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iShares Europe ETF IEV

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Market datapartial · fetched 2026-10-22T08:43:52.754Z

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 · 2026-10-22T00:00:00.095489164Z

FundamentalsAlpha Vantage · unavailable

Share price$71.72
1D-0.3%
AH$71.52$71.64$71.76$71.88$72.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIEV
Sold putSold callAH

iShares Europe ETF options

Live interpolated IEV call and put midpoint premiums by absolute delta.iShares Europe ETF$0.63$1.54$2.46$3.38$4.30$66.47$69.12$71.78$74.43$77.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IEV spot · $71.72IEV PRICE$0.72$0.78$0.87$0.96$1.09$1.26$1.43$1.70$1.98$2.29$2.60$3.07$4.03$0.82$0.95$1.00$1.10$1.21$1.33$1.47$1.72$1.96$2.19$2.41$2.81$3.57
PutsExpensive1.42×
CallsExpensive1.40×
SkewBullish-0.55 pp
Implied moveBalanced±$2.90
TiltBalanced0.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.3233.4%10.2%66.6234.3%8.3%
25Δ75.9626.6%7.0%68.1730.2%6.3%
30Δ74.7223.3%5.4%69.4925.0%4.5%
35Δ73.7820.8%4.2%70.3322.4%3.5%
40Δ73.0719.5%3.4%71.0220.2%2.7%
45Δ72.5518.9%2.9%71.5318.9%2.1%
50Δ72.0418.4%2.5%72.0317.6%1.6%
55Δ71.5618.5%2.2%72.4817.5%1.3%
60Δ71.0818.8%1.9%72.9317.4%1.0%
65Δ70.5818.8%1.6%73.3416.8%0.8%
70Δ70.0818.7%1.3%73.7416.0%0.5%
75Δ69.4619.0%1.1%74.2915.9%0.3%
80Δ68.4121.9%1.0%75.1517.1%0.2%

20Δ

Calls
Pseudo strike
78.32
IV
33.4%
B/E move
10.2%
Puts
Pseudo strike
66.62
IV
34.3%
B/E move
8.3%

25Δ

Calls
Pseudo strike
75.96
IV
26.6%
B/E move
7.0%
Puts
Pseudo strike
68.17
IV
30.2%
B/E move
6.3%

30Δ

Calls
Pseudo strike
74.72
IV
23.3%
B/E move
5.4%
Puts
Pseudo strike
69.49
IV
25.0%
B/E move
4.5%

35Δ

Calls
Pseudo strike
73.78
IV
20.8%
B/E move
4.2%
Puts
Pseudo strike
70.33
IV
22.4%
B/E move
3.5%

40Δ

Calls
Pseudo strike
73.07
IV
19.5%
B/E move
3.4%
Puts
Pseudo strike
71.02
IV
20.2%
B/E move
2.7%

45Δ

Calls
Pseudo strike
72.55
IV
18.9%
B/E move
2.9%
Puts
Pseudo strike
71.53
IV
18.9%
B/E move
2.1%

50Δ

Calls
Pseudo strike
72.04
IV
18.4%
B/E move
2.5%
Puts
Pseudo strike
72.03
IV
17.6%
B/E move
1.6%

55Δ

Calls
Pseudo strike
71.56
IV
18.5%
B/E move
2.2%
Puts
Pseudo strike
72.48
IV
17.5%
B/E move
1.3%

60Δ

Calls
Pseudo strike
71.08
IV
18.8%
B/E move
1.9%
Puts
Pseudo strike
72.93
IV
17.4%
B/E move
1.0%

65Δ

Calls
Pseudo strike
70.58
IV
18.8%
B/E move
1.6%
Puts
Pseudo strike
73.34
IV
16.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
70.08
IV
18.7%
B/E move
1.3%
Puts
Pseudo strike
73.74
IV
16.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
69.46
IV
19.0%
B/E move
1.1%
Puts
Pseudo strike
74.29
IV
15.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
68.41
IV
21.9%
B/E move
1.0%
Puts
Pseudo strike
75.15
IV
17.1%
B/E move
0.2%

Options history

No recorded observations