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iShares Core MSCI Europe ETF IEUR

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Market dataready · fetched 2026-11-11T15:44:55.873Z

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 · 2026-11-11T15:42:36.959996459Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:44:55.099245+00:00

Share price$75.63
1D-0.3%
$75.43$75.54$75.65$75.76$75.875:30 AM6:30 AM9:00 AM1:00 PMIEUR
Sold putSold call

iShares Core MSCI Europe ETF options

Live interpolated IEUR call and put midpoint premiums by absolute delta.iShares Core MSCI Europe ETF$0.62$1.36$2.09$2.82$3.56$71.23$73.56$75.89$78.22$80.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IEUR spot · $75.63IEUR PRICE$0.70$0.72$0.77$1.02$1.28$1.54$1.79$2.05$2.31$2.57$2.83$3.09$3.35$0.74$0.78$0.82$0.88$0.95$1.13$1.33$1.52$1.72$1.92$2.11$2.31$2.50
PutsExpensive1.33×
CallsExpensive1.25×
SkewBullish-4.27 pp
Implied moveBullish±$3.12
TiltBullish12.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ81.7554.4%9.0%70.7553.3%7.4%
25Δ79.3441.4%5.9%72.5242.0%5.1%
30Δ78.0734.8%4.2%73.5035.7%3.9%
35Δ77.5233.7%3.9%74.2331.3%3.0%
40Δ77.0233.0%3.5%74.9527.0%2.1%
45Δ76.5132.2%3.2%75.3426.1%1.9%
50Δ76.0131.5%2.9%75.7125.4%1.7%
55Δ75.5130.8%2.6%76.0824.7%1.4%
60Δ75.0030.0%2.2%76.4424.0%1.2%
65Δ74.5029.3%1.9%76.8123.3%1.0%
70Δ73.9928.5%1.6%77.1822.7%0.7%
75Δ73.4927.8%1.2%77.5422.0%0.5%
80Δ72.9827.1%0.9%77.9121.3%0.3%

20Δ

Calls
Pseudo strike
81.75
IV
54.4%
B/E move
9.0%
Puts
Pseudo strike
70.75
IV
53.3%
B/E move
7.4%

25Δ

Calls
Pseudo strike
79.34
IV
41.4%
B/E move
5.9%
Puts
Pseudo strike
72.52
IV
42.0%
B/E move
5.1%

30Δ

Calls
Pseudo strike
78.07
IV
34.8%
B/E move
4.2%
Puts
Pseudo strike
73.50
IV
35.7%
B/E move
3.9%

35Δ

Calls
Pseudo strike
77.52
IV
33.7%
B/E move
3.9%
Puts
Pseudo strike
74.23
IV
31.3%
B/E move
3.0%

40Δ

Calls
Pseudo strike
77.02
IV
33.0%
B/E move
3.5%
Puts
Pseudo strike
74.95
IV
27.0%
B/E move
2.1%

45Δ

Calls
Pseudo strike
76.51
IV
32.2%
B/E move
3.2%
Puts
Pseudo strike
75.34
IV
26.1%
B/E move
1.9%

50Δ

Calls
Pseudo strike
76.01
IV
31.5%
B/E move
2.9%
Puts
Pseudo strike
75.71
IV
25.4%
B/E move
1.7%

55Δ

Calls
Pseudo strike
75.51
IV
30.8%
B/E move
2.6%
Puts
Pseudo strike
76.08
IV
24.7%
B/E move
1.4%

60Δ

Calls
Pseudo strike
75.00
IV
30.0%
B/E move
2.2%
Puts
Pseudo strike
76.44
IV
24.0%
B/E move
1.2%

65Δ

Calls
Pseudo strike
74.50
IV
29.3%
B/E move
1.9%
Puts
Pseudo strike
76.81
IV
23.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
73.99
IV
28.5%
B/E move
1.6%
Puts
Pseudo strike
77.18
IV
22.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
73.49
IV
27.8%
B/E move
1.2%
Puts
Pseudo strike
77.54
IV
22.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
72.98
IV
27.1%
B/E move
0.9%
Puts
Pseudo strike
77.91
IV
21.3%
B/E move
0.3%

Options history

IV · four-Friday blend17.67%
Daily close
IEUR14.5%21.7%28.8%2026-08-13: 17.58%2026-08-14: 17.62%2026-08-17: 19.01%2026-08-18: 20.85%2026-08-19: 22.11%2026-08-20: 26.26%2026-08-21: 16.16%2026-08-24: 16.37%2026-08-25: 16.13%2026-08-26: 15.52%2026-08-27: 16.05%2026-08-28: 15.86%2026-08-31: 16.37%2026-09-01: 16.38%2026-09-02: 17.06%2026-09-03: 16.52%2026-09-04: 16.51%2026-09-08: 17.56%2026-09-09: 17.78%2026-09-10: 19.13%2026-09-11: 18.49%2026-09-14: 20.92%2026-09-15: 22.78%2026-09-16: 23.37%2026-09-17: 27.78%2026-09-18: 16.41%2026-09-21: 16.34%2026-09-22: 15.81%2026-09-23: 16.49%2026-09-24: 16.46%2026-09-25: 16.30%2026-09-28: 16.39%2026-09-29: 17.03%2026-09-30: 17.40%2026-10-01: 17.59%2026-10-02: 18.17%2026-10-05: 18.57%2026-10-06: 18.24%2026-10-07: 18.45%2026-10-08: 18.63%2026-10-09: 18.85%2026-10-12: 20.95%2026-10-13: 21.87%2026-10-14: 23.80%2026-10-15: 27.30%2026-10-16: 16.52%2026-10-19: 17.09%2026-10-20: 16.96%2026-10-21: 17.22%2026-10-22: 17.42%2026-10-23: 17.86%2026-10-26: 17.53%2026-10-27: 17.50%2026-10-28: 17.20%2026-10-29: 17.15%2026-10-30: 17.67%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
17.58%
17.62%
19.01%
20.85%
22.11%
26.26%
16.16%
16.37%
16.13%
15.52%
16.05%
15.86%
16.37%
16.38%
17.06%
16.52%
16.51%
17.56%
17.78%
19.13%
18.49%
20.92%
22.78%
23.37%
27.78%
16.41%
16.34%
15.81%
16.49%
16.46%
16.30%
16.39%
17.03%
17.40%
17.59%
18.17%
18.57%
18.24%
18.45%
18.63%
18.85%
20.95%
21.87%
23.80%
27.30%
16.52%
17.09%
16.96%
17.22%
17.42%
17.86%
17.53%
17.50%
17.20%
17.15%
17.67%