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iShares MSCI Brazil Small-Cap ETF EWZS

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Market datapartial · fetched 2026-10-23T09:08:35.954Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:50:39.647475846Z

FundamentalsAlpha Vantage · unavailable

Share price$16.20
1D-1.5%
AH$16.01$16.15$16.29$16.44$16.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEWZS
Sold putSold callAH

iShares MSCI Brazil Small-Cap ETF options

Live interpolated EWZS call and put midpoint premiums by absolute delta.iShares MSCI Brazil Small-Cap ETF$0.26$1.27$2.29$3.31$4.33$10.81$13.52$16.23$18.95$21.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EWZS spot · $16.20EWZS PRICE$0.37$0.55$0.64$0.80$0.99$1.22$1.47$1.75$2.06$2.41$2.85$3.38$4.03$0.70$0.90$1.10$1.31$1.54$1.78$2.01$2.30$2.62$2.94$3.28$3.56$3.83
PutsExpensive2.01×
CallsExpensive1.27×
SkewBullish-1.53 pp
Implied moveBearish±$3.48
TiltBearish10.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.1180.6%26.4%13.01118.6%24.0%
25Δ20.1092.6%27.4%13.80113.6%20.4%
30Δ18.8683.7%20.4%14.50108.8%17.3%
35Δ18.2984.6%17.8%15.15104.5%14.6%
40Δ17.7787.1%15.8%15.73101.4%12.4%
45Δ17.3191.5%14.4%16.2898.1%10.5%
50Δ16.8295.4%12.9%16.8194.4%8.7%
55Δ16.2998.5%11.3%17.3391.9%7.2%
60Δ15.73101.6%9.8%17.8690.1%5.9%
65Δ15.15104.8%8.4%18.3887.5%4.7%
70Δ14.49109.2%7.1%18.8984.6%3.6%
75Δ13.77115.3%5.9%19.3279.7%2.7%
80Δ12.94122.4%4.8%19.7374.2%1.8%

20Δ

Calls
Pseudo strike
20.11
IV
80.6%
B/E move
26.4%
Puts
Pseudo strike
13.01
IV
118.6%
B/E move
24.0%

25Δ

Calls
Pseudo strike
20.10
IV
92.6%
B/E move
27.4%
Puts
Pseudo strike
13.80
IV
113.6%
B/E move
20.4%

30Δ

Calls
Pseudo strike
18.86
IV
83.7%
B/E move
20.4%
Puts
Pseudo strike
14.50
IV
108.8%
B/E move
17.3%

35Δ

Calls
Pseudo strike
18.29
IV
84.6%
B/E move
17.8%
Puts
Pseudo strike
15.15
IV
104.5%
B/E move
14.6%

40Δ

Calls
Pseudo strike
17.77
IV
87.1%
B/E move
15.8%
Puts
Pseudo strike
15.73
IV
101.4%
B/E move
12.4%

45Δ

Calls
Pseudo strike
17.31
IV
91.5%
B/E move
14.4%
Puts
Pseudo strike
16.28
IV
98.1%
B/E move
10.5%

50Δ

Calls
Pseudo strike
16.82
IV
95.4%
B/E move
12.9%
Puts
Pseudo strike
16.81
IV
94.4%
B/E move
8.7%

55Δ

Calls
Pseudo strike
16.29
IV
98.5%
B/E move
11.3%
Puts
Pseudo strike
17.33
IV
91.9%
B/E move
7.2%

60Δ

Calls
Pseudo strike
15.73
IV
101.6%
B/E move
9.8%
Puts
Pseudo strike
17.86
IV
90.1%
B/E move
5.9%

65Δ

Calls
Pseudo strike
15.15
IV
104.8%
B/E move
8.4%
Puts
Pseudo strike
18.38
IV
87.5%
B/E move
4.7%

70Δ

Calls
Pseudo strike
14.49
IV
109.2%
B/E move
7.1%
Puts
Pseudo strike
18.89
IV
84.6%
B/E move
3.6%

75Δ

Calls
Pseudo strike
13.77
IV
115.3%
B/E move
5.9%
Puts
Pseudo strike
19.32
IV
79.7%
B/E move
2.7%

80Δ

Calls
Pseudo strike
12.94
IV
122.4%
B/E move
4.8%
Puts
Pseudo strike
19.73
IV
74.2%
B/E move
1.8%

Options history

EWZS66.6369.1971.752026-10-20: 71.40%2026-10-21: 66.98%Oct 20Oct 21
Table
DateIV
71.40%
66.98%