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iShare MSCI Eurozone ETF of ISHARES INC. EZU

i

Market datapartial · fetched 2026-10-22T15:14:11.239Z

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 · 2026-10-22T15:14:03.18015305Z

FundamentalsAlpha Vantage · unavailable

Share price$64.91
1D-0.7%
$64.87$65.01$65.15$65.29$65.425:30 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.$0.22$1.72$3.23$4.73$6.23$59.57$62.35$65.12$67.90$70.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EZU spot · $64.91EZU PRICE$0.38$0.53$0.70$0.89$1.11$1.32$1.51$1.93$2.57$3.27$4.03$5.11$5.80$0.68$0.92$1.07$1.19$1.24$1.20$1.39$1.84$2.09$2.12$2.15$2.19$2.63
PutsCheap0.95×
CallsExpensive1.32×
SkewBullish-3.55 pp
Implied moveBullish±$2.90
TiltBullish16.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.3119.4%5.8%60.4132.8%8.0%
25Δ67.6619.4%5.0%61.4332.2%6.8%
30Δ67.2120.3%4.6%62.4829.6%5.4%
35Δ66.7421.1%4.2%63.4026.6%4.2%
40Δ66.2621.8%3.8%64.1523.1%3.1%
45Δ65.7621.9%3.3%64.7119.0%2.2%
50Δ65.2421.4%2.8%65.2418.0%1.6%
55Δ64.6723.3%2.6%65.7420.4%1.6%
60Δ64.0327.4%2.6%66.1220.6%1.3%
65Δ63.2130.5%2.4%66.3818.5%1.0%
70Δ62.2832.9%2.1%66.6416.4%0.7%
75Δ61.0536.7%1.9%66.8914.2%0.3%
80Δ60.0836.1%1.5%67.4614.4%0.1%

20Δ

Calls
Pseudo strike
68.31
IV
19.4%
B/E move
5.8%
Puts
Pseudo strike
60.41
IV
32.8%
B/E move
8.0%

25Δ

Calls
Pseudo strike
67.66
IV
19.4%
B/E move
5.0%
Puts
Pseudo strike
61.43
IV
32.2%
B/E move
6.8%

30Δ

Calls
Pseudo strike
67.21
IV
20.3%
B/E move
4.6%
Puts
Pseudo strike
62.48
IV
29.6%
B/E move
5.4%

35Δ

Calls
Pseudo strike
66.74
IV
21.1%
B/E move
4.2%
Puts
Pseudo strike
63.40
IV
26.6%
B/E move
4.2%

40Δ

Calls
Pseudo strike
66.26
IV
21.8%
B/E move
3.8%
Puts
Pseudo strike
64.15
IV
23.1%
B/E move
3.1%

45Δ

Calls
Pseudo strike
65.76
IV
21.9%
B/E move
3.3%
Puts
Pseudo strike
64.71
IV
19.0%
B/E move
2.2%

50Δ

Calls
Pseudo strike
65.24
IV
21.4%
B/E move
2.8%
Puts
Pseudo strike
65.24
IV
18.0%
B/E move
1.6%

55Δ

Calls
Pseudo strike
64.67
IV
23.3%
B/E move
2.6%
Puts
Pseudo strike
65.74
IV
20.4%
B/E move
1.6%

60Δ

Calls
Pseudo strike
64.03
IV
27.4%
B/E move
2.6%
Puts
Pseudo strike
66.12
IV
20.6%
B/E move
1.3%

65Δ

Calls
Pseudo strike
63.21
IV
30.5%
B/E move
2.4%
Puts
Pseudo strike
66.38
IV
18.5%
B/E move
1.0%

70Δ

Calls
Pseudo strike
62.28
IV
32.9%
B/E move
2.1%
Puts
Pseudo strike
66.64
IV
16.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
61.05
IV
36.7%
B/E move
1.9%
Puts
Pseudo strike
66.89
IV
14.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
60.08
IV
36.1%
B/E move
1.5%
Puts
Pseudo strike
67.46
IV
14.4%
B/E move
0.1%

Options history

No recorded observations