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iShares MSCI South Africa ETF EZA

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Market dataready · fetched 2026-11-13T18:51:46.152Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T18:50:02.888274184Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:51:45.430874+00:00

Share price$64.56
1D+0.2%
$64.00$64.16$64.32$64.48$64.645:30 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$0.51$1.04$1.57$2.10$2.63$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEEZA PRICE$1.23$1.54$1.85$2.16$2.47$0.57$0.72$1.03$1.43
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.7154.6%6.8%
25Δ61.6652.0%5.6%
30Δ62.3055.7%5.1%
35Δ62.7762.9%5.0%
40Δ65.9049.6%4.0%
45Δ65.3150.3%3.6%
50Δ64.7350.9%3.1%
55Δ64.1551.6%2.7%
60Δ63.5652.3%2.3%
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.71
IV
54.6%
B/E move
6.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.66
IV
52.0%
B/E move
5.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
62.30
IV
55.7%
B/E move
5.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
62.77
IV
62.9%
B/E move
5.0%

40Δ

Calls
Pseudo strike
65.90
IV
49.6%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
65.31
IV
50.3%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
64.73
IV
50.9%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
64.15
IV
51.6%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
63.56
IV
52.3%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend36.13%
Daily close
EZA27.1%35.8%44.6%2026-08-17: 34.87%2026-08-18: 36.60%2026-08-19: 39.26%2026-08-20: 42.33%2026-08-21: 32.61%2026-08-24: 33.34%2026-08-25: 33.03%2026-08-26: 32.06%2026-08-27: 32.86%2026-08-28: 32.22%2026-08-31: 32.99%2026-09-01: 33.21%2026-09-02: 29.96%2026-09-03: 29.37%2026-09-04: 28.28%2026-09-08: 30.18%2026-09-09: 33.20%2026-09-10: 32.55%2026-09-11: 32.69%2026-09-14: 37.38%2026-09-15: 39.19%2026-09-16: 38.77%2026-09-17: 43.41%2026-09-18: 31.73%2026-09-21: 31.48%2026-09-22: 30.13%2026-09-23: 30.29%2026-09-24: 29.85%2026-09-25: 30.72%2026-09-28: 31.60%2026-09-29: 30.98%2026-09-30: 32.81%2026-10-01: 34.21%2026-10-02: 33.70%2026-10-13: 35.71%2026-10-15: 33.71%2026-10-16: 32.30%2026-10-19: 32.60%2026-10-20: 33.19%2026-10-21: 32.86%2026-10-22: 34.15%2026-10-23: 34.54%2026-10-26: 37.11%2026-10-27: 36.23%2026-10-28: 33.64%2026-10-29: 34.67%2026-10-30: 36.13%Aug 17Sep 18Oct 30
47 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
34.87%
36.60%
39.26%
42.33%
32.61%
33.34%
33.03%
32.06%
32.86%
32.22%
32.99%
33.21%
29.96%
29.37%
28.28%
30.18%
33.20%
32.55%
32.69%
37.38%
39.19%
38.77%
43.41%
31.73%
31.48%
30.13%
30.29%
29.85%
30.72%
31.60%
30.98%
32.81%
34.21%
33.70%
35.71%
33.71%
32.30%
32.60%
33.19%
32.86%
34.15%
34.54%
37.11%
36.23%
33.64%
34.67%
36.13%