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iShares Latin America 40 ETF ILF

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Market datapartial · fetched 2026-10-22T18:25:14.208Z

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 · 2026-10-22T18:25:01.173164669Z

FundamentalsAlpha Vantage · unavailable

Share price$37.18
1D-1.1%
$36.95$37.12$37.30$37.47$37.655:30 AM6:30 AM9:00 AM1:00 PMILF
Sold putSold call

iShares Latin America 40 ETF options

Live interpolated ILF call and put midpoint premiums by absolute delta.iShares Latin America 40 ETF$0.29$1.55$2.82$4.09$5.35$31.92$34.79$37.66$40.52$43.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ILF spot · $37.18ILF PRICE$0.43$0.53$0.71$0.89$1.10$1.31$1.54$1.77$2.13$2.54$3.19$3.83$4.99$0.56$0.74$0.93$1.10$1.27$1.45$1.62$1.80$2.01$2.22$2.41$2.57$2.72
PutsCheap0.92×
CallsCheap0.85×
SkewBullish-5.08 pp
Implied moveBearish±$3.16
TiltBullish7.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.0938.3%11.7%33.7545.4%10.7%
25Δ40.1435.8%9.4%34.5544.1%9.1%
30Δ39.5936.6%8.4%35.2243.6%7.8%
35Δ39.0938.0%7.5%35.8941.6%6.4%
40Δ38.5738.7%6.7%36.4239.8%5.5%
45Δ38.0539.1%5.8%36.9238.1%4.6%
50Δ37.5339.1%5.1%37.4236.3%3.7%
55Δ37.0139.0%4.3%37.9234.6%2.8%
60Δ36.4540.3%3.8%38.3533.2%2.3%
65Δ35.8642.0%3.3%38.7631.9%1.7%
70Δ35.0645.4%2.9%39.1230.2%1.3%
75Δ34.2748.8%2.5%39.4127.8%0.9%
80Δ33.0156.8%2.2%39.7025.5%0.5%

20Δ

Calls
Pseudo strike
41.09
IV
38.3%
B/E move
11.7%
Puts
Pseudo strike
33.75
IV
45.4%
B/E move
10.7%

25Δ

Calls
Pseudo strike
40.14
IV
35.8%
B/E move
9.4%
Puts
Pseudo strike
34.55
IV
44.1%
B/E move
9.1%

30Δ

Calls
Pseudo strike
39.59
IV
36.6%
B/E move
8.4%
Puts
Pseudo strike
35.22
IV
43.6%
B/E move
7.8%

35Δ

Calls
Pseudo strike
39.09
IV
38.0%
B/E move
7.5%
Puts
Pseudo strike
35.89
IV
41.6%
B/E move
6.4%

40Δ

Calls
Pseudo strike
38.57
IV
38.7%
B/E move
6.7%
Puts
Pseudo strike
36.42
IV
39.8%
B/E move
5.5%

45Δ

Calls
Pseudo strike
38.05
IV
39.1%
B/E move
5.8%
Puts
Pseudo strike
36.92
IV
38.1%
B/E move
4.6%

50Δ

Calls
Pseudo strike
37.53
IV
39.1%
B/E move
5.1%
Puts
Pseudo strike
37.42
IV
36.3%
B/E move
3.7%

55Δ

Calls
Pseudo strike
37.01
IV
39.0%
B/E move
4.3%
Puts
Pseudo strike
37.92
IV
34.6%
B/E move
2.8%

60Δ

Calls
Pseudo strike
36.45
IV
40.3%
B/E move
3.8%
Puts
Pseudo strike
38.35
IV
33.2%
B/E move
2.3%

65Δ

Calls
Pseudo strike
35.86
IV
42.0%
B/E move
3.3%
Puts
Pseudo strike
38.76
IV
31.9%
B/E move
1.7%

70Δ

Calls
Pseudo strike
35.06
IV
45.4%
B/E move
2.9%
Puts
Pseudo strike
39.12
IV
30.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
34.27
IV
48.8%
B/E move
2.5%
Puts
Pseudo strike
39.41
IV
27.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
33.01
IV
56.8%
B/E move
2.2%
Puts
Pseudo strike
39.70
IV
25.5%
B/E move
0.5%

Options history

No recorded observations