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iShares MSCI Brazil ETF EWZ

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Market dataready · fetched 2026-10-16T01:05:19.148Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.122610039Z

FundamentalsAlpha Vantage · ready

Share price$41.58
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$0.34$2.97$5.59$8.21$10.84$32.71$37.79$42.87$47.96$53.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EWZ spot · $41.58EWZ PRICE$0.63$2.08$2.49$1.68$1.85$2.10$2.72$3.16$3.59$4.13$5.45$7.24$10.08$0.98$1.32$1.42$1.76$2.43$2.91$3.07$3.27$3.64$5.06$5.19$5.88$6.47
PutsExpensive1.54×
CallsExpensive1.17×
SkewBullish-19.89 pp
Implied moveBearish±$5.79
TiltBullish4.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.5445.3%15.8%36.2060.8%15.3%
25Δ60.77130.6%51.2%37.3361.4%13.4%
30Δ54.87121.4%38.0%38.8052.4%10.1%
35Δ45.7660.4%14.1%39.7251.9%8.7%
40Δ44.2854.7%10.9%40.5857.8%8.3%
45Δ43.1952.1%8.9%41.4658.6%7.3%
50Δ42.3957.6%8.5%42.3053.0%5.7%
55Δ41.5158.5%7.4%43.0548.6%4.3%
60Δ40.5257.2%6.1%43.7846.7%3.5%
65Δ39.5857.6%5.1%45.2555.1%3.4%
70Δ38.1767.9%4.9%45.7949.4%2.4%
75Δ36.3281.6%4.8%46.7747.8%1.7%
80Δ33.37102.8%4.5%47.6145.8%1.1%

20Δ

Calls
Pseudo strike
47.54
IV
45.3%
B/E move
15.8%
Puts
Pseudo strike
36.20
IV
60.8%
B/E move
15.3%

25Δ

Calls
Pseudo strike
60.77
IV
130.6%
B/E move
51.2%
Puts
Pseudo strike
37.33
IV
61.4%
B/E move
13.4%

30Δ

Calls
Pseudo strike
54.87
IV
121.4%
B/E move
38.0%
Puts
Pseudo strike
38.80
IV
52.4%
B/E move
10.1%

35Δ

Calls
Pseudo strike
45.76
IV
60.4%
B/E move
14.1%
Puts
Pseudo strike
39.72
IV
51.9%
B/E move
8.7%

40Δ

Calls
Pseudo strike
44.28
IV
54.7%
B/E move
10.9%
Puts
Pseudo strike
40.58
IV
57.8%
B/E move
8.3%

45Δ

Calls
Pseudo strike
43.19
IV
52.1%
B/E move
8.9%
Puts
Pseudo strike
41.46
IV
58.6%
B/E move
7.3%

50Δ

Calls
Pseudo strike
42.39
IV
57.6%
B/E move
8.5%
Puts
Pseudo strike
42.30
IV
53.0%
B/E move
5.7%

55Δ

Calls
Pseudo strike
41.51
IV
58.5%
B/E move
7.4%
Puts
Pseudo strike
43.05
IV
48.6%
B/E move
4.3%

60Δ

Calls
Pseudo strike
40.52
IV
57.2%
B/E move
6.1%
Puts
Pseudo strike
43.78
IV
46.7%
B/E move
3.5%

65Δ

Calls
Pseudo strike
39.58
IV
57.6%
B/E move
5.1%
Puts
Pseudo strike
45.25
IV
55.1%
B/E move
3.4%

70Δ

Calls
Pseudo strike
38.17
IV
67.9%
B/E move
4.9%
Puts
Pseudo strike
45.79
IV
49.4%
B/E move
2.4%

75Δ

Calls
Pseudo strike
36.32
IV
81.6%
B/E move
4.8%
Puts
Pseudo strike
46.77
IV
47.8%
B/E move
1.7%

80Δ

Calls
Pseudo strike
33.37
IV
102.8%
B/E move
4.5%
Puts
Pseudo strike
47.61
IV
45.8%
B/E move
1.1%