IntraAlpha
Create free account Start free

iShares Latin America 40 ETF ILF

i

Market dataready · fetched 2026-11-11T13:54:30.508Z

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 · 2026-11-11T01:00:00.095528629Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:54:29.999001+00:00

Share price$32.40
1D-0.2%
AH$32.13$32.22$32.31$32.40$32.495:30 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$0.43$0.76$1.09$1.43$1.76$29.41$30.94$32.46$33.99$35.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ILF spot · $32.40ILF PRICE$0.47$0.58$0.66$0.69$0.74$0.79$0.85$0.91$1.19$1.51$0.51$0.65$0.72$0.78$0.84$0.91$0.97$1.04$1.18$1.34$1.50$1.66
Puts——
Calls——
Skew——
Implied moveBearish±$1.70
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ34.6757.0%8.4%30.6857.7%6.9%
30Δ34.2560.0%7.5%30.9662.8%6.5%
35Δ33.7858.6%6.3%31.3958.3%5.4%
40Δ33.2350.2%4.7%31.8551.8%4.1%
45Δ32.8444.8%3.6%32.1747.2%3.3%
50Δ32.5841.5%3.0%32.4343.7%2.7%
55Δ32.3138.1%2.4%32.6940.1%2.1%
60Δ32.0534.7%1.7%32.9436.5%1.5%
65Δ31.7037.7%1.5%33.1935.0%1.2%
70Δ31.3342.0%1.4%33.4334.2%1.0%
75Δ33.6733.3%0.7%
80Δ33.9132.5%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
34.67
IV
57.0%
B/E move
8.4%
Puts
Pseudo strike
30.68
IV
57.7%
B/E move
6.9%

30Δ

Calls
Pseudo strike
34.25
IV
60.0%
B/E move
7.5%
Puts
Pseudo strike
30.96
IV
62.8%
B/E move
6.5%

35Δ

Calls
Pseudo strike
33.78
IV
58.6%
B/E move
6.3%
Puts
Pseudo strike
31.39
IV
58.3%
B/E move
5.4%

40Δ

Calls
Pseudo strike
33.23
IV
50.2%
B/E move
4.7%
Puts
Pseudo strike
31.85
IV
51.8%
B/E move
4.1%

45Δ

Calls
Pseudo strike
32.84
IV
44.8%
B/E move
3.6%
Puts
Pseudo strike
32.17
IV
47.2%
B/E move
3.3%

50Δ

Calls
Pseudo strike
32.58
IV
41.5%
B/E move
3.0%
Puts
Pseudo strike
32.43
IV
43.7%
B/E move
2.7%

55Δ

Calls
Pseudo strike
32.31
IV
38.1%
B/E move
2.4%
Puts
Pseudo strike
32.69
IV
40.1%
B/E move
2.1%

60Δ

Calls
Pseudo strike
32.05
IV
34.7%
B/E move
1.7%
Puts
Pseudo strike
32.94
IV
36.5%
B/E move
1.5%

65Δ

Calls
Pseudo strike
31.70
IV
37.7%
B/E move
1.5%
Puts
Pseudo strike
33.19
IV
35.0%
B/E move
1.2%

70Δ

Calls
Pseudo strike
31.33
IV
42.0%
B/E move
1.4%
Puts
Pseudo strike
33.43
IV
34.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.67
IV
33.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.91
IV
32.5%
B/E move
0.5%

Options history

IV · four-Friday blend28.17%
Daily close
ILF24.1%29.9%35.6%2026-08-13: 25.66%2026-08-14: 28.78%2026-08-17: 32.01%2026-08-18: 32.73%2026-08-19: 29.41%2026-08-21: 27.50%2026-08-24: 27.22%2026-08-25: 25.74%2026-08-26: 24.92%2026-08-27: 26.42%2026-08-28: 26.21%2026-08-31: 27.99%2026-09-01: 27.63%2026-09-02: 28.08%2026-09-03: 27.56%2026-09-04: 28.14%2026-09-08: 28.43%2026-09-09: 28.86%2026-09-10: 30.21%2026-09-11: 28.82%2026-09-14: 31.01%2026-09-15: 34.79%2026-09-18: 29.61%2026-09-21: 31.53%2026-09-22: 28.72%2026-09-23: 30.50%2026-09-24: 30.14%2026-09-25: 30.25%2026-09-28: 29.61%2026-09-29: 31.11%2026-09-30: 29.85%2026-10-01: 32.29%2026-10-02: 33.89%2026-10-05: 29.98%2026-10-06: 28.95%2026-10-07: 28.00%2026-10-08: 29.65%2026-10-09: 28.50%2026-10-12: 30.04%2026-10-13: 31.65%2026-10-14: 33.56%2026-10-16: 28.89%2026-10-19: 30.50%2026-10-20: 32.13%2026-10-21: 33.02%2026-10-22: 31.75%2026-10-23: 32.17%2026-10-26: 31.48%2026-10-27: 27.82%2026-10-28: 29.60%2026-10-29: 28.62%2026-10-30: 28.17%Aug 13Sep 23Oct 30
52 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
25.66%
28.78%
32.01%
32.73%
29.41%
27.50%
27.22%
25.74%
24.92%
26.42%
26.21%
27.99%
27.63%
28.08%
27.56%
28.14%
28.43%
28.86%
30.21%
28.82%
31.01%
34.79%
29.61%
31.53%
28.72%
30.50%
30.14%
30.25%
29.61%
31.11%
29.85%
32.29%
33.89%
29.98%
28.95%
28.00%
29.65%
28.50%
30.04%
31.65%
33.56%
28.89%
30.50%
32.13%
33.02%
31.75%
32.17%
31.48%
27.82%
29.60%
28.62%
28.17%