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iShares Core MSCI Emerging Markets ETF IEMG

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Market datapartial · fetched 2026-10-23T03:32:29.748Z

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 · 2026-10-23T00:00:00.112851854Z

FundamentalsAlpha Vantage · unavailable

Share price$75.44
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$0.40$2.11$3.83$5.54$7.26$67.35$71.88$76.41$80.95$85.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IEMG spot · $75.44IEMG PRICE$0.58$0.77$0.98$1.27$1.61$1.91$2.17$2.63$2.96$3.33$3.83$4.51$5.08$0.69$0.93$1.09$1.33$1.59$1.86$2.16$2.47$2.87$3.73$3.17$4.64$6.76
PutsCheap0.85×
CallsExpensive1.17×
SkewBullish-1.21 pp
Implied moveBalanced±$4.33
TiltBearish2.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.5225.0%7.5%71.0527.9%6.7%
25Δ79.5925.1%6.5%71.9428.3%5.9%
30Δ78.6824.7%5.6%73.0325.8%4.6%
35Δ78.0726.2%5.2%73.7925.5%4.0%
40Δ77.4027.6%4.7%74.5125.1%3.3%
45Δ76.6827.8%4.2%75.1924.7%2.8%
50Δ75.8826.7%3.5%75.8524.3%2.3%
55Δ75.1627.9%3.1%76.4823.8%1.9%
60Δ74.4527.2%2.6%77.1723.7%1.5%
65Δ73.7326.5%2.1%78.1726.2%1.3%
70Δ72.9626.6%1.8%78.0719.9%0.7%
75Δ72.0627.3%1.5%79.5824.7%0.7%
80Δ71.2426.6%1.2%81.8029.6%0.5%

20Δ

Calls
Pseudo strike
80.52
IV
25.0%
B/E move
7.5%
Puts
Pseudo strike
71.05
IV
27.9%
B/E move
6.7%

25Δ

Calls
Pseudo strike
79.59
IV
25.1%
B/E move
6.5%
Puts
Pseudo strike
71.94
IV
28.3%
B/E move
5.9%

30Δ

Calls
Pseudo strike
78.68
IV
24.7%
B/E move
5.6%
Puts
Pseudo strike
73.03
IV
25.8%
B/E move
4.6%

35Δ

Calls
Pseudo strike
78.07
IV
26.2%
B/E move
5.2%
Puts
Pseudo strike
73.79
IV
25.5%
B/E move
4.0%

40Δ

Calls
Pseudo strike
77.40
IV
27.6%
B/E move
4.7%
Puts
Pseudo strike
74.51
IV
25.1%
B/E move
3.3%

45Δ

Calls
Pseudo strike
76.68
IV
27.8%
B/E move
4.2%
Puts
Pseudo strike
75.19
IV
24.7%
B/E move
2.8%

50Δ

Calls
Pseudo strike
75.88
IV
26.7%
B/E move
3.5%
Puts
Pseudo strike
75.85
IV
24.3%
B/E move
2.3%

55Δ

Calls
Pseudo strike
75.16
IV
27.9%
B/E move
3.1%
Puts
Pseudo strike
76.48
IV
23.8%
B/E move
1.9%

60Δ

Calls
Pseudo strike
74.45
IV
27.2%
B/E move
2.6%
Puts
Pseudo strike
77.17
IV
23.7%
B/E move
1.5%

65Δ

Calls
Pseudo strike
73.73
IV
26.5%
B/E move
2.1%
Puts
Pseudo strike
78.17
IV
26.2%
B/E move
1.3%

70Δ

Calls
Pseudo strike
72.96
IV
26.6%
B/E move
1.8%
Puts
Pseudo strike
78.07
IV
19.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
72.06
IV
27.3%
B/E move
1.5%
Puts
Pseudo strike
79.58
IV
24.7%
B/E move
0.7%

80Δ

Calls
Pseudo strike
71.24
IV
26.6%
B/E move
1.2%
Puts
Pseudo strike
81.80
IV
29.6%
B/E move
0.5%

Options history

No recorded observations