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iShares Europe ETF IEV

i

Market dataready · fetched 2026-11-11T14:53:39.161Z

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 · 2026-11-11T14:44:44.846967885Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:53:38.519413+00:00

Share price$72.88
1D-0.4%
$72.82$72.92$73.01$73.10$73.205:30 AM6:30 AM9:00 AM1:00 PMIEV
Sold putSold call

iShares Europe ETF options

Live interpolated IEV call and put midpoint premiums by absolute delta.iShares Europe ETF$0.61$1.52$2.42$3.33$4.23$68.37$70.62$72.88$75.13$77.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IEV spot · $72.88IEV PRICE$0.84$0.94$1.03$1.12$1.42$1.71$2.01$2.31$2.88$3.97$0.71$0.79$0.88$0.99$1.13$1.30$1.45$1.49$1.53$1.57$1.77$2.03$2.29
PutsExpensive1.61×
Calls——
Skew——
Implied moveBearish±$2.58
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.1553.1%7.5%
25Δ69.4146.3%5.9%
30Δ70.6739.5%4.2%
35Δ74.5131.7%3.4%71.4735.8%3.3%
40Δ73.9129.7%2.7%72.0833.5%2.6%
45Δ73.4627.5%2.2%72.5632.3%2.2%
50Δ73.0125.2%1.7%73.0330.9%1.8%
55Δ72.5826.0%1.5%73.3327.8%1.4%
60Δ72.1426.8%1.3%73.6324.8%1.1%
65Δ71.7127.6%1.2%73.9321.7%0.7%
70Δ71.2828.4%1.0%74.2720.7%0.5%
75Δ70.5930.8%0.8%74.6220.6%0.4%
80Δ69.4236.1%0.7%74.9820.4%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.15
IV
53.1%
B/E move
7.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.41
IV
46.3%
B/E move
5.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
70.67
IV
39.5%
B/E move
4.2%

35Δ

Calls
Pseudo strike
74.51
IV
31.7%
B/E move
3.4%
Puts
Pseudo strike
71.47
IV
35.8%
B/E move
3.3%

40Δ

Calls
Pseudo strike
73.91
IV
29.7%
B/E move
2.7%
Puts
Pseudo strike
72.08
IV
33.5%
B/E move
2.6%

45Δ

Calls
Pseudo strike
73.46
IV
27.5%
B/E move
2.2%
Puts
Pseudo strike
72.56
IV
32.3%
B/E move
2.2%

50Δ

Calls
Pseudo strike
73.01
IV
25.2%
B/E move
1.7%
Puts
Pseudo strike
73.03
IV
30.9%
B/E move
1.8%

55Δ

Calls
Pseudo strike
72.58
IV
26.0%
B/E move
1.5%
Puts
Pseudo strike
73.33
IV
27.8%
B/E move
1.4%

60Δ

Calls
Pseudo strike
72.14
IV
26.8%
B/E move
1.3%
Puts
Pseudo strike
73.63
IV
24.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
71.71
IV
27.6%
B/E move
1.2%
Puts
Pseudo strike
73.93
IV
21.7%
B/E move
0.7%

70Δ

Calls
Pseudo strike
71.28
IV
28.4%
B/E move
1.0%
Puts
Pseudo strike
74.27
IV
20.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
70.59
IV
30.8%
B/E move
0.8%
Puts
Pseudo strike
74.62
IV
20.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
69.42
IV
36.1%
B/E move
0.7%
Puts
Pseudo strike
74.98
IV
20.4%
B/E move
0.3%

Options history

IV · four-Friday blend19.24%
Daily close
IEV14.3%20.8%27.2%2026-08-13: 17.45%2026-08-14: 17.78%2026-08-17: 20.38%2026-08-18: 22.82%2026-08-19: 20.80%2026-08-20: 25.43%2026-08-21: 16.73%2026-08-24: 16.52%2026-08-25: 17.83%2026-08-26: 17.45%2026-08-27: 16.70%2026-08-28: 17.29%2026-08-31: 17.67%2026-09-01: 16.81%2026-09-02: 18.06%2026-09-03: 18.42%2026-09-04: 15.22%2026-09-08: 17.94%2026-09-09: 18.98%2026-09-10: 18.71%2026-09-11: 20.46%2026-09-14: 22.90%2026-09-15: 23.08%2026-09-16: 23.81%2026-09-17: 26.33%2026-09-18: 18.94%2026-09-21: 17.49%2026-09-22: 17.02%2026-09-23: 18.09%2026-09-24: 18.08%2026-09-25: 16.91%2026-09-28: 19.32%2026-09-29: 17.85%2026-09-30: 18.78%2026-10-01: 19.86%2026-10-02: 19.20%2026-10-05: 19.01%2026-10-06: 20.43%2026-10-07: 19.98%2026-10-08: 18.45%2026-10-09: 18.77%2026-10-12: 22.62%2026-10-13: 23.09%2026-10-14: 23.66%2026-10-15: 25.54%2026-10-16: 17.25%2026-10-19: 18.43%2026-10-20: 18.31%2026-10-21: 18.24%2026-10-22: 18.74%2026-10-23: 19.50%2026-10-26: 20.05%2026-10-27: 19.55%2026-10-28: 18.87%2026-10-29: 18.75%2026-10-30: 19.24%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
17.45%
17.78%
20.38%
22.82%
20.80%
25.43%
16.73%
16.52%
17.83%
17.45%
16.70%
17.29%
17.67%
16.81%
18.06%
18.42%
15.22%
17.94%
18.98%
18.71%
20.46%
22.90%
23.08%
23.81%
26.33%
18.94%
17.49%
17.02%
18.09%
18.08%
16.91%
19.32%
17.85%
18.78%
19.86%
19.20%
19.01%
20.43%
19.98%
18.45%
18.77%
22.62%
23.09%
23.66%
25.54%
17.25%
18.43%
18.31%
18.24%
18.74%
19.50%
20.05%
19.55%
18.87%
18.75%
19.24%