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iShares Currency Hedged MSCI Emerging Markets HEEM

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Market datapartial · fetched 2026-10-22T21:06:21.919Z

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 · 2026-10-22T20:10:03.243058509Z

FundamentalsAlpha Vantage · unavailable

Share price$38.97
1D-0.4%
AH$38.77$38.88$38.99$39.09$39.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHEEM
Sold putSold callAH

iShares Currency Hedged MSCI Emerging Markets options

Live interpolated HEEM call and put midpoint premiums by absolute delta.iShares Currency Hedged MSCI Emerging Markets$0.42$1.24$2.07$2.89$3.71$34.83$37.16$39.50$41.84$44.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HEEM spot · $38.97HEEM PRICE$0.51$0.55$0.63$0.71$0.79$0.94$1.09$1.28$1.52$1.76$2.00$2.23$2.52$0.56$0.62$0.70$0.78$0.88$0.98$1.15$1.38$1.60$1.97$2.37$2.86$3.48
PutsExpensive1.22×
CallsExpensive1.78×
SkewBearish+0.64 pp
Implied moveBearish±$2.24
TiltBearish7.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.7443.8%13.6%35.5243.5%10.3%
25Δ42.0335.2%9.3%36.6636.4%7.5%
30Δ41.1731.8%7.3%37.4132.2%5.8%
35Δ40.5328.8%5.8%38.0228.9%4.4%
40Δ39.9626.3%4.6%38.4227.1%3.7%
45Δ39.5826.1%4.0%38.8225.3%2.9%
50Δ39.2125.9%3.4%39.2024.7%2.4%
55Δ38.8326.0%2.9%39.5625.2%2.0%
60Δ38.4426.6%2.6%39.9225.6%1.7%
65Δ38.0627.2%2.2%40.4026.8%1.4%
70Δ37.6826.6%1.8%40.9028.3%1.1%
75Δ37.3125.9%1.5%41.5029.3%0.9%
80Δ36.8825.4%1.1%42.2230.6%0.6%

20Δ

Calls
Pseudo strike
43.74
IV
43.8%
B/E move
13.6%
Puts
Pseudo strike
35.52
IV
43.5%
B/E move
10.3%

25Δ

Calls
Pseudo strike
42.03
IV
35.2%
B/E move
9.3%
Puts
Pseudo strike
36.66
IV
36.4%
B/E move
7.5%

30Δ

Calls
Pseudo strike
41.17
IV
31.8%
B/E move
7.3%
Puts
Pseudo strike
37.41
IV
32.2%
B/E move
5.8%

35Δ

Calls
Pseudo strike
40.53
IV
28.8%
B/E move
5.8%
Puts
Pseudo strike
38.02
IV
28.9%
B/E move
4.4%

40Δ

Calls
Pseudo strike
39.96
IV
26.3%
B/E move
4.6%
Puts
Pseudo strike
38.42
IV
27.1%
B/E move
3.7%

45Δ

Calls
Pseudo strike
39.58
IV
26.1%
B/E move
4.0%
Puts
Pseudo strike
38.82
IV
25.3%
B/E move
2.9%

50Δ

Calls
Pseudo strike
39.21
IV
25.9%
B/E move
3.4%
Puts
Pseudo strike
39.20
IV
24.7%
B/E move
2.4%

55Δ

Calls
Pseudo strike
38.83
IV
26.0%
B/E move
2.9%
Puts
Pseudo strike
39.56
IV
25.2%
B/E move
2.0%

60Δ

Calls
Pseudo strike
38.44
IV
26.6%
B/E move
2.6%
Puts
Pseudo strike
39.92
IV
25.6%
B/E move
1.7%

65Δ

Calls
Pseudo strike
38.06
IV
27.2%
B/E move
2.2%
Puts
Pseudo strike
40.40
IV
26.8%
B/E move
1.4%

70Δ

Calls
Pseudo strike
37.68
IV
26.6%
B/E move
1.8%
Puts
Pseudo strike
40.90
IV
28.3%
B/E move
1.1%

75Δ

Calls
Pseudo strike
37.31
IV
25.9%
B/E move
1.5%
Puts
Pseudo strike
41.50
IV
29.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
36.88
IV
25.4%
B/E move
1.1%
Puts
Pseudo strike
42.22
IV
30.6%
B/E move
0.6%

Options history

No recorded observations