IntraAlpha
Create free account Start free

iShares MSCI Brazil ETF EWZ

i

Market dataready · fetched 2026-10-15T20:04:15.826Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:02:13.891965205Z

FundamentalsAlpha Vantage · ready

Share price$41.63
1D-0.5%
AH$41.43$41.71$41.99$42.27$42.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEWZ
Sold putSold callAH

iShares MSCI Brazil ETF options

Live interpolated EWZ call and put midpoint premiums by absolute delta.iShares MSCI Brazil ETF$0.00$2.82$5.65$8.47$11.29$39.44$40.56$41.67$42.78$43.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $41.63OPTION PRICELive EWZ spot · $41.63EWZ PRICE$0.56$0.17$0.21$0.26$0.32$0.41$0.49$0.58$0.73$0.87$1.21$1.75$1.45$0.16$0.19$0.22$0.25$0.28$0.32$0.38$0.45$0.51$0.57$3.79$7.13$10.47
PutsExpensive1.26×
CallsExpensive1.98×
SkewBullish-3.81 pp
Implied moveBullish±$0.88
TiltBearish46.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.54346.2%27.6%40.5163.3%3.1%
25Δ42.4553.4%2.4%40.7957.4%2.5%
30Δ42.2751.9%2.0%41.0552.2%1.9%
35Δ42.0850.3%1.7%41.2148.7%1.6%
40Δ41.9251.0%1.5%41.3845.1%1.3%
45Δ41.7853.4%1.3%41.5342.4%1.0%
50Δ41.6455.8%1.2%41.6542.2%0.9%
55Δ41.4958.3%1.1%41.7642.0%0.8%
60Δ41.3061.8%0.9%41.8841.8%0.6%
65Δ41.1065.3%0.8%42.0041.6%0.5%
70Δ40.7477.8%0.8%45.19114.6%0.5%
75Δ40.2099.8%0.8%48.52190.5%0.6%
80Δ40.3773.1%0.5%51.84266.4%0.6%

20Δ

Calls
Pseudo strike
52.54
IV
346.2%
B/E move
27.6%
Puts
Pseudo strike
40.51
IV
63.3%
B/E move
3.1%

25Δ

Calls
Pseudo strike
42.45
IV
53.4%
B/E move
2.4%
Puts
Pseudo strike
40.79
IV
57.4%
B/E move
2.5%

30Δ

Calls
Pseudo strike
42.27
IV
51.9%
B/E move
2.0%
Puts
Pseudo strike
41.05
IV
52.2%
B/E move
1.9%

35Δ

Calls
Pseudo strike
42.08
IV
50.3%
B/E move
1.7%
Puts
Pseudo strike
41.21
IV
48.7%
B/E move
1.6%

40Δ

Calls
Pseudo strike
41.92
IV
51.0%
B/E move
1.5%
Puts
Pseudo strike
41.38
IV
45.1%
B/E move
1.3%

45Δ

Calls
Pseudo strike
41.78
IV
53.4%
B/E move
1.3%
Puts
Pseudo strike
41.53
IV
42.4%
B/E move
1.0%

50Δ

Calls
Pseudo strike
41.64
IV
55.8%
B/E move
1.2%
Puts
Pseudo strike
41.65
IV
42.2%
B/E move
0.9%

55Δ

Calls
Pseudo strike
41.49
IV
58.3%
B/E move
1.1%
Puts
Pseudo strike
41.76
IV
42.0%
B/E move
0.8%

60Δ

Calls
Pseudo strike
41.30
IV
61.8%
B/E move
0.9%
Puts
Pseudo strike
41.88
IV
41.8%
B/E move
0.6%

65Δ

Calls
Pseudo strike
41.10
IV
65.3%
B/E move
0.8%
Puts
Pseudo strike
42.00
IV
41.6%
B/E move
0.5%

70Δ

Calls
Pseudo strike
40.74
IV
77.8%
B/E move
0.8%
Puts
Pseudo strike
45.19
IV
114.6%
B/E move
0.5%

75Δ

Calls
Pseudo strike
40.20
IV
99.8%
B/E move
0.8%
Puts
Pseudo strike
48.52
IV
190.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
40.37
IV
73.1%
B/E move
0.5%
Puts
Pseudo strike
51.84
IV
266.4%
B/E move
0.6%