IntraAlpha
Create free account Start free

iShares Core MSCI Emerging Markets ETF IEMG

i

Market dataready · fetched 2026-11-12T03:21:47.360Z

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 · 2026-11-12T01:00:00.123003749Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:21:46.733714+00:00

Share price$75.47
1D+0.4%
AH$75.06$75.29$75.53$75.76$75.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIEMG
Sold putSold callAH

iShares Core MSCI Emerging Markets ETF options

Live interpolated IEMG call and put midpoint premiums by absolute delta.iShares Core MSCI Emerging Markets ETF$0.31$1.14$1.97$2.79$3.62$69.28$72.35$75.42$78.50$81.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IEMG spot · $75.47IEMG PRICE$0.40$0.53$0.63$0.73$0.82$0.95$1.27$1.60$1.99$2.43$2.67$2.89$3.38$0.59$0.52$0.65$0.81$0.98$1.17$1.38$1.60$1.86$2.11$2.45$2.81$3.17
PutsCheap0.94×
CallsCheap0.70×
SkewBullish-0.35 pp
Implied moveBearish±$2.66
TiltBalanced0.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.8431.5%5.0%71.5942.6%5.9%
25Δ78.1330.6%4.2%73.3329.1%3.5%
30Δ77.4628.7%3.5%73.8828.1%3.0%
35Δ76.8626.7%2.8%74.3428.0%2.6%
40Δ76.4025.0%2.3%74.7728.1%2.2%
45Δ75.9423.9%1.9%75.2028.2%1.9%
50Δ75.5526.7%1.8%75.6228.2%1.6%
55Δ75.1529.4%1.7%76.0428.1%1.4%
60Δ74.6631.9%1.6%76.4727.9%1.1%
65Δ74.1034.1%1.4%76.9027.7%0.9%
70Δ73.6532.7%1.1%77.3827.7%0.7%
75Δ73.2330.6%0.9%77.8727.6%0.5%
80Δ72.5730.9%0.6%78.3626.8%0.4%

20Δ

Calls
Pseudo strike
78.84
IV
31.5%
B/E move
5.0%
Puts
Pseudo strike
71.59
IV
42.6%
B/E move
5.9%

25Δ

Calls
Pseudo strike
78.13
IV
30.6%
B/E move
4.2%
Puts
Pseudo strike
73.33
IV
29.1%
B/E move
3.5%

30Δ

Calls
Pseudo strike
77.46
IV
28.7%
B/E move
3.5%
Puts
Pseudo strike
73.88
IV
28.1%
B/E move
3.0%

35Δ

Calls
Pseudo strike
76.86
IV
26.7%
B/E move
2.8%
Puts
Pseudo strike
74.34
IV
28.0%
B/E move
2.6%

40Δ

Calls
Pseudo strike
76.40
IV
25.0%
B/E move
2.3%
Puts
Pseudo strike
74.77
IV
28.1%
B/E move
2.2%

45Δ

Calls
Pseudo strike
75.94
IV
23.9%
B/E move
1.9%
Puts
Pseudo strike
75.20
IV
28.2%
B/E move
1.9%

50Δ

Calls
Pseudo strike
75.55
IV
26.7%
B/E move
1.8%
Puts
Pseudo strike
75.62
IV
28.2%
B/E move
1.6%

55Δ

Calls
Pseudo strike
75.15
IV
29.4%
B/E move
1.7%
Puts
Pseudo strike
76.04
IV
28.1%
B/E move
1.4%

60Δ

Calls
Pseudo strike
74.66
IV
31.9%
B/E move
1.6%
Puts
Pseudo strike
76.47
IV
27.9%
B/E move
1.1%

65Δ

Calls
Pseudo strike
74.10
IV
34.1%
B/E move
1.4%
Puts
Pseudo strike
76.90
IV
27.7%
B/E move
0.9%

70Δ

Calls
Pseudo strike
73.65
IV
32.7%
B/E move
1.1%
Puts
Pseudo strike
77.38
IV
27.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
73.23
IV
30.6%
B/E move
0.9%
Puts
Pseudo strike
77.87
IV
27.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
72.57
IV
30.9%
B/E move
0.6%
Puts
Pseudo strike
78.36
IV
26.8%
B/E move
0.4%

Options history

IV · four-Friday blend25.52%
Daily close
IEMG20.1%24.6%29.1%2026-08-13: 26.32%2026-08-14: 26.02%2026-08-17: 28.47%2026-08-18: 27.50%2026-08-19: 27.49%2026-08-20: 27.81%2026-08-21: 24.89%2026-08-24: 25.23%2026-08-25: 25.37%2026-08-26: 24.01%2026-08-27: 23.25%2026-09-18: 23.32%2026-09-21: 22.87%2026-09-22: 22.88%2026-09-23: 23.11%2026-09-24: 23.55%2026-09-25: 23.16%2026-09-28: 24.66%2026-09-29: 23.77%2026-09-30: 22.47%2026-10-01: 23.62%2026-10-02: 22.55%2026-10-05: 22.37%2026-10-06: 21.76%2026-10-07: 21.86%2026-10-08: 22.39%2026-10-09: 20.70%2026-10-12: 21.91%2026-10-13: 22.42%2026-10-14: 25.54%2026-10-15: 26.64%2026-10-16: 23.84%2026-10-19: 23.43%2026-10-20: 23.05%2026-10-21: 22.86%2026-10-22: 24.22%2026-10-23: 24.98%2026-10-26: 25.60%2026-10-27: 25.02%2026-10-28: 24.24%2026-10-29: 25.28%2026-10-30: 25.52%Aug 13Oct 1Oct 30
42 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
26.32%
26.02%
28.47%
27.50%
27.49%
27.81%
24.89%
25.23%
25.37%
24.01%
23.25%
23.32%
22.87%
22.88%
23.11%
23.55%
23.16%
24.66%
23.77%
22.47%
23.62%
22.55%
22.37%
21.76%
21.86%
22.39%
20.70%
21.91%
22.42%
25.54%
26.64%
23.84%
23.43%
23.05%
22.86%
24.22%
24.98%
25.60%
25.02%
24.24%
25.28%
25.52%