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iShares Core MSCI Emerging Markets ETF IEMG

i

Market dataready · fetched 2026-10-22T21:27:27.215Z

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 · 2026-10-22T20:48:20.425856803Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:27:26.464631+00:00

Share price$75.53
1D-0.2%
AH$75.15$75.41$75.66$75.92$76.185:30 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$0.37$2.28$4.19$6.11$8.02$67.48$71.98$76.47$80.97$85.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IEMG spot · $75.53IEMG PRICE$0.57$0.76$0.96$1.25$1.58$1.89$2.12$2.57$2.91$3.23$3.71$4.34$4.91$0.70$0.95$1.10$1.35$1.62$1.90$2.21$2.53$3.06$3.92$3.63$5.09$7.47
PutsCheap0.89×
CallsExpensive1.15×
SkewBearish+0.50 pp
Implied moveBearish±$4.32
TiltBearish7.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.5524.7%7.4%71.0928.2%6.8%
25Δ79.6524.8%6.5%71.9928.6%5.9%
30Δ78.7124.3%5.5%73.0926.2%4.7%
35Δ78.1125.7%5.1%73.8625.9%4.0%
40Δ77.4627.0%4.6%74.5925.5%3.4%
45Δ76.7527.4%4.1%75.2825.1%2.9%
50Δ75.9726.1%3.4%75.9624.8%2.4%
55Δ75.2627.1%3.0%76.6024.3%1.9%
60Δ74.5626.7%2.6%77.3825.0%1.6%
65Δ73.8825.7%2.1%78.3927.5%1.4%
70Δ73.1325.7%1.7%78.5522.4%0.8%
75Δ72.2926.1%1.4%80.0427.2%0.8%
80Δ71.4825.6%1.1%82.5532.5%0.6%

20Δ

Calls
Pseudo strike
80.55
IV
24.7%
B/E move
7.4%
Puts
Pseudo strike
71.09
IV
28.2%
B/E move
6.8%

25Δ

Calls
Pseudo strike
79.65
IV
24.8%
B/E move
6.5%
Puts
Pseudo strike
71.99
IV
28.6%
B/E move
5.9%

30Δ

Calls
Pseudo strike
78.71
IV
24.3%
B/E move
5.5%
Puts
Pseudo strike
73.09
IV
26.2%
B/E move
4.7%

35Δ

Calls
Pseudo strike
78.11
IV
25.7%
B/E move
5.1%
Puts
Pseudo strike
73.86
IV
25.9%
B/E move
4.0%

40Δ

Calls
Pseudo strike
77.46
IV
27.0%
B/E move
4.6%
Puts
Pseudo strike
74.59
IV
25.5%
B/E move
3.4%

45Δ

Calls
Pseudo strike
76.75
IV
27.4%
B/E move
4.1%
Puts
Pseudo strike
75.28
IV
25.1%
B/E move
2.9%

50Δ

Calls
Pseudo strike
75.97
IV
26.1%
B/E move
3.4%
Puts
Pseudo strike
75.96
IV
24.8%
B/E move
2.4%

55Δ

Calls
Pseudo strike
75.26
IV
27.1%
B/E move
3.0%
Puts
Pseudo strike
76.60
IV
24.3%
B/E move
1.9%

60Δ

Calls
Pseudo strike
74.56
IV
26.7%
B/E move
2.6%
Puts
Pseudo strike
77.38
IV
25.0%
B/E move
1.6%

65Δ

Calls
Pseudo strike
73.88
IV
25.7%
B/E move
2.1%
Puts
Pseudo strike
78.39
IV
27.5%
B/E move
1.4%

70Δ

Calls
Pseudo strike
73.13
IV
25.7%
B/E move
1.7%
Puts
Pseudo strike
78.55
IV
22.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
72.29
IV
26.1%
B/E move
1.4%
Puts
Pseudo strike
80.04
IV
27.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
71.48
IV
25.6%
B/E move
1.1%
Puts
Pseudo strike
82.55
IV
32.5%
B/E move
0.6%

Options history

No recorded observations