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iShares Latin America 40 ETF ILF

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Market datapartial · fetched 2026-10-22T12:27:27.215Z

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 · 2026-10-22T00:00:00.081006663Z

FundamentalsAlpha Vantage · unavailable

Share price$37.85
1D-0.7%
AH$37.75$37.85$37.95$38.04$38.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMILF
Sold putSold callAH

iShares Latin America 40 ETF options

Live interpolated ILF call and put midpoint premiums by absolute delta.iShares Latin America 40 ETF$0.38$1.57$2.76$3.94$5.13$32.52$35.44$38.35$41.27$44.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ILF spot · $37.85ILF PRICE$0.51$0.67$0.78$0.82$0.92$1.33$1.74$2.01$2.16$2.50$2.98$4.11$4.79$0.58$0.72$0.87$1.22$1.56$1.66$1.74$1.78$1.81$2.23$2.75$3.06$3.38
PutsFair0.97×
CallsCheap0.87×
SkewBullish-4.37 pp
Implied moveBalanced±$3.48
TiltBullish4.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.6244.8%13.9%34.3445.5%10.8%
25Δ41.6644.5%11.8%35.2442.7%8.8%
30Δ40.6541.1%9.5%36.0040.5%7.2%
35Δ39.6234.3%6.8%36.5144.1%6.8%
40Δ39.0032.0%5.5%37.0347.3%6.3%
45Δ38.5937.5%5.5%37.6342.9%5.0%
50Δ38.1943.1%5.5%38.1538.5%3.8%
55Δ37.7043.9%4.9%38.5234.3%2.9%
60Δ37.1440.7%3.8%38.9030.0%2.0%
65Δ36.5540.6%3.2%39.4631.1%1.6%
70Δ35.9042.5%2.7%40.0733.5%1.4%
75Δ34.7552.1%2.7%40.5432.1%1.0%
80Δ33.8453.1%2.1%41.0030.8%0.6%

20Δ

Calls
Pseudo strike
42.62
IV
44.8%
B/E move
13.9%
Puts
Pseudo strike
34.34
IV
45.5%
B/E move
10.8%

25Δ

Calls
Pseudo strike
41.66
IV
44.5%
B/E move
11.8%
Puts
Pseudo strike
35.24
IV
42.7%
B/E move
8.8%

30Δ

Calls
Pseudo strike
40.65
IV
41.1%
B/E move
9.5%
Puts
Pseudo strike
36.00
IV
40.5%
B/E move
7.2%

35Δ

Calls
Pseudo strike
39.62
IV
34.3%
B/E move
6.8%
Puts
Pseudo strike
36.51
IV
44.1%
B/E move
6.8%

40Δ

Calls
Pseudo strike
39.00
IV
32.0%
B/E move
5.5%
Puts
Pseudo strike
37.03
IV
47.3%
B/E move
6.3%

45Δ

Calls
Pseudo strike
38.59
IV
37.5%
B/E move
5.5%
Puts
Pseudo strike
37.63
IV
42.9%
B/E move
5.0%

50Δ

Calls
Pseudo strike
38.19
IV
43.1%
B/E move
5.5%
Puts
Pseudo strike
38.15
IV
38.5%
B/E move
3.8%

55Δ

Calls
Pseudo strike
37.70
IV
43.9%
B/E move
4.9%
Puts
Pseudo strike
38.52
IV
34.3%
B/E move
2.9%

60Δ

Calls
Pseudo strike
37.14
IV
40.7%
B/E move
3.8%
Puts
Pseudo strike
38.90
IV
30.0%
B/E move
2.0%

65Δ

Calls
Pseudo strike
36.55
IV
40.6%
B/E move
3.2%
Puts
Pseudo strike
39.46
IV
31.1%
B/E move
1.6%

70Δ

Calls
Pseudo strike
35.90
IV
42.5%
B/E move
2.7%
Puts
Pseudo strike
40.07
IV
33.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
34.75
IV
52.1%
B/E move
2.7%
Puts
Pseudo strike
40.54
IV
32.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
33.84
IV
53.1%
B/E move
2.1%
Puts
Pseudo strike
41.00
IV
30.8%
B/E move
0.6%

Options history

No recorded observations