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iShares MSCI Brazil Small-Cap ETF EWZS

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Market dataready · fetched 2026-10-24T12:27:19.931Z

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 · 2026-10-23T23:56:46.714858443Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T12:27:20.172871+00:00

Share price$16.85
1D+4.0%
AH$15.92$16.20$16.49$16.78$17.075:30 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$0.54$1.64$2.75$3.86$4.96$11.10$14.01$16.92$19.83$22.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EWZS spot · $16.85EWZS PRICE$0.66$0.78$0.90$0.76$0.96$1.17$1.45$1.72$1.99$2.30$2.69$3.15$3.67$0.72$0.90$1.10$1.32$1.64$2.03$2.21$2.40$2.84$3.26$3.65$4.10$4.64
PutsExpensive2.05×
CallsExpensive1.31×
SkewBullish-3.24 pp
Implied moveBearish±$3.65
TiltBearish16.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.19152.5%59.3%13.53119.4%24.0%
25Δ24.39140.7%49.4%14.39111.9%19.9%
30Δ21.90125.7%35.3%15.13106.7%16.7%
35Δ18.7577.9%15.8%15.76103.4%14.3%
40Δ18.3181.7%14.4%16.39104.5%12.5%
45Δ17.8785.7%13.0%17.00108.0%11.1%
50Δ17.4090.4%11.8%17.52100.9%9.1%
55Δ16.9194.4%10.6%18.0494.2%7.2%
60Δ16.3694.9%8.9%18.6694.8%6.1%
65Δ15.8096.1%7.5%19.2793.9%5.0%
70Δ15.2198.8%6.2%19.8591.1%3.8%
75Δ14.55101.9%5.0%20.4688.2%2.9%
80Δ13.84104.6%3.9%21.1686.0%2.0%

20Δ

Calls
Pseudo strike
26.19
IV
152.5%
B/E move
59.3%
Puts
Pseudo strike
13.53
IV
119.4%
B/E move
24.0%

25Δ

Calls
Pseudo strike
24.39
IV
140.7%
B/E move
49.4%
Puts
Pseudo strike
14.39
IV
111.9%
B/E move
19.9%

30Δ

Calls
Pseudo strike
21.90
IV
125.7%
B/E move
35.3%
Puts
Pseudo strike
15.13
IV
106.7%
B/E move
16.7%

35Δ

Calls
Pseudo strike
18.75
IV
77.9%
B/E move
15.8%
Puts
Pseudo strike
15.76
IV
103.4%
B/E move
14.3%

40Δ

Calls
Pseudo strike
18.31
IV
81.7%
B/E move
14.4%
Puts
Pseudo strike
16.39
IV
104.5%
B/E move
12.5%

45Δ

Calls
Pseudo strike
17.87
IV
85.7%
B/E move
13.0%
Puts
Pseudo strike
17.00
IV
108.0%
B/E move
11.1%

50Δ

Calls
Pseudo strike
17.40
IV
90.4%
B/E move
11.8%
Puts
Pseudo strike
17.52
IV
100.9%
B/E move
9.1%

55Δ

Calls
Pseudo strike
16.91
IV
94.4%
B/E move
10.6%
Puts
Pseudo strike
18.04
IV
94.2%
B/E move
7.2%

60Δ

Calls
Pseudo strike
16.36
IV
94.9%
B/E move
8.9%
Puts
Pseudo strike
18.66
IV
94.8%
B/E move
6.1%

65Δ

Calls
Pseudo strike
15.80
IV
96.1%
B/E move
7.5%
Puts
Pseudo strike
19.27
IV
93.9%
B/E move
5.0%

70Δ

Calls
Pseudo strike
15.21
IV
98.8%
B/E move
6.2%
Puts
Pseudo strike
19.85
IV
91.1%
B/E move
3.8%

75Δ

Calls
Pseudo strike
14.55
IV
101.9%
B/E move
5.0%
Puts
Pseudo strike
20.46
IV
88.2%
B/E move
2.9%

80Δ

Calls
Pseudo strike
13.84
IV
104.6%
B/E move
3.9%
Puts
Pseudo strike
21.16
IV
86.0%
B/E move
2.0%

Options history

EWZS35.2354.7774.312026-07-27: 40.54%2026-07-28: 42.85%2026-07-29: 39.00%2026-07-30: 37.92%2026-07-31: 38.16%2026-08-03: 39.85%2026-08-04: 39.55%2026-08-06: 38.53%2026-08-07: 39.27%2026-08-14: 47.16%2026-08-17: 52.02%2026-08-18: 55.96%2026-08-19: 59.16%2026-08-20: 65.09%2026-08-21: 44.64%2026-08-26: 47.66%2026-08-27: 43.80%2026-08-28: 44.49%2026-08-31: 43.37%2026-09-01: 44.53%2026-09-02: 49.20%2026-09-03: 48.65%2026-09-04: 47.50%2026-09-08: 51.00%2026-09-14: 59.11%2026-09-16: 63.92%2026-09-18: 51.00%2026-09-21: 53.84%2026-09-22: 53.89%2026-09-23: 54.24%2026-09-24: 56.95%2026-09-25: 57.51%2026-09-28: 60.40%2026-09-29: 60.22%2026-09-30: 60.03%2026-10-01: 61.28%2026-10-02: 66.41%2026-10-05: 46.52%2026-10-06: 45.76%2026-10-07: 45.22%2026-10-08: 50.71%2026-10-09: 49.26%2026-10-12: 49.27%2026-10-13: 50.51%2026-10-14: 63.27%2026-10-16: 68.66%2026-10-19: 66.91%2026-10-20: 71.61%2026-10-21: 66.79%2026-10-22: 70.24%2026-10-23: 71.54%Jul 27Oct 23
Table
DateIV
40.54%
42.85%
39.00%
37.92%
38.16%
39.85%
39.55%
38.53%
39.27%
47.16%
52.02%
55.96%
59.16%
65.09%
44.64%
47.66%
43.80%
44.49%
43.37%
44.53%
49.20%
48.65%
47.50%
51.00%
59.11%
63.92%
51.00%
53.84%
53.89%
54.24%
56.95%
57.51%
60.40%
60.22%
60.03%
61.28%
66.41%
46.52%
45.76%
45.22%
50.71%
49.26%
49.27%
50.51%
63.27%
68.66%
66.91%
71.61%
66.79%
70.24%
71.54%