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iShares Currency Hedged MSCI Emerging Markets HEEM

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Market dataready · fetched 2026-11-12T03:10:18.925Z

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 · 2026-11-12T01:00:03.48010888Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:10:18.562314+00:00

Share price$39.40
1D+0.4%
AH$39.20$39.30$39.40$39.51$39.615:30 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$0.40$0.98$1.56$2.14$2.72$36.49$38.00$39.51$41.02$42.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive HEEM spot · $39.40HEEM PRICE$0.46$0.48$0.52$0.58$0.63$0.72$0.82$0.93$1.03$1.29$1.55$1.84$2.55$0.50$0.54$0.58$0.62$0.67$0.71$0.75$0.79$0.83$0.87
Puts——
CallsExpensive1.26×
Skew——
Implied moveBullish±$1.58
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.5871.5%11.8%36.1870.6%9.5%
25Δ41.9455.0%7.6%37.2757.2%6.8%
30Δ41.0946.7%5.6%38.0348.0%4.9%
35Δ40.5942.1%4.5%38.4842.7%3.9%
40Δ40.1337.9%3.5%38.9237.3%2.9%
45Δ39.8135.8%2.9%39.1734.0%2.4%
50Δ39.5334.5%2.4%39.3831.0%2.0%
55Δ39.2633.2%2.0%39.5828.1%1.5%
60Δ38.9932.0%1.6%39.7925.1%1.1%
65Δ38.6533.8%1.4%40.0022.2%0.7%
70Δ38.3235.6%1.2%
75Δ37.9637.8%1.0%
80Δ37.2145.5%0.9%

20Δ

Calls
Pseudo strike
43.58
IV
71.5%
B/E move
11.8%
Puts
Pseudo strike
36.18
IV
70.6%
B/E move
9.5%

25Δ

Calls
Pseudo strike
41.94
IV
55.0%
B/E move
7.6%
Puts
Pseudo strike
37.27
IV
57.2%
B/E move
6.8%

30Δ

Calls
Pseudo strike
41.09
IV
46.7%
B/E move
5.6%
Puts
Pseudo strike
38.03
IV
48.0%
B/E move
4.9%

35Δ

Calls
Pseudo strike
40.59
IV
42.1%
B/E move
4.5%
Puts
Pseudo strike
38.48
IV
42.7%
B/E move
3.9%

40Δ

Calls
Pseudo strike
40.13
IV
37.9%
B/E move
3.5%
Puts
Pseudo strike
38.92
IV
37.3%
B/E move
2.9%

45Δ

Calls
Pseudo strike
39.81
IV
35.8%
B/E move
2.9%
Puts
Pseudo strike
39.17
IV
34.0%
B/E move
2.4%

50Δ

Calls
Pseudo strike
39.53
IV
34.5%
B/E move
2.4%
Puts
Pseudo strike
39.38
IV
31.0%
B/E move
2.0%

55Δ

Calls
Pseudo strike
39.26
IV
33.2%
B/E move
2.0%
Puts
Pseudo strike
39.58
IV
28.1%
B/E move
1.5%

60Δ

Calls
Pseudo strike
38.99
IV
32.0%
B/E move
1.6%
Puts
Pseudo strike
39.79
IV
25.1%
B/E move
1.1%

65Δ

Calls
Pseudo strike
38.65
IV
33.8%
B/E move
1.4%
Puts
Pseudo strike
40.00
IV
22.2%
B/E move
0.7%

70Δ

Calls
Pseudo strike
38.32
IV
35.6%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
37.96
IV
37.8%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
37.21
IV
45.5%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend25.25%
Daily close
HEEM19.2%29.8%40.3%2026-08-13: 27.81%2026-08-14: 26.84%2026-08-17: 28.62%2026-08-18: 30.84%2026-08-19: 33.01%2026-08-20: 34.24%2026-08-21: 23.06%2026-08-24: 23.56%2026-08-25: 22.86%2026-08-26: 22.94%2026-08-27: 22.10%2026-08-28: 22.20%2026-08-31: 22.30%2026-09-01: 21.50%2026-09-02: 21.93%2026-09-03: 21.60%2026-09-04: 20.67%2026-09-08: 22.74%2026-09-09: 23.57%2026-09-10: 24.10%2026-09-11: 24.18%2026-09-14: 27.05%2026-09-15: 28.61%2026-09-16: 29.93%2026-09-17: 34.39%2026-09-18: 22.37%2026-09-21: 21.97%2026-09-22: 22.29%2026-09-23: 22.19%2026-09-24: 23.15%2026-09-25: 22.52%2026-09-28: 23.32%2026-09-29: 23.25%2026-09-30: 23.27%2026-10-01: 23.34%2026-10-02: 22.91%2026-10-05: 23.04%2026-10-06: 22.98%2026-10-07: 23.40%2026-10-08: 23.74%2026-10-09: 23.87%2026-10-12: 26.34%2026-10-13: 27.24%2026-10-14: 30.06%2026-10-15: 38.89%2026-10-16: 23.15%2026-10-19: 23.13%2026-10-20: 23.38%2026-10-21: 22.91%2026-10-22: 24.03%2026-10-23: 24.73%2026-10-26: 24.95%2026-10-27: 24.06%2026-10-28: 24.38%2026-10-29: 23.87%2026-10-30: 25.25%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
27.81%
26.84%
28.62%
30.84%
33.01%
34.24%
23.06%
23.56%
22.86%
22.94%
22.10%
22.20%
22.30%
21.50%
21.93%
21.60%
20.67%
22.74%
23.57%
24.10%
24.18%
27.05%
28.61%
29.93%
34.39%
22.37%
21.97%
22.29%
22.19%
23.15%
22.52%
23.32%
23.25%
23.27%
23.34%
22.91%
23.04%
22.98%
23.40%
23.74%
23.87%
26.34%
27.24%
30.06%
38.89%
23.15%
23.13%
23.38%
22.91%
24.03%
24.73%
24.95%
24.06%
24.38%
23.87%
25.25%