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iShares MSCI South Korea ETF EWY

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Market dataready · fetched 2026-10-15T20:35:54.272Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:35:42.200340898Z

FundamentalsAlpha Vantage · ready

Share price$156.56
1D+4.3%
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$0.45$2.15$3.86$5.56$7.26$146.63$150.98$155.32$159.67$164.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $156.56OPTION PRICELive EWY spot · $156.56EWY PRICE$0.63$0.87$1.13$1.43$1.57$1.86$2.22$2.64$3.21$3.61$4.26$4.81$4.93$0.74$1.00$1.24$1.56$1.85$2.25$2.66$3.06$3.57$4.22$4.93$5.77$6.77
PutsCheap0.78×
CallsExpensive1.17×
SkewBearish+8.08 pp
Implied moveBearish±$4.88
TiltBearish8.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ161.5969.9%3.6%151.3778.6%3.8%
25Δ160.7371.9%3.2%152.3380.3%3.3%
30Δ159.8973.5%2.8%153.4277.1%2.8%
35Δ159.1075.4%2.5%154.2378.9%2.5%
40Δ158.1268.5%2.0%155.1177.4%2.1%
45Δ157.3868.4%1.7%155.9078.8%1.9%
50Δ156.6769.2%1.5%156.7178.9%1.6%
55Δ155.9571.0%1.3%157.5178.1%1.3%
60Δ155.1574.4%1.1%158.3678.3%1.1%
65Δ154.4172.8%0.9%159.2880.3%1.0%
70Δ153.5074.6%0.8%160.2781.3%0.8%
75Δ152.6973.5%0.6%161.3682.3%0.6%
80Δ152.2665.1%0.4%162.6082.9%0.5%

20Δ

Calls
Pseudo strike
161.59
IV
69.9%
B/E move
3.6%
Puts
Pseudo strike
151.37
IV
78.6%
B/E move
3.8%

25Δ

Calls
Pseudo strike
160.73
IV
71.9%
B/E move
3.2%
Puts
Pseudo strike
152.33
IV
80.3%
B/E move
3.3%

30Δ

Calls
Pseudo strike
159.89
IV
73.5%
B/E move
2.8%
Puts
Pseudo strike
153.42
IV
77.1%
B/E move
2.8%

35Δ

Calls
Pseudo strike
159.10
IV
75.4%
B/E move
2.5%
Puts
Pseudo strike
154.23
IV
78.9%
B/E move
2.5%

40Δ

Calls
Pseudo strike
158.12
IV
68.5%
B/E move
2.0%
Puts
Pseudo strike
155.11
IV
77.4%
B/E move
2.1%

45Δ

Calls
Pseudo strike
157.38
IV
68.4%
B/E move
1.7%
Puts
Pseudo strike
155.90
IV
78.8%
B/E move
1.9%

50Δ

Calls
Pseudo strike
156.67
IV
69.2%
B/E move
1.5%
Puts
Pseudo strike
156.71
IV
78.9%
B/E move
1.6%

55Δ

Calls
Pseudo strike
155.95
IV
71.0%
B/E move
1.3%
Puts
Pseudo strike
157.51
IV
78.1%
B/E move
1.3%

60Δ

Calls
Pseudo strike
155.15
IV
74.4%
B/E move
1.1%
Puts
Pseudo strike
158.36
IV
78.3%
B/E move
1.1%

65Δ

Calls
Pseudo strike
154.41
IV
72.8%
B/E move
0.9%
Puts
Pseudo strike
159.28
IV
80.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
153.50
IV
74.6%
B/E move
0.8%
Puts
Pseudo strike
160.27
IV
81.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
152.69
IV
73.5%
B/E move
0.6%
Puts
Pseudo strike
161.36
IV
82.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
152.26
IV
65.1%
B/E move
0.4%
Puts
Pseudo strike
162.60
IV
82.9%
B/E move
0.5%