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iShare MSCI Eurozone ETF of ISHARES INC. EZU

i

Market datapartial · fetched 2026-10-22T06:28:52.466Z

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 · 2026-10-22T00:00:02.560691336Z

FundamentalsAlpha Vantage · unavailable

Share price$66.08
1D-0.2%
AH$65.80$65.93$66.05$66.17$66.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEZU
Sold putSold callAH

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.$0.37$1.43$2.50$3.57$4.64$60.58$63.14$65.70$68.26$70.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EZU spot · $66.08EZU PRICE$0.48$0.65$0.62$0.79$1.00$1.20$1.34$1.51$1.83$2.14$2.51$2.92$3.85$0.80$0.92$1.09$0.98$1.26$1.62$1.70$1.70$2.13$3.01$3.35$2.22$4.33
PutsExpensive1.10×
CallsFair1.05×
SkewBearish+4.07 pp
Implied moveBearish±$3.04
TiltBearish9.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.4824.1%7.4%61.1036.4%8.7%
25Δ69.5423.8%6.2%62.5931.6%6.7%
30Δ68.2118.1%4.2%63.6329.5%5.4%
35Δ67.6517.9%3.6%64.8421.8%3.4%
40Δ67.2719.0%3.3%65.4222.3%2.9%
45Δ66.8619.5%3.0%65.8924.3%2.7%
50Δ66.4018.7%2.5%66.3422.4%2.2%
55Δ65.9518.0%2.1%66.7719.2%1.5%
60Δ65.4818.6%1.9%67.4319.6%1.2%
65Δ65.0119.3%1.6%68.3223.8%1.2%
70Δ64.4919.4%1.4%68.8024.2%1.0%
75Δ63.9319.8%1.2%68.1413.9%0.2%
80Δ62.9222.8%1.0%70.1623.0%0.4%

20Δ

Calls
Pseudo strike
70.48
IV
24.1%
B/E move
7.4%
Puts
Pseudo strike
61.10
IV
36.4%
B/E move
8.7%

25Δ

Calls
Pseudo strike
69.54
IV
23.8%
B/E move
6.2%
Puts
Pseudo strike
62.59
IV
31.6%
B/E move
6.7%

30Δ

Calls
Pseudo strike
68.21
IV
18.1%
B/E move
4.2%
Puts
Pseudo strike
63.63
IV
29.5%
B/E move
5.4%

35Δ

Calls
Pseudo strike
67.65
IV
17.9%
B/E move
3.6%
Puts
Pseudo strike
64.84
IV
21.8%
B/E move
3.4%

40Δ

Calls
Pseudo strike
67.27
IV
19.0%
B/E move
3.3%
Puts
Pseudo strike
65.42
IV
22.3%
B/E move
2.9%

45Δ

Calls
Pseudo strike
66.86
IV
19.5%
B/E move
3.0%
Puts
Pseudo strike
65.89
IV
24.3%
B/E move
2.7%

50Δ

Calls
Pseudo strike
66.40
IV
18.7%
B/E move
2.5%
Puts
Pseudo strike
66.34
IV
22.4%
B/E move
2.2%

55Δ

Calls
Pseudo strike
65.95
IV
18.0%
B/E move
2.1%
Puts
Pseudo strike
66.77
IV
19.2%
B/E move
1.5%

60Δ

Calls
Pseudo strike
65.48
IV
18.6%
B/E move
1.9%
Puts
Pseudo strike
67.43
IV
19.6%
B/E move
1.2%

65Δ

Calls
Pseudo strike
65.01
IV
19.3%
B/E move
1.6%
Puts
Pseudo strike
68.32
IV
23.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
64.49
IV
19.4%
B/E move
1.4%
Puts
Pseudo strike
68.80
IV
24.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
63.93
IV
19.8%
B/E move
1.2%
Puts
Pseudo strike
68.14
IV
13.9%
B/E move
0.2%

80Δ

Calls
Pseudo strike
62.92
IV
22.8%
B/E move
1.0%
Puts
Pseudo strike
70.16
IV
23.0%
B/E move
0.4%

Options history

No recorded observations