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iShares MSCI Brazil ETF EWZ

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Market dataready · fetched 2026-11-08T00:31:32.144Z

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 · 2026-11-07T01:00:00.076109978Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-08T00:31:31.543393+00:00

Share price$31.98
1D+1.2%
AH$31.54$31.73$31.92$32.11$32.305:30 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$0.18$0.70$1.22$1.74$2.27$30.14$31.08$32.02$32.96$33.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive EWZ spot · $31.98EWZ PRICE$0.34$0.41$0.48$0.56$0.71$0.88$1.12$1.99$2.12$0.24$0.28$0.34$0.40$0.46$0.53$0.60$0.67$1.27$1.34
Puts——
Calls——
Skew——
Implied moveBullish±$1.01
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ31.3630.2%2.7%
35Δ32.6235.9%3.1%31.5728.0%2.1%
40Δ32.4135.4%2.6%31.7227.7%1.9%
45Δ32.2235.2%2.3%31.8727.5%1.6%
50Δ32.0334.9%1.9%32.0227.1%1.3%
55Δ31.8237.5%1.7%32.1526.6%1.1%
60Δ31.6140.7%1.6%32.2926.0%0.9%
65Δ31.3345.4%1.5%32.4225.4%0.7%
70Δ
75Δ30.4263.4%1.3%33.0536.2%0.6%
80Δ30.1757.7%1.0%33.1732.8%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.36
IV
30.2%
B/E move
2.7%

35Δ

Calls
Pseudo strike
32.62
IV
35.9%
B/E move
3.1%
Puts
Pseudo strike
31.57
IV
28.0%
B/E move
2.1%

40Δ

Calls
Pseudo strike
32.41
IV
35.4%
B/E move
2.6%
Puts
Pseudo strike
31.72
IV
27.7%
B/E move
1.9%

45Δ

Calls
Pseudo strike
32.22
IV
35.2%
B/E move
2.3%
Puts
Pseudo strike
31.87
IV
27.5%
B/E move
1.6%

50Δ

Calls
Pseudo strike
32.03
IV
34.9%
B/E move
1.9%
Puts
Pseudo strike
32.02
IV
27.1%
B/E move
1.3%

55Δ

Calls
Pseudo strike
31.82
IV
37.5%
B/E move
1.7%
Puts
Pseudo strike
32.15
IV
26.6%
B/E move
1.1%

60Δ

Calls
Pseudo strike
31.61
IV
40.7%
B/E move
1.6%
Puts
Pseudo strike
32.29
IV
26.0%
B/E move
0.9%

65Δ

Calls
Pseudo strike
31.33
IV
45.4%
B/E move
1.5%
Puts
Pseudo strike
32.42
IV
25.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
30.42
IV
63.4%
B/E move
1.3%
Puts
Pseudo strike
33.05
IV
36.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
30.17
IV
57.7%
B/E move
1.0%
Puts
Pseudo strike
33.17
IV
32.8%
B/E move
0.5%

Options history

IV · four-Friday blend34.74%
Daily close
EWZ18.4%54.1%89.8%2026-08-10: 23.35%2026-08-11: 27.50%2026-08-12: 24.03%2026-08-13: 26.88%2026-08-14: 24.17%2026-08-17: 26.29%2026-08-18: 25.46%2026-08-19: 25.40%2026-08-20: 26.91%2026-08-21: 26.25%2026-08-24: 28.46%2026-08-25: 28.42%2026-08-26: 28.16%2026-08-27: 28.71%2026-08-28: 25.66%2026-08-31: 28.11%2026-09-01: 29.95%2026-09-02: 33.68%2026-09-03: 28.54%2026-09-04: 28.42%2026-09-08: 32.73%2026-09-09: 32.89%2026-09-10: 32.79%2026-09-11: 32.68%2026-09-14: 41.28%2026-09-15: 37.69%2026-09-16: 36.25%2026-09-17: 33.65%2026-09-18: 37.29%2026-09-21: 40.09%2026-09-22: 39.44%2026-09-23: 41.05%2026-09-24: 41.34%2026-09-25: 44.00%2026-09-28: 47.75%2026-09-29: 49.90%2026-09-30: 50.69%2026-10-01: 53.98%2026-10-02: 60.67%2026-10-05: 37.13%2026-10-06: 34.73%2026-10-07: 37.13%2026-10-08: 34.56%2026-10-09: 35.51%2026-10-12: 38.26%2026-10-13: 39.41%2026-10-14: 44.36%2026-10-15: 55.25%2026-10-16: 62.60%2026-10-19: 63.90%2026-10-20: 68.54%2026-10-21: 73.14%2026-10-22: 83.90%2026-10-23: 84.90%2026-10-26: 48.75%2026-10-27: 42.29%2026-10-28: 40.50%2026-10-29: 38.40%2026-10-30: 34.74%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
23.35%
27.50%
24.03%
26.88%
24.17%
26.29%
25.46%
25.40%
26.91%
26.25%
28.46%
28.42%
28.16%
28.71%
25.66%
28.11%
29.95%
33.68%
28.54%
28.42%
32.73%
32.89%
32.79%
32.68%
41.28%
37.69%
36.25%
33.65%
37.29%
40.09%
39.44%
41.05%
41.34%
44.00%
47.75%
49.90%
50.69%
53.98%
60.67%
37.13%
34.73%
37.13%
34.56%
35.51%
38.26%
39.41%
44.36%
55.25%
62.60%
63.90%
68.54%
73.14%
83.90%
84.90%
48.75%
42.29%
40.50%
38.40%
34.74%