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iShares MSCI South Africa ETF EZA

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Market datapartial · fetched 2026-10-23T03:52:07.759Z

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 · 2026-10-23T00:00:00.089415781Z

FundamentalsAlpha Vantage · unavailable

Share price$63.86
1D-0.1%
AH$63.57$63.69$63.81$63.93$64.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEZA
Sold putSold callAH

iShares MSCI South Africa ETF options

Live interpolated EZA call and put midpoint premiums by absolute delta.iShares MSCI South Africa ETF$0.59$2.20$3.81$5.42$7.04$55.40$59.70$64.01$68.31$72.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EZA spot · $63.86EZA PRICE$0.77$1.26$1.20$1.83$1.96$2.10$2.40$2.81$3.31$3.84$4.52$5.35$6.57$1.33$1.48$1.51$1.52$2.01$2.30$2.55$2.90$3.42$3.94$4.57$5.36$6.38
PutsExpensive1.26×
CallsExpensive1.59×
SkewBullish-1.65 pp
Implied moveBearish±$4.95
TiltBalanced1.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.8439.8%12.1%56.0362.3%14.3%
25Δ71.4651.3%13.9%58.6751.8%10.5%
30Δ68.0937.3%8.5%60.6941.2%7.3%
35Δ67.9746.2%9.3%62.0333.9%5.2%
40Δ66.4240.9%7.1%62.7636.6%4.9%
45Δ65.2536.5%5.5%63.5535.5%4.1%
50Δ64.3935.5%4.6%64.3433.4%3.2%
55Δ63.5735.7%3.9%65.0832.6%2.6%
60Δ62.7436.5%3.4%65.8833.0%2.2%
65Δ61.8736.9%2.9%66.6832.9%1.8%
70Δ60.9137.9%2.5%67.5633.0%1.4%
75Δ59.8139.3%2.0%68.5833.4%1.0%
80Δ58.3541.4%1.7%69.8034.2%0.7%

20Δ

Calls
Pseudo strike
70.84
IV
39.8%
B/E move
12.1%
Puts
Pseudo strike
56.03
IV
62.3%
B/E move
14.3%

25Δ

Calls
Pseudo strike
71.46
IV
51.3%
B/E move
13.9%
Puts
Pseudo strike
58.67
IV
51.8%
B/E move
10.5%

30Δ

Calls
Pseudo strike
68.09
IV
37.3%
B/E move
8.5%
Puts
Pseudo strike
60.69
IV
41.2%
B/E move
7.3%

35Δ

Calls
Pseudo strike
67.97
IV
46.2%
B/E move
9.3%
Puts
Pseudo strike
62.03
IV
33.9%
B/E move
5.2%

40Δ

Calls
Pseudo strike
66.42
IV
40.9%
B/E move
7.1%
Puts
Pseudo strike
62.76
IV
36.6%
B/E move
4.9%

45Δ

Calls
Pseudo strike
65.25
IV
36.5%
B/E move
5.5%
Puts
Pseudo strike
63.55
IV
35.5%
B/E move
4.1%

50Δ

Calls
Pseudo strike
64.39
IV
35.5%
B/E move
4.6%
Puts
Pseudo strike
64.34
IV
33.4%
B/E move
3.2%

55Δ

Calls
Pseudo strike
63.57
IV
35.7%
B/E move
3.9%
Puts
Pseudo strike
65.08
IV
32.6%
B/E move
2.6%

60Δ

Calls
Pseudo strike
62.74
IV
36.5%
B/E move
3.4%
Puts
Pseudo strike
65.88
IV
33.0%
B/E move
2.2%

65Δ

Calls
Pseudo strike
61.87
IV
36.9%
B/E move
2.9%
Puts
Pseudo strike
66.68
IV
32.9%
B/E move
1.8%

70Δ

Calls
Pseudo strike
60.91
IV
37.9%
B/E move
2.5%
Puts
Pseudo strike
67.56
IV
33.0%
B/E move
1.4%

75Δ

Calls
Pseudo strike
59.81
IV
39.3%
B/E move
2.0%
Puts
Pseudo strike
68.58
IV
33.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
58.35
IV
41.4%
B/E move
1.7%
Puts
Pseudo strike
69.80
IV
34.2%
B/E move
0.7%

Options history

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