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iShares Currency Hedged MSCI Japan ETF HEWJ

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Market dataready · fetched 2026-11-13T02:49:18.883Z

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 · 2026-11-13T01:00:00.148435239Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:49:18.513392+00:00

Share price$62.57
1D+0.4%
AH$62.26$62.41$62.55$62.70$62.855:30 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$1.35$2.00$2.66$3.31$3.96$55.70$59.01$62.33$65.65$68.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive HEWJ spot · $62.57HEWJ PRICE$1.43$1.44$1.51$1.62$1.75$1.92$1.43$1.43$1.46$1.52$1.60$1.70$1.84$2.10$2.43$2.76$3.10$3.43$3.77
PutsExpensive1.18×
Calls——
Skew——
Implied moveBearish±$3.60
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.47127.9%15.2%
25Δ57.4697.6%10.4%
30Δ67.5487.8%10.2%59.3379.2%7.5%
35Δ65.5570.9%7.1%60.5767.2%5.6%
40Δ64.3561.5%5.3%61.4758.8%4.3%
45Δ63.5155.2%4.1%62.1952.5%3.3%
50Δ62.8250.5%3.2%62.7648.5%2.6%
55Δ62.2647.4%2.6%63.3045.8%2.2%
60Δ63.8244.1%1.9%
65Δ64.3342.4%1.6%
70Δ64.8440.7%1.3%
75Δ65.3639.0%1.0%
80Δ65.8737.3%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.47
IV
127.9%
B/E move
15.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.46
IV
97.6%
B/E move
10.4%

30Δ

Calls
Pseudo strike
67.54
IV
87.8%
B/E move
10.2%
Puts
Pseudo strike
59.33
IV
79.2%
B/E move
7.5%

35Δ

Calls
Pseudo strike
65.55
IV
70.9%
B/E move
7.1%
Puts
Pseudo strike
60.57
IV
67.2%
B/E move
5.6%

40Δ

Calls
Pseudo strike
64.35
IV
61.5%
B/E move
5.3%
Puts
Pseudo strike
61.47
IV
58.8%
B/E move
4.3%

45Δ

Calls
Pseudo strike
63.51
IV
55.2%
B/E move
4.1%
Puts
Pseudo strike
62.19
IV
52.5%
B/E move
3.3%

50Δ

Calls
Pseudo strike
62.82
IV
50.5%
B/E move
3.2%
Puts
Pseudo strike
62.76
IV
48.5%
B/E move
2.6%

55Δ

Calls
Pseudo strike
62.26
IV
47.4%
B/E move
2.6%
Puts
Pseudo strike
63.30
IV
45.8%
B/E move
2.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.82
IV
44.1%
B/E move
1.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.33
IV
42.4%
B/E move
1.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.84
IV
40.7%
B/E move
1.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.36
IV
39.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.87
IV
37.3%
B/E move
0.7%

Options history

IV · four-Friday blend22.91%
Daily close
HEWJ18.8%28.8%38.7%2026-08-14: 26.25%2026-08-17: 28.59%2026-08-18: 30.19%2026-08-19: 36.74%2026-08-20: 32.24%2026-08-21: 22.38%2026-08-24: 22.11%2026-08-25: 22.18%2026-08-26: 21.98%2026-08-27: 20.97%2026-08-28: 20.17%2026-08-31: 20.13%2026-09-01: 20.52%2026-09-02: 20.19%2026-09-03: 20.44%2026-09-04: 20.52%2026-09-08: 22.76%2026-09-09: 23.63%2026-09-10: 24.12%2026-09-11: 23.78%2026-09-14: 26.44%2026-09-15: 27.95%2026-09-16: 28.70%2026-09-17: 33.50%2026-09-18: 22.10%2026-09-21: 21.57%2026-09-22: 22.00%2026-09-23: 22.82%2026-09-24: 22.92%2026-09-25: 22.02%2026-09-28: 22.41%2026-09-29: 22.91%2026-09-30: 22.79%2026-10-01: 22.80%2026-10-02: 22.24%2026-10-05: 23.17%2026-10-06: 23.55%2026-10-07: 24.50%2026-10-08: 24.69%2026-10-09: 24.82%2026-10-12: 27.11%2026-10-13: 28.03%2026-10-14: 30.05%2026-10-15: 37.37%2026-10-16: 23.09%2026-10-19: 23.41%2026-10-20: 22.58%2026-10-21: 22.57%2026-10-22: 23.27%2026-10-23: 23.54%2026-10-26: 22.18%2026-10-27: 21.56%2026-10-28: 21.66%2026-10-29: 21.68%2026-10-30: 22.91%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
26.25%
28.59%
30.19%
36.74%
32.24%
22.38%
22.11%
22.18%
21.98%
20.97%
20.17%
20.13%
20.52%
20.19%
20.44%
20.52%
22.76%
23.63%
24.12%
23.78%
26.44%
27.95%
28.70%
33.50%
22.10%
21.57%
22.00%
22.82%
22.92%
22.02%
22.41%
22.91%
22.79%
22.80%
22.24%
23.17%
23.55%
24.50%
24.69%
24.82%
27.11%
28.03%
30.05%
37.37%
23.09%
23.41%
22.58%
22.57%
23.27%
23.54%
22.18%
21.56%
21.66%
21.68%
22.91%