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iShares MSCI India ETF INDA

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Market dataready · fetched 2026-10-15T20:03:40.811Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:01.143685502Z

FundamentalsAlpha Vantage · ready

Share price$47.95
1D+0.6%
AH$47.59$47.70$47.80$47.90$48.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINDA
Sold putSold callAH

iShares MSCI India ETF options

Live interpolated INDA call and put midpoint premiums by absolute delta.iShares MSCI India ETF$0.12$0.69$1.25$1.81$2.38$44.98$46.24$47.50$48.77$50.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $47.95OPTION PRICELive INDA spot · $47.95INDA PRICE$0.34$0.31$0.28$0.25$0.21$0.18$0.24$0.34$0.44$0.54$0.63$0.73$0.83$0.49$0.46$0.42$0.39$0.36$0.33$0.29$0.45$0.80$1.15$1.51$1.86$2.21
PutsExpensive4.85×
CallsExpensive1.27×
SkewBearish+35.59 pp
Implied moveBearish±$0.53
TiltBearish33.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.66187.3%12.6%42.83226.4%11.7%
25Δ52.59155.7%10.3%43.63195.5%10.0%
30Δ51.53124.2%8.0%44.42164.6%8.2%
35Δ50.4692.7%5.8%45.21133.7%6.5%
40Δ49.4061.1%3.5%46.01102.8%4.8%
45Δ48.3429.6%1.2%46.8071.9%3.1%
50Δ47.9220.6%0.4%47.5941.0%1.4%
55Δ47.8022.1%0.4%48.1730.6%0.5%
60Δ47.6823.6%0.4%48.5241.9%0.5%
65Δ47.5625.1%0.3%48.8853.2%0.5%
70Δ47.4426.6%0.3%49.2364.4%0.5%
75Δ47.3228.1%0.2%49.5875.7%0.5%
80Δ47.2029.5%0.2%49.9487.0%0.5%

20Δ

Calls
Pseudo strike
53.66
IV
187.3%
B/E move
12.6%
Puts
Pseudo strike
42.83
IV
226.4%
B/E move
11.7%

25Δ

Calls
Pseudo strike
52.59
IV
155.7%
B/E move
10.3%
Puts
Pseudo strike
43.63
IV
195.5%
B/E move
10.0%

30Δ

Calls
Pseudo strike
51.53
IV
124.2%
B/E move
8.0%
Puts
Pseudo strike
44.42
IV
164.6%
B/E move
8.2%

35Δ

Calls
Pseudo strike
50.46
IV
92.7%
B/E move
5.8%
Puts
Pseudo strike
45.21
IV
133.7%
B/E move
6.5%

40Δ

Calls
Pseudo strike
49.40
IV
61.1%
B/E move
3.5%
Puts
Pseudo strike
46.01
IV
102.8%
B/E move
4.8%

45Δ

Calls
Pseudo strike
48.34
IV
29.6%
B/E move
1.2%
Puts
Pseudo strike
46.80
IV
71.9%
B/E move
3.1%

50Δ

Calls
Pseudo strike
47.92
IV
20.6%
B/E move
0.4%
Puts
Pseudo strike
47.59
IV
41.0%
B/E move
1.4%

55Δ

Calls
Pseudo strike
47.80
IV
22.1%
B/E move
0.4%
Puts
Pseudo strike
48.17
IV
30.6%
B/E move
0.5%

60Δ

Calls
Pseudo strike
47.68
IV
23.6%
B/E move
0.4%
Puts
Pseudo strike
48.52
IV
41.9%
B/E move
0.5%

65Δ

Calls
Pseudo strike
47.56
IV
25.1%
B/E move
0.3%
Puts
Pseudo strike
48.88
IV
53.2%
B/E move
0.5%

70Δ

Calls
Pseudo strike
47.44
IV
26.6%
B/E move
0.3%
Puts
Pseudo strike
49.23
IV
64.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
47.32
IV
28.1%
B/E move
0.2%
Puts
Pseudo strike
49.58
IV
75.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
47.20
IV
29.5%
B/E move
0.2%
Puts
Pseudo strike
49.94
IV
87.0%
B/E move
0.5%