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iShares Currency Hedged MSCI Eurozone ETF of ISHARES TRUST HEZU

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Market datapartial · fetched 2026-10-22T20:47:51.391Z

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 · 2026-10-22T20:10:00.003433821Z

FundamentalsAlpha Vantage · unavailable

Share price$47.26
1D-0.8%
AH$47.21$47.34$47.48$47.61$47.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHEZU
Sold putSold callAH

iShares Currency Hedged MSCI Eurozone ETF of ISHARES TRUST options

Live interpolated HEZU call and put midpoint premiums by absolute delta.iShares Currency Hedged MSCI Eurozone ETF of ISHARES TRUST$0.68$1.11$1.53$1.96$2.38$43.47$45.35$47.22$49.10$50.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HEZU spot · $47.26HEZU PRICE$0.72$0.73$0.78$0.87$0.95$1.06$1.16$1.29$1.45$1.61$1.79$2.26$0.72$0.77$0.82$0.87$0.94$1.01$1.09$1.16$1.25$1.36$1.48$1.59$1.71
PutsExpensive1.24×
CallsExpensive1.20×
SkewBearish+0.53 pp
Implied moveBalanced±$2.14
TiltBalanced0.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.8945.8%10.8%
25Δ51.3638.6%10.2%44.4237.0%7.6%
30Δ49.8130.4%7.0%45.4331.2%5.6%
35Δ48.9326.1%5.2%46.1726.8%4.1%
40Δ48.3923.8%4.2%46.6924.0%3.2%
45Δ47.9121.9%3.4%47.1321.6%2.4%
50Δ47.5520.7%2.9%47.4420.0%1.9%
55Δ47.2019.5%2.3%47.7618.3%1.4%
60Δ46.8718.6%1.9%48.0516.9%1.0%
65Δ46.5717.9%1.6%48.2715.9%0.8%
70Δ46.2817.3%1.3%48.4814.9%0.5%
75Δ45.9616.8%1.0%48.7013.9%0.3%
80Δ45.4218.2%0.9%48.9213.0%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.89
IV
45.8%
B/E move
10.8%

25Δ

Calls
Pseudo strike
51.36
IV
38.6%
B/E move
10.2%
Puts
Pseudo strike
44.42
IV
37.0%
B/E move
7.6%

30Δ

Calls
Pseudo strike
49.81
IV
30.4%
B/E move
7.0%
Puts
Pseudo strike
45.43
IV
31.2%
B/E move
5.6%

35Δ

Calls
Pseudo strike
48.93
IV
26.1%
B/E move
5.2%
Puts
Pseudo strike
46.17
IV
26.8%
B/E move
4.1%

40Δ

Calls
Pseudo strike
48.39
IV
23.8%
B/E move
4.2%
Puts
Pseudo strike
46.69
IV
24.0%
B/E move
3.2%

45Δ

Calls
Pseudo strike
47.91
IV
21.9%
B/E move
3.4%
Puts
Pseudo strike
47.13
IV
21.6%
B/E move
2.4%

50Δ

Calls
Pseudo strike
47.55
IV
20.7%
B/E move
2.9%
Puts
Pseudo strike
47.44
IV
20.0%
B/E move
1.9%

55Δ

Calls
Pseudo strike
47.20
IV
19.5%
B/E move
2.3%
Puts
Pseudo strike
47.76
IV
18.3%
B/E move
1.4%

60Δ

Calls
Pseudo strike
46.87
IV
18.6%
B/E move
1.9%
Puts
Pseudo strike
48.05
IV
16.9%
B/E move
1.0%

65Δ

Calls
Pseudo strike
46.57
IV
17.9%
B/E move
1.6%
Puts
Pseudo strike
48.27
IV
15.9%
B/E move
0.8%

70Δ

Calls
Pseudo strike
46.28
IV
17.3%
B/E move
1.3%
Puts
Pseudo strike
48.48
IV
14.9%
B/E move
0.5%

75Δ

Calls
Pseudo strike
45.96
IV
16.8%
B/E move
1.0%
Puts
Pseudo strike
48.70
IV
13.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
45.42
IV
18.2%
B/E move
0.9%
Puts
Pseudo strike
48.92
IV
13.0%
B/E move
0.1%

Options history

No recorded observations