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iShares MSCI Brazil ETF EWZ

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Market dataready · fetched 2026-10-16T22:46:29.466Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:41:58.889173748Z

FundamentalsAlpha Vantage · ready

Share price$41.91
1D+0.7%
AH$41.61$41.75$41.90$42.05$42.195:30 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$0.22$1.18$2.14$3.11$4.07$38.47$40.12$41.77$43.42$45.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EWZ spot · $41.91EWZ PRICE$0.33$0.51$0.39$0.51$0.66$0.77$0.87$1.12$1.38$1.65$1.91$1.27$2.57$0.35$0.47$0.57$0.70$0.68$0.90$1.15$1.10$1.05$1.61$2.26$3.79$3.43
PutsExpensive1.28×
CallsExpensive1.57×
SkewBearish+4.83 pp
Implied moveBearish±$2.03
TiltBearish12.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.8053.2%7.7%39.5951.7%6.4%
25Δ44.5961.9%7.6%40.0551.9%5.5%
30Δ43.1436.8%3.9%40.5449.9%4.6%
35Δ42.8237.2%3.4%40.9549.2%4.0%
40Δ42.5940.3%3.2%41.4140.0%2.8%
45Δ42.3140.6%2.8%41.7443.0%2.6%
50Δ42.0039.0%2.3%42.0248.0%2.5%
55Δ41.6942.7%2.1%42.2340.5%1.9%
60Δ41.3445.5%1.9%42.4532.9%1.2%
65Δ40.9646.9%1.7%42.9942.7%1.3%
70Δ40.5848.2%1.4%43.6750.8%1.2%
75Δ40.9327.8%0.7%45.1472.4%1.3%
80Δ39.7049.4%0.9%44.9859.2%0.9%

20Δ

Calls
Pseudo strike
44.80
IV
53.2%
B/E move
7.7%
Puts
Pseudo strike
39.59
IV
51.7%
B/E move
6.4%

25Δ

Calls
Pseudo strike
44.59
IV
61.9%
B/E move
7.6%
Puts
Pseudo strike
40.05
IV
51.9%
B/E move
5.5%

30Δ

Calls
Pseudo strike
43.14
IV
36.8%
B/E move
3.9%
Puts
Pseudo strike
40.54
IV
49.9%
B/E move
4.6%

35Δ

Calls
Pseudo strike
42.82
IV
37.2%
B/E move
3.4%
Puts
Pseudo strike
40.95
IV
49.2%
B/E move
4.0%

40Δ

Calls
Pseudo strike
42.59
IV
40.3%
B/E move
3.2%
Puts
Pseudo strike
41.41
IV
40.0%
B/E move
2.8%

45Δ

Calls
Pseudo strike
42.31
IV
40.6%
B/E move
2.8%
Puts
Pseudo strike
41.74
IV
43.0%
B/E move
2.6%

50Δ

Calls
Pseudo strike
42.00
IV
39.0%
B/E move
2.3%
Puts
Pseudo strike
42.02
IV
48.0%
B/E move
2.5%

55Δ

Calls
Pseudo strike
41.69
IV
42.7%
B/E move
2.1%
Puts
Pseudo strike
42.23
IV
40.5%
B/E move
1.9%

60Δ

Calls
Pseudo strike
41.34
IV
45.5%
B/E move
1.9%
Puts
Pseudo strike
42.45
IV
32.9%
B/E move
1.2%

65Δ

Calls
Pseudo strike
40.96
IV
46.9%
B/E move
1.7%
Puts
Pseudo strike
42.99
IV
42.7%
B/E move
1.3%

70Δ

Calls
Pseudo strike
40.58
IV
48.2%
B/E move
1.4%
Puts
Pseudo strike
43.67
IV
50.8%
B/E move
1.2%

75Δ

Calls
Pseudo strike
40.93
IV
27.8%
B/E move
0.7%
Puts
Pseudo strike
45.14
IV
72.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
39.70
IV
49.4%
B/E move
0.9%
Puts
Pseudo strike
44.98
IV
59.2%
B/E move
0.9%