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iShares China Large-Cap ETF FXI

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Market dataready · fetched 2026-10-20T06:06:52.665Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-20T00:00:00.106120989Z

FundamentalsAlpha Vantage · ready

Share price$33.53
1D-1.2%
AH$33.50$33.62$33.75$33.87$33.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFXI
Sold putSold callAH

iShares China Large-Cap ETF options

Live interpolated FXI call and put midpoint premiums by absolute delta.iShares China Large-Cap ETF$0.15$0.89$1.63$2.36$3.10$28.62$30.69$32.76$34.83$36.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FXI spot · $33.53FXI PRICE$0.56$0.43$0.29$0.44$0.60$0.75$0.85$0.98$1.33$1.67$2.02$1.29$2.89$0.23$0.99$2.09$1.64$1.08$2.39$2.45$1.11$1.59$2.07$2.45$2.45$2.45
PutsExpensive2.27×
CallsExpensive1.60×
SkewBearish+15.68 pp
Implied moveBearish±$3.30
TiltBearish24.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.9754.2%17.9%32.0420.7%5.1%
25Δ36.2332.4%9.3%31.7946.1%8.1%
30Δ34.4615.1%3.6%30.8288.5%14.3%
35Δ34.3117.9%3.6%31.6966.3%10.4%
40Δ34.1620.7%3.7%33.1034.1%4.5%
45Δ34.0123.5%3.7%33.4863.2%7.3%
50Δ33.7422.5%3.1%34.0756.5%5.7%
55Δ33.4421.8%2.6%34.0123.3%1.9%
60Δ33.0324.5%2.5%34.5426.8%1.7%
65Δ32.6227.1%2.3%35.0730.3%1.6%
70Δ32.2129.8%2.1%35.5232.4%1.4%
75Δ32.6116.4%1.1%35.6528.8%1.0%
80Δ31.0932.3%1.3%35.7825.1%0.6%

20Δ

Calls
Pseudo strike
38.97
IV
54.2%
B/E move
17.9%
Puts
Pseudo strike
32.04
IV
20.7%
B/E move
5.1%

25Δ

Calls
Pseudo strike
36.23
IV
32.4%
B/E move
9.3%
Puts
Pseudo strike
31.79
IV
46.1%
B/E move
8.1%

30Δ

Calls
Pseudo strike
34.46
IV
15.1%
B/E move
3.6%
Puts
Pseudo strike
30.82
IV
88.5%
B/E move
14.3%

35Δ

Calls
Pseudo strike
34.31
IV
17.9%
B/E move
3.6%
Puts
Pseudo strike
31.69
IV
66.3%
B/E move
10.4%

40Δ

Calls
Pseudo strike
34.16
IV
20.7%
B/E move
3.7%
Puts
Pseudo strike
33.10
IV
34.1%
B/E move
4.5%

45Δ

Calls
Pseudo strike
34.01
IV
23.5%
B/E move
3.7%
Puts
Pseudo strike
33.48
IV
63.2%
B/E move
7.3%

50Δ

Calls
Pseudo strike
33.74
IV
22.5%
B/E move
3.1%
Puts
Pseudo strike
34.07
IV
56.5%
B/E move
5.7%

55Δ

Calls
Pseudo strike
33.44
IV
21.8%
B/E move
2.6%
Puts
Pseudo strike
34.01
IV
23.3%
B/E move
1.9%

60Δ

Calls
Pseudo strike
33.03
IV
24.5%
B/E move
2.5%
Puts
Pseudo strike
34.54
IV
26.8%
B/E move
1.7%

65Δ

Calls
Pseudo strike
32.62
IV
27.1%
B/E move
2.3%
Puts
Pseudo strike
35.07
IV
30.3%
B/E move
1.6%

70Δ

Calls
Pseudo strike
32.21
IV
29.8%
B/E move
2.1%
Puts
Pseudo strike
35.52
IV
32.4%
B/E move
1.4%

75Δ

Calls
Pseudo strike
32.61
IV
16.4%
B/E move
1.1%
Puts
Pseudo strike
35.65
IV
28.8%
B/E move
1.0%

80Δ

Calls
Pseudo strike
31.09
IV
32.3%
B/E move
1.3%
Puts
Pseudo strike
35.78
IV
25.1%
B/E move
0.6%

Options history

FXI39.3139.3539.392026-10-19T20:07:12.185000+00:00: 39.35%Oct 19Oct 19
Table
ObservationIVSkewImplied move
39.35%13.74 pp9.83%