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iShares MSCI South Korea ETF EWY

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Market dataready · fetched 2026-10-15T20:04:32.479Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:34.841636365Z

FundamentalsAlpha Vantage · ready

Share price$156.20
1D+4.1%
AH$149$151$153$155$1575:30 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$0.51$1.94$3.37$4.81$6.24$146.22$150.64$155.07$159.49$163.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $156.20OPTION PRICELive EWY spot · $156.20EWY PRICE$0.66$0.91$1.17$1.44$1.71$2.00$2.42$2.80$3.13$3.43$4.23$4.82$4.73$0.70$0.96$1.20$1.48$1.77$2.10$2.47$2.85$3.21$3.75$4.32$4.95$5.82
PutsCheap0.73×
CallsExpensive1.22×
SkewNeutral-0.05 pp
Implied moveBalanced±$4.89
TiltBearish3.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ161.4873.3%3.8%151.2475.1%3.6%
25Δ160.5875.7%3.4%152.1377.3%3.2%
30Δ159.6876.8%3.0%153.1375.4%2.7%
35Δ158.7776.2%2.6%153.9875.3%2.4%
40Δ157.9074.9%2.2%154.8074.0%2.0%
45Δ157.0973.9%1.9%155.5773.8%1.7%
50Δ156.3375.8%1.6%156.3373.7%1.5%
55Δ155.5775.5%1.4%157.0873.1%1.3%
60Δ154.8373.0%1.1%157.8071.1%1.0%
65Δ154.1669.3%0.9%158.6171.6%0.9%
70Δ153.1674.3%0.8%159.4471.6%0.7%
75Δ152.3574.4%0.6%160.3271.2%0.5%
80Δ152.0962.8%0.4%161.3972.1%0.4%

20Δ

Calls
Pseudo strike
161.48
IV
73.3%
B/E move
3.8%
Puts
Pseudo strike
151.24
IV
75.1%
B/E move
3.6%

25Δ

Calls
Pseudo strike
160.58
IV
75.7%
B/E move
3.4%
Puts
Pseudo strike
152.13
IV
77.3%
B/E move
3.2%

30Δ

Calls
Pseudo strike
159.68
IV
76.8%
B/E move
3.0%
Puts
Pseudo strike
153.13
IV
75.4%
B/E move
2.7%

35Δ

Calls
Pseudo strike
158.77
IV
76.2%
B/E move
2.6%
Puts
Pseudo strike
153.98
IV
75.3%
B/E move
2.4%

40Δ

Calls
Pseudo strike
157.90
IV
74.9%
B/E move
2.2%
Puts
Pseudo strike
154.80
IV
74.0%
B/E move
2.0%

45Δ

Calls
Pseudo strike
157.09
IV
73.9%
B/E move
1.9%
Puts
Pseudo strike
155.57
IV
73.8%
B/E move
1.7%

50Δ

Calls
Pseudo strike
156.33
IV
75.8%
B/E move
1.6%
Puts
Pseudo strike
156.33
IV
73.7%
B/E move
1.5%

55Δ

Calls
Pseudo strike
155.57
IV
75.5%
B/E move
1.4%
Puts
Pseudo strike
157.08
IV
73.1%
B/E move
1.3%

60Δ

Calls
Pseudo strike
154.83
IV
73.0%
B/E move
1.1%
Puts
Pseudo strike
157.80
IV
71.1%
B/E move
1.0%

65Δ

Calls
Pseudo strike
154.16
IV
69.3%
B/E move
0.9%
Puts
Pseudo strike
158.61
IV
71.6%
B/E move
0.9%

70Δ

Calls
Pseudo strike
153.16
IV
74.3%
B/E move
0.8%
Puts
Pseudo strike
159.44
IV
71.6%
B/E move
0.7%

75Δ

Calls
Pseudo strike
152.35
IV
74.4%
B/E move
0.6%
Puts
Pseudo strike
160.32
IV
71.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
152.09
IV
62.8%
B/E move
0.4%
Puts
Pseudo strike
161.39
IV
72.1%
B/E move
0.4%