Share price$156.22
1D+3.2%
Sold putSold callAH
iShares MSCI South Korea ETF EWY
i
Market dataready · fetched 2026-10-16T00:18:41.949Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-16T00:00:00.123181494Z
FundamentalsAlpha Vantage · ready
iShares MSCI South Korea ETF options
PutsExpensive1.05×
CallsExpensive1.34×
SkewBearish+0.79 pp
Implied moveBearish±$19.47
TiltBearish11.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 179.93 | 47.7% | 16.7% | 138.20 | 52.8% | 13.5% |
| 25Δ | 176.05 | 49.0% | 14.8% | 142.31 | 51.8% | 11.6% |
| 30Δ | 171.59 | 47.8% | 12.5% | 146.03 | 50.9% | 9.9% |
| 35Δ | 168.30 | 48.7% | 11.1% | 149.41 | 50.2% | 8.4% |
| 40Δ | 165.14 | 49.7% | 9.8% | 152.57 | 49.5% | 7.2% |
| 45Δ | 161.80 | 49.0% | 8.4% | 155.66 | 49.0% | 6.1% |
| 50Δ | 158.73 | 49.4% | 7.3% | 158.70 | 49.0% | 5.2% |
| 55Δ | 155.67 | 49.9% | 6.3% | 161.78 | 48.8% | 4.4% |
| 60Δ | 152.59 | 49.8% | 5.3% | 164.85 | 48.3% | 3.6% |
| 65Δ | 149.49 | 49.5% | 4.4% | 168.48 | 49.4% | 2.9% |
| 70Δ | 146.36 | 49.0% | 3.6% | 172.41 | 50.0% | 2.3% |
| 75Δ | 142.70 | 50.0% | 2.9% | 176.93 | 50.9% | 1.8% |
| 80Δ | 138.60 | 51.5% | 2.3% | 181.70 | 50.9% | 1.2% |
20Δ
- Pseudo strike
- 179.93
- IV
- 47.7%
- B/E move
- 16.7%
- Pseudo strike
- 138.20
- IV
- 52.8%
- B/E move
- 13.5%
25Δ
- Pseudo strike
- 176.05
- IV
- 49.0%
- B/E move
- 14.8%
- Pseudo strike
- 142.31
- IV
- 51.8%
- B/E move
- 11.6%
30Δ
- Pseudo strike
- 171.59
- IV
- 47.8%
- B/E move
- 12.5%
- Pseudo strike
- 146.03
- IV
- 50.9%
- B/E move
- 9.9%
35Δ
- Pseudo strike
- 168.30
- IV
- 48.7%
- B/E move
- 11.1%
- Pseudo strike
- 149.41
- IV
- 50.2%
- B/E move
- 8.4%
40Δ
- Pseudo strike
- 165.14
- IV
- 49.7%
- B/E move
- 9.8%
- Pseudo strike
- 152.57
- IV
- 49.5%
- B/E move
- 7.2%
45Δ
- Pseudo strike
- 161.80
- IV
- 49.0%
- B/E move
- 8.4%
- Pseudo strike
- 155.66
- IV
- 49.0%
- B/E move
- 6.1%
50Δ
- Pseudo strike
- 158.73
- IV
- 49.4%
- B/E move
- 7.3%
- Pseudo strike
- 158.70
- IV
- 49.0%
- B/E move
- 5.2%
55Δ
- Pseudo strike
- 155.67
- IV
- 49.9%
- B/E move
- 6.3%
- Pseudo strike
- 161.78
- IV
- 48.8%
- B/E move
- 4.4%
60Δ
- Pseudo strike
- 152.59
- IV
- 49.8%
- B/E move
- 5.3%
- Pseudo strike
- 164.85
- IV
- 48.3%
- B/E move
- 3.6%
65Δ
- Pseudo strike
- 149.49
- IV
- 49.5%
- B/E move
- 4.4%
- Pseudo strike
- 168.48
- IV
- 49.4%
- B/E move
- 2.9%
70Δ
- Pseudo strike
- 146.36
- IV
- 49.0%
- B/E move
- 3.6%
- Pseudo strike
- 172.41
- IV
- 50.0%
- B/E move
- 2.3%
75Δ
- Pseudo strike
- 142.70
- IV
- 50.0%
- B/E move
- 2.9%
- Pseudo strike
- 176.93
- IV
- 50.9%
- B/E move
- 1.8%
80Δ
- Pseudo strike
- 138.60
- IV
- 51.5%
- B/E move
- 2.3%
- Pseudo strike
- 181.70
- IV
- 50.9%
- B/E move
- 1.2%