026-10-22: 61.35%2026-10-23: 54.32%2026-10-26: 56.16%2026-10-27: 54.04%2026-10-28: 55.64%2026-10-29: 56.47%2026-10-30: 55.09%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
59.95%
53.41%
56.17%
56.74%
50.77%
55.49%
57.01%
55.07%
54.70%
51.86%
56.32%
53.70%
51.51%
47.13%
43.26%
43.82%
45.45%
41.29%
41.00%
43.88%
50.77%
49.36%
52.08%
44.42%
49.91%
47.77%
48.37%
44.85%
43.36%
47.07%
44.91%
42.77%
43.60%
44.29%
45.21%
45.58%
46.67%
42.15%
40.27%
41.36%
38.38%
39.80%
43.27%
37.62%
43.83%
49.53%
55.01%
58.46%
54.50%
53.38%
50.63%
53.60%
61.35%
54.32%
56.16%
54.04%
55.64%
56.47%
55.09%