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iShares Core MSCI Europe ETF IEUR

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Market datapartial · fetched 2026-10-22T09:18:45.220Z

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 · 2026-10-22T00:00:00.138437465Z

FundamentalsAlpha Vantage · unavailable

Share price$74.30
1D-0.2%
AH$74.06$74.18$74.31$74.43$74.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIEUR
Sold putSold callAH

iShares Core MSCI Europe ETF options

Live interpolated IEUR call and put midpoint premiums by absolute delta.iShares Core MSCI Europe ETF$0.71$1.52$2.33$3.13$3.94$68.92$71.64$74.36$77.08$79.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IEUR spot · $74.30IEUR PRICE$0.80$0.85$0.94$1.03$1.14$1.26$1.43$1.60$1.89$2.25$2.69$3.18$3.71$0.89$0.98$1.07$1.14$1.24$1.35$1.50$1.65$1.88$2.11$2.49$2.92$3.47
PutsExpensive1.31×
CallsExpensive1.37×
SkewBullish-0.55 pp
Implied moveBearish±$2.92
TiltBalanced0.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ81.6335.6%10.9%68.7536.1%8.7%
25Δ78.9628.1%7.4%70.6530.0%6.2%
30Δ77.5224.2%5.6%71.9625.7%4.6%
35Δ76.5321.6%4.4%72.9122.2%3.4%
40Δ75.7819.7%3.5%73.5920.0%2.6%
45Δ75.1818.2%2.9%74.1618.3%2.0%
50Δ74.6617.4%2.4%74.6017.3%1.6%
55Δ74.1916.9%2.0%75.0516.4%1.2%
60Δ73.6917.1%1.7%75.4716.1%1.0%
65Δ73.1817.8%1.5%75.8915.7%0.7%
70Δ72.6018.5%1.3%76.4115.9%0.5%
75Δ71.9619.2%1.1%76.9616.3%0.3%
80Δ71.2819.3%0.9%77.6316.6%0.2%

20Δ

Calls
Pseudo strike
81.63
IV
35.6%
B/E move
10.9%
Puts
Pseudo strike
68.75
IV
36.1%
B/E move
8.7%

25Δ

Calls
Pseudo strike
78.96
IV
28.1%
B/E move
7.4%
Puts
Pseudo strike
70.65
IV
30.0%
B/E move
6.2%

30Δ

Calls
Pseudo strike
77.52
IV
24.2%
B/E move
5.6%
Puts
Pseudo strike
71.96
IV
25.7%
B/E move
4.6%

35Δ

Calls
Pseudo strike
76.53
IV
21.6%
B/E move
4.4%
Puts
Pseudo strike
72.91
IV
22.2%
B/E move
3.4%

40Δ

Calls
Pseudo strike
75.78
IV
19.7%
B/E move
3.5%
Puts
Pseudo strike
73.59
IV
20.0%
B/E move
2.6%

45Δ

Calls
Pseudo strike
75.18
IV
18.2%
B/E move
2.9%
Puts
Pseudo strike
74.16
IV
18.3%
B/E move
2.0%

50Δ

Calls
Pseudo strike
74.66
IV
17.4%
B/E move
2.4%
Puts
Pseudo strike
74.60
IV
17.3%
B/E move
1.6%

55Δ

Calls
Pseudo strike
74.19
IV
16.9%
B/E move
2.0%
Puts
Pseudo strike
75.05
IV
16.4%
B/E move
1.2%

60Δ

Calls
Pseudo strike
73.69
IV
17.1%
B/E move
1.7%
Puts
Pseudo strike
75.47
IV
16.1%
B/E move
1.0%

65Δ

Calls
Pseudo strike
73.18
IV
17.8%
B/E move
1.5%
Puts
Pseudo strike
75.89
IV
15.7%
B/E move
0.7%

70Δ

Calls
Pseudo strike
72.60
IV
18.5%
B/E move
1.3%
Puts
Pseudo strike
76.41
IV
15.9%
B/E move
0.5%

75Δ

Calls
Pseudo strike
71.96
IV
19.2%
B/E move
1.1%
Puts
Pseudo strike
76.96
IV
16.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
71.28
IV
19.3%
B/E move
0.9%
Puts
Pseudo strike
77.63
IV
16.6%
B/E move
0.2%

Options history

No recorded observations