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iShares Currency Hedged MSCI Japan ETF HEWJ

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Market datapartial · fetched 2026-10-22T23:24:12.329Z

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 · 2026-10-22T22:30:00.003739728Z

FundamentalsAlpha Vantage · unavailable

Share price$63.20
1D-0.8%
AH$63.05$63.23$63.40$63.58$63.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHEWJ
Sold putSold callAH

iShares Currency Hedged MSCI Japan ETF options

Live interpolated HEWJ call and put midpoint premiums by absolute delta.iShares Currency Hedged MSCI Japan ETF$0.83$1.63$2.43$3.23$4.03$57.51$60.34$63.17$66.00$68.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HEWJ spot · $63.20HEWJ PRICE$0.93$1.02$1.13$1.25$1.36$1.57$1.79$2.16$2.52$2.80$3.12$3.70$0.92$1.01$1.11$1.23$1.34$1.44$1.63$1.82$2.17$2.52$2.80$3.08$3.80
PutsExpensive1.35×
CallsExpensive1.64×
SkewBearish+0.31 pp
Implied moveBearish±$3.20
TiltBearish3.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.6343.6%10.3%
25Δ68.4236.9%9.7%59.4936.3%7.5%
30Δ66.7431.6%7.2%60.7831.3%5.6%
35Δ65.6328.2%5.6%61.6928.1%4.3%
40Δ64.8025.9%4.5%62.4125.4%3.4%
45Δ64.1123.5%3.6%63.0423.0%2.5%
50Δ63.5522.8%3.0%63.5122.0%2.1%
55Δ63.0222.5%2.6%63.9921.1%1.6%
60Δ62.4623.3%2.3%64.5121.5%1.4%
65Δ61.9223.9%2.0%65.0421.8%1.1%
70Δ61.4222.9%1.6%65.5020.9%0.8%
75Δ60.8822.3%1.3%65.9620.0%0.5%
80Δ60.1622.9%1.0%66.8021.1%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.63
IV
43.6%
B/E move
10.3%

25Δ

Calls
Pseudo strike
68.42
IV
36.9%
B/E move
9.7%
Puts
Pseudo strike
59.49
IV
36.3%
B/E move
7.5%

30Δ

Calls
Pseudo strike
66.74
IV
31.6%
B/E move
7.2%
Puts
Pseudo strike
60.78
IV
31.3%
B/E move
5.6%

35Δ

Calls
Pseudo strike
65.63
IV
28.2%
B/E move
5.6%
Puts
Pseudo strike
61.69
IV
28.1%
B/E move
4.3%

40Δ

Calls
Pseudo strike
64.80
IV
25.9%
B/E move
4.5%
Puts
Pseudo strike
62.41
IV
25.4%
B/E move
3.4%

45Δ

Calls
Pseudo strike
64.11
IV
23.5%
B/E move
3.6%
Puts
Pseudo strike
63.04
IV
23.0%
B/E move
2.5%

50Δ

Calls
Pseudo strike
63.55
IV
22.8%
B/E move
3.0%
Puts
Pseudo strike
63.51
IV
22.0%
B/E move
2.1%

55Δ

Calls
Pseudo strike
63.02
IV
22.5%
B/E move
2.6%
Puts
Pseudo strike
63.99
IV
21.1%
B/E move
1.6%

60Δ

Calls
Pseudo strike
62.46
IV
23.3%
B/E move
2.3%
Puts
Pseudo strike
64.51
IV
21.5%
B/E move
1.4%

65Δ

Calls
Pseudo strike
61.92
IV
23.9%
B/E move
2.0%
Puts
Pseudo strike
65.04
IV
21.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
61.42
IV
22.9%
B/E move
1.6%
Puts
Pseudo strike
65.50
IV
20.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
60.88
IV
22.3%
B/E move
1.3%
Puts
Pseudo strike
65.96
IV
20.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
60.16
IV
22.9%
B/E move
1.0%
Puts
Pseudo strike
66.80
IV
21.1%
B/E move
0.3%

Options history

No recorded observations