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iShares Core MSCI International Developed Markets ETF IDEV

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Market dataready · fetched 2026-11-11T13:56:47.859Z

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 · 2026-11-11T01:00:00.10001866Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:56:47.258853+00:00

Share price$89.90
1D-0.2%
AH$89.35$89.57$89.78$89.99$90.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIDEV
Sold putSold callAH

iShares Core MSCI International Developed Markets ETF options

Live interpolated IDEV call and put midpoint premiums by absolute delta.iShares Core MSCI International Developed Markets ETF$0.60$1.74$2.88$4.01$5.15$80.99$85.62$90.24$94.86$99.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IDEV spot · $89.90IDEV PRICE$0.72$0.77$0.83$0.90$0.96$1.03$1.09$1.22$1.35$1.49$1.75$2.07$2.45$0.77$0.83$1.10$1.48$1.85$2.22$2.59$2.96$3.33$3.71$4.08$4.45$4.82
PutsCheap0.70×
CallsCheap0.47×
SkewBearish+9.03 pp
Implied moveBearish±$3.68
TiltBearish34.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.5648.4%8.2%84.7846.5%6.5%
25Δ94.4539.3%5.9%86.5637.7%4.6%
30Δ93.5835.4%5.0%87.4635.3%3.9%
35Δ92.7231.4%4.1%88.1334.9%3.6%
40Δ91.8527.5%3.2%88.7934.5%3.3%
45Δ90.9823.6%2.3%89.4634.1%3.0%
50Δ90.1119.7%1.5%90.1333.7%2.6%
55Δ89.7318.6%1.2%90.8033.3%2.3%
60Δ89.4117.9%1.0%91.4732.9%2.0%
65Δ89.0917.2%0.8%92.1332.5%1.6%
70Δ88.7117.4%0.6%92.8032.0%1.3%
75Δ88.3017.8%0.5%93.4731.6%1.0%
80Δ87.8318.5%0.4%94.1431.2%0.6%

20Δ

Calls
Pseudo strike
96.56
IV
48.4%
B/E move
8.2%
Puts
Pseudo strike
84.78
IV
46.5%
B/E move
6.5%

25Δ

Calls
Pseudo strike
94.45
IV
39.3%
B/E move
5.9%
Puts
Pseudo strike
86.56
IV
37.7%
B/E move
4.6%

30Δ

Calls
Pseudo strike
93.58
IV
35.4%
B/E move
5.0%
Puts
Pseudo strike
87.46
IV
35.3%
B/E move
3.9%

35Δ

Calls
Pseudo strike
92.72
IV
31.4%
B/E move
4.1%
Puts
Pseudo strike
88.13
IV
34.9%
B/E move
3.6%

40Δ

Calls
Pseudo strike
91.85
IV
27.5%
B/E move
3.2%
Puts
Pseudo strike
88.79
IV
34.5%
B/E move
3.3%

45Δ

Calls
Pseudo strike
90.98
IV
23.6%
B/E move
2.3%
Puts
Pseudo strike
89.46
IV
34.1%
B/E move
3.0%

50Δ

Calls
Pseudo strike
90.11
IV
19.7%
B/E move
1.5%
Puts
Pseudo strike
90.13
IV
33.7%
B/E move
2.6%

55Δ

Calls
Pseudo strike
89.73
IV
18.6%
B/E move
1.2%
Puts
Pseudo strike
90.80
IV
33.3%
B/E move
2.3%

60Δ

Calls
Pseudo strike
89.41
IV
17.9%
B/E move
1.0%
Puts
Pseudo strike
91.47
IV
32.9%
B/E move
2.0%

65Δ

Calls
Pseudo strike
89.09
IV
17.2%
B/E move
0.8%
Puts
Pseudo strike
92.13
IV
32.5%
B/E move
1.6%

70Δ

Calls
Pseudo strike
88.71
IV
17.4%
B/E move
0.6%
Puts
Pseudo strike
92.80
IV
32.0%
B/E move
1.3%

75Δ

Calls
Pseudo strike
88.30
IV
17.8%
B/E move
0.5%
Puts
Pseudo strike
93.47
IV
31.6%
B/E move
1.0%

80Δ

Calls
Pseudo strike
87.83
IV
18.5%
B/E move
0.4%
Puts
Pseudo strike
94.14
IV
31.2%
B/E move
0.6%

Options history

IV · four-Friday blend15.15%
Daily close
IDEV12.6%18.6%24.5%2026-08-13: 14.66%2026-08-14: 14.93%2026-08-17: 16.48%2026-08-18: 17.13%2026-08-19: 18.52%2026-08-20: 21.29%2026-08-21: 13.80%2026-08-24: 13.82%2026-08-25: 13.71%2026-08-26: 13.50%2026-08-27: 13.60%2026-08-28: 13.42%2026-08-31: 13.94%2026-09-01: 14.07%2026-09-02: 14.16%2026-09-03: 13.44%2026-09-04: 13.50%2026-09-08: 14.50%2026-09-09: 15.22%2026-09-10: 15.99%2026-09-11: 15.51%2026-09-14: 17.06%2026-09-15: 18.65%2026-09-16: 19.38%2026-09-17: 22.74%2026-09-18: 14.52%2026-09-21: 14.52%2026-09-22: 14.26%2026-09-23: 14.49%2026-09-24: 14.71%2026-09-25: 14.71%2026-09-28: 14.71%2026-09-29: 14.96%2026-09-30: 14.92%2026-10-01: 15.16%2026-10-02: 15.37%2026-10-05: 15.70%2026-10-06: 15.00%2026-10-07: 15.76%2026-10-08: 16.15%2026-10-09: 16.23%2026-10-12: 17.68%2026-10-13: 18.34%2026-10-14: 19.42%2026-10-15: 23.71%2026-10-16: 14.16%2026-10-19: 14.58%2026-10-20: 14.61%2026-10-21: 14.86%2026-10-22: 14.82%2026-10-23: 15.37%2026-10-26: 15.30%2026-10-27: 15.27%2026-10-28: 14.87%2026-10-29: 15.02%2026-10-30: 15.15%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
14.66%
14.93%
16.48%
17.13%
18.52%
21.29%
13.80%
13.82%
13.71%
13.50%
13.60%
13.42%
13.94%
14.07%
14.16%
13.44%
13.50%
14.50%
15.22%
15.99%
15.51%
17.06%
18.65%
19.38%
22.74%
14.52%
14.52%
14.26%
14.49%
14.71%
14.71%
14.71%
14.96%
14.92%
15.16%
15.37%
15.70%
15.00%
15.76%
16.15%
16.23%
17.68%
18.34%
19.42%
23.71%
14.16%
14.58%
14.61%
14.86%
14.82%
15.37%
15.30%
15.27%
14.87%
15.02%
15.15%