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iShares MSCI India ETF INDA

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Market dataready · fetched 2026-10-15T21:58:40.980Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:49:33.434016129Z

FundamentalsAlpha Vantage · ready

Share price$47.85
1D+0.5%
AH$47.59$47.70$47.81$47.92$48.035:30 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$0.79$1.48$2.16$2.85$44.66$45.98$47.30$48.62$49.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INDA spot · $47.85INDA PRICE$0.33$0.29$0.25$0.22$0.18$0.27$0.38$0.49$0.60$0.71$0.82$0.93$0.50$0.47$0.44$0.42$0.39$0.36$0.34$0.31$0.28$0.72$1.37$2.01$2.65
PutsExpensive5.88×
CallsExpensive5.12×
SkewBearish+45.74 pp
Implied moveBullish±$0.72
TiltBearish30.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.35188.6%12.2%42.66240.1%11.9%
25Δ52.06148.9%9.4%43.30213.5%10.5%
30Δ50.77109.3%6.6%43.94186.9%9.1%
35Δ49.4869.6%3.9%44.59160.4%7.7%
40Δ48.1930.0%1.1%45.23133.8%6.3%
45Δ47.8926.5%0.6%45.87107.2%4.9%
50Δ47.7529.3%0.6%46.5280.6%3.5%
55Δ47.6232.2%0.5%47.1654.0%2.1%
60Δ47.4835.0%0.5%47.8027.5%0.7%
65Δ47.3537.9%0.4%48.4432.9%0.3%
70Δ47.2140.8%0.4%49.0652.3%0.3%
75Δ47.0843.6%0.3%49.6971.7%0.3%
80Δ50.3291.1%0.4%

20Δ

Calls
Pseudo strike
53.35
IV
188.6%
B/E move
12.2%
Puts
Pseudo strike
42.66
IV
240.1%
B/E move
11.9%

25Δ

Calls
Pseudo strike
52.06
IV
148.9%
B/E move
9.4%
Puts
Pseudo strike
43.30
IV
213.5%
B/E move
10.5%

30Δ

Calls
Pseudo strike
50.77
IV
109.3%
B/E move
6.6%
Puts
Pseudo strike
43.94
IV
186.9%
B/E move
9.1%

35Δ

Calls
Pseudo strike
49.48
IV
69.6%
B/E move
3.9%
Puts
Pseudo strike
44.59
IV
160.4%
B/E move
7.7%

40Δ

Calls
Pseudo strike
48.19
IV
30.0%
B/E move
1.1%
Puts
Pseudo strike
45.23
IV
133.8%
B/E move
6.3%

45Δ

Calls
Pseudo strike
47.89
IV
26.5%
B/E move
0.6%
Puts
Pseudo strike
45.87
IV
107.2%
B/E move
4.9%

50Δ

Calls
Pseudo strike
47.75
IV
29.3%
B/E move
0.6%
Puts
Pseudo strike
46.52
IV
80.6%
B/E move
3.5%

55Δ

Calls
Pseudo strike
47.62
IV
32.2%
B/E move
0.5%
Puts
Pseudo strike
47.16
IV
54.0%
B/E move
2.1%

60Δ

Calls
Pseudo strike
47.48
IV
35.0%
B/E move
0.5%
Puts
Pseudo strike
47.80
IV
27.5%
B/E move
0.7%

65Δ

Calls
Pseudo strike
47.35
IV
37.9%
B/E move
0.4%
Puts
Pseudo strike
48.44
IV
32.9%
B/E move
0.3%

70Δ

Calls
Pseudo strike
47.21
IV
40.8%
B/E move
0.4%
Puts
Pseudo strike
49.06
IV
52.3%
B/E move
0.3%

75Δ

Calls
Pseudo strike
47.08
IV
43.6%
B/E move
0.3%
Puts
Pseudo strike
49.69
IV
71.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.32
IV
91.1%
B/E move
0.4%