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iShares MSCI India ETF INDA

i

Market dataready · fetched 2026-11-07T16:16:35.263Z

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 · 2026-11-07T01:00:03.70287752Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T16:16:34.457848+00:00

Share price$50.89
1D+0.1%
AH$50.56$50.71$50.86$51.01$51.175:30 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$0.11$0.54$0.97$1.40$1.83$45.74$47.85$49.97$52.09$54.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive INDA spot · $50.89INDA PRICE$0.15$0.21$0.28$0.36$0.43$0.51$0.59$0.73$0.86$1.00$1.14$1.35$1.70$0.19$0.24$0.31$0.38$0.45$0.52$0.59$0.74$0.89$1.05$1.20
Puts——
CallsCheap0.61×
Skew——
Implied moveBalanced±$1.18
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.2214.5%2.9%49.5716.9%3.0%
25Δ51.9114.2%2.4%49.9216.3%2.4%
30Δ51.7314.4%2.2%50.1616.0%2.0%
35Δ51.5414.7%2.0%50.3615.8%1.8%
40Δ51.3515.0%1.8%50.5715.6%1.5%
45Δ51.1715.3%1.5%50.7715.4%1.3%
50Δ50.9815.5%1.3%50.9815.2%1.0%
55Δ50.7715.8%1.2%51.2015.5%0.8%
60Δ50.5616.0%1.0%51.4215.9%0.7%
65Δ50.3516.3%0.9%51.6416.3%0.6%
70Δ50.1416.5%0.8%51.8616.7%0.5%
75Δ49.8617.1%0.6%
80Δ49.4618.4%0.5%

20Δ

Calls
Pseudo strike
52.22
IV
14.5%
B/E move
2.9%
Puts
Pseudo strike
49.57
IV
16.9%
B/E move
3.0%

25Δ

Calls
Pseudo strike
51.91
IV
14.2%
B/E move
2.4%
Puts
Pseudo strike
49.92
IV
16.3%
B/E move
2.4%

30Δ

Calls
Pseudo strike
51.73
IV
14.4%
B/E move
2.2%
Puts
Pseudo strike
50.16
IV
16.0%
B/E move
2.0%

35Δ

Calls
Pseudo strike
51.54
IV
14.7%
B/E move
2.0%
Puts
Pseudo strike
50.36
IV
15.8%
B/E move
1.8%

40Δ

Calls
Pseudo strike
51.35
IV
15.0%
B/E move
1.8%
Puts
Pseudo strike
50.57
IV
15.6%
B/E move
1.5%

45Δ

Calls
Pseudo strike
51.17
IV
15.3%
B/E move
1.5%
Puts
Pseudo strike
50.77
IV
15.4%
B/E move
1.3%

50Δ

Calls
Pseudo strike
50.98
IV
15.5%
B/E move
1.3%
Puts
Pseudo strike
50.98
IV
15.2%
B/E move
1.0%

55Δ

Calls
Pseudo strike
50.77
IV
15.8%
B/E move
1.2%
Puts
Pseudo strike
51.20
IV
15.5%
B/E move
0.8%

60Δ

Calls
Pseudo strike
50.56
IV
16.0%
B/E move
1.0%
Puts
Pseudo strike
51.42
IV
15.9%
B/E move
0.7%

65Δ

Calls
Pseudo strike
50.35
IV
16.3%
B/E move
0.9%
Puts
Pseudo strike
51.64
IV
16.3%
B/E move
0.6%

70Δ

Calls
Pseudo strike
50.14
IV
16.5%
B/E move
0.8%
Puts
Pseudo strike
51.86
IV
16.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
49.86
IV
17.1%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
49.46
IV
18.4%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend19.86%
Daily close
INDA14.6%18.8%23.0%2026-08-10: 16.32%2026-08-11: 16.17%2026-08-12: 15.85%2026-08-13: 16.35%2026-08-14: 15.91%2026-08-17: 17.44%2026-08-18: 17.99%2026-08-21: 16.07%2026-08-24: 16.56%2026-08-25: 16.28%2026-08-26: 17.87%2026-08-27: 16.10%2026-08-28: 15.87%2026-08-31: 15.56%2026-09-01: 15.48%2026-09-02: 15.21%2026-09-03: 15.19%2026-09-04: 15.49%2026-09-08: 16.54%2026-09-09: 16.54%2026-09-10: 18.34%2026-09-11: 17.15%2026-09-14: 17.98%2026-09-17: 22.45%2026-09-18: 17.83%2026-09-21: 16.67%2026-09-22: 16.65%2026-09-23: 15.62%2026-09-24: 18.00%2026-09-25: 16.25%2026-09-28: 17.48%2026-09-29: 17.37%2026-09-30: 20.60%2026-10-01: 17.81%2026-10-02: 18.55%2026-10-05: 15.17%2026-10-06: 16.89%2026-10-07: 17.50%2026-10-08: 20.15%2026-10-09: 18.60%2026-10-12: 19.94%2026-10-13: 18.11%2026-10-14: 18.92%2026-10-15: 21.08%2026-10-16: 17.95%2026-10-19: 16.33%2026-10-20: 16.56%2026-10-21: 16.92%2026-10-22: 17.86%2026-10-23: 17.22%2026-10-26: 18.92%2026-10-27: 19.15%2026-10-28: 18.83%2026-10-29: 20.42%2026-10-30: 19.86%Aug 10Sep 23Oct 30
55 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
16.32%
16.17%
15.85%
16.35%
15.91%
17.44%
17.99%
16.07%
16.56%
16.28%
17.87%
16.10%
15.87%
15.56%
15.48%
15.21%
15.19%
15.49%
16.54%
16.54%
18.34%
17.15%
17.98%
22.45%
17.83%
16.67%
16.65%
15.62%
18.00%
16.25%
17.48%
17.37%
20.60%
17.81%
18.55%
15.17%
16.89%
17.50%
20.15%
18.60%
19.94%
18.11%
18.92%
21.08%
17.95%
16.33%
16.56%
16.92%
17.86%
17.22%
18.92%
19.15%
18.83%
20.42%
19.86%