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iShares Core MSCI Europe ETF IEUR

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Market datapartial · fetched 2026-10-22T23:32:41.131Z

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 · 2026-10-22T22:30:00.003619262Z

FundamentalsAlpha Vantage · unavailable

Share price$73.71
1D-0.4%
AH$73.44$73.59$73.74$73.89$74.045:30 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$1.54$2.37$3.21$4.04$68.39$71.08$73.76$76.45$79.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IEUR spot · $73.71IEUR PRICE$0.80$0.84$0.93$1.02$1.14$1.27$1.38$1.61$1.86$2.21$2.60$3.17$3.80$0.89$0.98$1.07$1.16$1.25$1.36$1.48$1.67$1.86$2.12$2.41$2.80$3.32
PutsExpensive1.35×
CallsExpensive1.37×
SkewBullish-0.53 pp
Implied moveBearish±$2.86
TiltBalanced0.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ81.0236.2%11.0%68.2136.4%8.7%
25Δ78.3328.4%7.4%70.0830.4%6.3%
30Δ76.8924.5%5.6%71.3326.3%4.7%
35Δ75.8821.6%4.3%72.2723.0%3.5%
40Δ75.1720.0%3.5%73.0220.5%2.6%
45Δ74.6018.6%2.9%73.5418.8%2.1%
50Δ74.0717.3%2.4%74.0617.3%1.5%
55Δ73.6017.1%2.0%74.4616.7%1.2%
60Δ73.1317.1%1.7%74.8716.1%1.0%
65Δ72.6117.5%1.5%75.3015.8%0.7%
70Δ72.0718.1%1.3%75.7415.6%0.5%
75Δ71.3819.1%1.1%76.2715.6%0.3%
80Δ70.6120.0%0.9%76.9116.1%0.2%

20Δ

Calls
Pseudo strike
81.02
IV
36.2%
B/E move
11.0%
Puts
Pseudo strike
68.21
IV
36.4%
B/E move
8.7%

25Δ

Calls
Pseudo strike
78.33
IV
28.4%
B/E move
7.4%
Puts
Pseudo strike
70.08
IV
30.4%
B/E move
6.3%

30Δ

Calls
Pseudo strike
76.89
IV
24.5%
B/E move
5.6%
Puts
Pseudo strike
71.33
IV
26.3%
B/E move
4.7%

35Δ

Calls
Pseudo strike
75.88
IV
21.6%
B/E move
4.3%
Puts
Pseudo strike
72.27
IV
23.0%
B/E move
3.5%

40Δ

Calls
Pseudo strike
75.17
IV
20.0%
B/E move
3.5%
Puts
Pseudo strike
73.02
IV
20.5%
B/E move
2.6%

45Δ

Calls
Pseudo strike
74.60
IV
18.6%
B/E move
2.9%
Puts
Pseudo strike
73.54
IV
18.8%
B/E move
2.1%

50Δ

Calls
Pseudo strike
74.07
IV
17.3%
B/E move
2.4%
Puts
Pseudo strike
74.06
IV
17.3%
B/E move
1.5%

55Δ

Calls
Pseudo strike
73.60
IV
17.1%
B/E move
2.0%
Puts
Pseudo strike
74.46
IV
16.7%
B/E move
1.2%

60Δ

Calls
Pseudo strike
73.13
IV
17.1%
B/E move
1.7%
Puts
Pseudo strike
74.87
IV
16.1%
B/E move
1.0%

65Δ

Calls
Pseudo strike
72.61
IV
17.5%
B/E move
1.5%
Puts
Pseudo strike
75.30
IV
15.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
72.07
IV
18.1%
B/E move
1.3%
Puts
Pseudo strike
75.74
IV
15.6%
B/E move
0.5%

75Δ

Calls
Pseudo strike
71.38
IV
19.1%
B/E move
1.1%
Puts
Pseudo strike
76.27
IV
15.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
70.61
IV
20.0%
B/E move
0.9%
Puts
Pseudo strike
76.91
IV
16.1%
B/E move
0.2%

Options history

No recorded observations