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iShares MSCI South Africa ETF EZA

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Market datapartial · fetched 2026-10-23T18:36:45.703Z

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 · 2026-10-23T18:09:20.59594043Z

FundamentalsAlpha Vantage · unavailable

Share price$63.29
1D-0.4%
$62.63$62.87$63.12$63.36$63.605:30 AM6:30 AM9:00 AM1:00 PMEZA
Sold putSold call

iShares MSCI South Africa ETF options

Live interpolated EZA call and put midpoint premiums by absolute delta.iShares MSCI South Africa ETF$0.93$3.01$5.09$7.17$9.25$54.35$58.80$63.25$67.70$72.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EZA spot · $63.29EZA PRICE$1.15$1.34$1.52$1.76$1.73$2.01$2.28$2.64$2.99$3.38$4.06$5.18$5.99$1.34$1.54$1.70$1.82$2.03$2.35$2.38$2.81$3.43$3.95$5.02$6.10$8.65
PutsExpensive1.37×
CallsExpensive1.71×
SkewBearish+0.47 pp
Implied moveBearish±$4.67
TiltBearish9.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.9163.9%20.2%55.5163.6%14.4%
25Δ71.3155.5%14.8%57.7555.4%11.2%
30Δ68.7748.7%11.1%59.6747.9%8.4%
35Δ67.1845.6%8.9%61.1341.4%6.3%
40Δ65.4836.6%6.2%62.1538.2%5.0%
45Δ64.6135.8%5.3%63.0037.1%4.2%
50Δ63.7834.4%4.4%63.6932.4%3.1%
55Δ63.0334.0%3.8%64.4832.2%2.6%
60Δ62.2733.6%3.1%65.3034.0%2.2%
65Δ61.5433.0%2.6%66.1133.7%1.8%
70Δ60.6234.7%2.2%67.3836.0%1.5%
75Δ59.3837.4%2.0%68.6538.3%1.2%
80Δ58.3335.8%1.6%71.3545.0%0.9%

20Δ

Calls
Pseudo strike
74.91
IV
63.9%
B/E move
20.2%
Puts
Pseudo strike
55.51
IV
63.6%
B/E move
14.4%

25Δ

Calls
Pseudo strike
71.31
IV
55.5%
B/E move
14.8%
Puts
Pseudo strike
57.75
IV
55.4%
B/E move
11.2%

30Δ

Calls
Pseudo strike
68.77
IV
48.7%
B/E move
11.1%
Puts
Pseudo strike
59.67
IV
47.9%
B/E move
8.4%

35Δ

Calls
Pseudo strike
67.18
IV
45.6%
B/E move
8.9%
Puts
Pseudo strike
61.13
IV
41.4%
B/E move
6.3%

40Δ

Calls
Pseudo strike
65.48
IV
36.6%
B/E move
6.2%
Puts
Pseudo strike
62.15
IV
38.2%
B/E move
5.0%

45Δ

Calls
Pseudo strike
64.61
IV
35.8%
B/E move
5.3%
Puts
Pseudo strike
63.00
IV
37.1%
B/E move
4.2%

50Δ

Calls
Pseudo strike
63.78
IV
34.4%
B/E move
4.4%
Puts
Pseudo strike
63.69
IV
32.4%
B/E move
3.1%

55Δ

Calls
Pseudo strike
63.03
IV
34.0%
B/E move
3.8%
Puts
Pseudo strike
64.48
IV
32.2%
B/E move
2.6%

60Δ

Calls
Pseudo strike
62.27
IV
33.6%
B/E move
3.1%
Puts
Pseudo strike
65.30
IV
34.0%
B/E move
2.2%

65Δ

Calls
Pseudo strike
61.54
IV
33.0%
B/E move
2.6%
Puts
Pseudo strike
66.11
IV
33.7%
B/E move
1.8%

70Δ

Calls
Pseudo strike
60.62
IV
34.7%
B/E move
2.2%
Puts
Pseudo strike
67.38
IV
36.0%
B/E move
1.5%

75Δ

Calls
Pseudo strike
59.38
IV
37.4%
B/E move
2.0%
Puts
Pseudo strike
68.65
IV
38.3%
B/E move
1.2%

80Δ

Calls
Pseudo strike
58.33
IV
35.8%
B/E move
1.6%
Puts
Pseudo strike
71.35
IV
45.0%
B/E move
0.9%

Options history

EZA32.7332.9033.062026-10-20: 33.03%2026-10-21: 32.76%Oct 20Oct 21
Table
DateIV
33.03%
32.76%