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iShare MSCI Eurozone ETF of ISHARES INC. EZU

i

Market dataready · fetched 2026-11-11T15:30:32.513Z

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 · 2026-11-11T15:30:18.347478433Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:30:31.790953+00:00

Share price$67.51
1D+0.3%
$67.27$67.34$67.40$67.47$67.535:30 AM6:30 AM9:00 AM1:00 PMEZU
Sold putSold call

iShare MSCI Eurozone ETF of ISHARES INC. options

Live interpolated EZU call and put midpoint premiums by absolute delta.iShare MSCI Eurozone ETF of ISHARES INC.$0.39$1.30$2.22$3.14$4.05$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEEZU PRICE$0.49$0.63$0.70$0.89$1.08$1.27$1.48$1.69$1.91$2.28$0.72$0.75$0.83$0.91$0.99$3.19$3.79
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.8257.6%8.0%
25Δ69.9631.0%4.4%64.5145.5%5.5%
30Δ69.4831.3%3.9%65.4039.9%4.3%
35Δ66.0736.1%3.5%
40Δ66.7332.2%2.6%
45Δ67.8318.9%1.5%
50Δ67.5520.2%1.4%
55Δ67.2821.5%1.3%
60Δ67.0122.8%1.1%
65Δ66.6822.7%1.0%
70Δ66.3522.5%0.8%
75Δ66.0322.4%0.6%70.2434.5%0.7%
80Δ65.5722.7%0.5%70.9634.6%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
62.82
IV
57.6%
B/E move
8.0%

25Δ

Calls
Pseudo strike
69.96
IV
31.0%
B/E move
4.4%
Puts
Pseudo strike
64.51
IV
45.5%
B/E move
5.5%

30Δ

Calls
Pseudo strike
69.48
IV
31.3%
B/E move
3.9%
Puts
Pseudo strike
65.40
IV
39.9%
B/E move
4.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.07
IV
36.1%
B/E move
3.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.73
IV
32.2%
B/E move
2.6%

45Δ

Calls
Pseudo strike
67.83
IV
18.9%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
67.55
IV
20.2%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
67.28
IV
21.5%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
67.01
IV
22.8%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
66.68
IV
22.7%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
66.35
IV
22.5%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
66.03
IV
22.4%
B/E move
0.6%
Puts
Pseudo strike
70.24
IV
34.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
65.57
IV
22.7%
B/E move
0.5%
Puts
Pseudo strike
70.96
IV
34.6%
B/E move
0.5%

Options history

IV · four-Friday blend20.29%
Daily EOD
EZU17.9%19.4%20.9%2026-10-19: 20.70%2026-10-20: 19.92%2026-10-21: 19.40%2026-10-22: 20.31%2026-10-23: 20.51%2026-10-26: 20.03%2026-10-27: 18.88%2026-10-28: 18.14%2026-10-29: 18.63%2026-10-30: 20.29%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
20.70%
19.92%
19.40%
20.31%
20.51%
20.03%
18.88%
18.14%
18.63%
20.29%