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iShares MSCI India ETF INDA

i

Market dataready · fetched 2026-10-20T06:07:28.172Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-20T00:00:03.984850184Z

FundamentalsAlpha Vantage · ready

Share price$47.40
1D-0.0%
AH$47.37$47.42$47.47$47.52$47.575:30 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$0.17$0.93$1.70$2.46$3.23$43.92$45.63$47.34$49.05$50.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INDA spot · $47.40INDA PRICE$0.25$0.32$0.43$0.55$0.66$0.77$0.86$0.95$1.04$1.21$1.45$1.68$2.18$0.29$0.34$0.41$0.48$0.58$0.70$0.83$0.95$1.10$1.31$1.51$1.71$3.01
PutsCheap0.76×
CallsCheap0.82×
SkewBullish-0.46 pp
Implied moveBullish±$1.69
TiltBearish3.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.6516.7%5.3%45.4818.4%4.6%
25Δ49.1716.1%4.4%46.0916.3%3.5%
30Δ48.8116.2%3.9%46.4415.4%2.9%
35Δ48.5116.6%3.5%46.8014.6%2.3%
40Δ48.2217.0%3.1%47.1014.1%1.8%
45Δ47.9317.0%2.7%47.3514.1%1.6%
50Δ47.6616.1%2.4%47.6014.1%1.3%
55Δ47.3915.2%2.0%47.8514.2%1.1%
60Δ47.1214.3%1.6%48.1114.2%0.8%
65Δ46.8214.2%1.3%48.4014.3%0.6%
70Δ46.5114.6%1.2%48.6914.4%0.5%
75Δ46.1915.0%1.0%48.9814.5%0.3%
80Δ45.6317.0%0.9%50.2421.4%0.3%

20Δ

Calls
Pseudo strike
49.65
IV
16.7%
B/E move
5.3%
Puts
Pseudo strike
45.48
IV
18.4%
B/E move
4.6%

25Δ

Calls
Pseudo strike
49.17
IV
16.1%
B/E move
4.4%
Puts
Pseudo strike
46.09
IV
16.3%
B/E move
3.5%

30Δ

Calls
Pseudo strike
48.81
IV
16.2%
B/E move
3.9%
Puts
Pseudo strike
46.44
IV
15.4%
B/E move
2.9%

35Δ

Calls
Pseudo strike
48.51
IV
16.6%
B/E move
3.5%
Puts
Pseudo strike
46.80
IV
14.6%
B/E move
2.3%

40Δ

Calls
Pseudo strike
48.22
IV
17.0%
B/E move
3.1%
Puts
Pseudo strike
47.10
IV
14.1%
B/E move
1.8%

45Δ

Calls
Pseudo strike
47.93
IV
17.0%
B/E move
2.7%
Puts
Pseudo strike
47.35
IV
14.1%
B/E move
1.6%

50Δ

Calls
Pseudo strike
47.66
IV
16.1%
B/E move
2.4%
Puts
Pseudo strike
47.60
IV
14.1%
B/E move
1.3%

55Δ

Calls
Pseudo strike
47.39
IV
15.2%
B/E move
2.0%
Puts
Pseudo strike
47.85
IV
14.2%
B/E move
1.1%

60Δ

Calls
Pseudo strike
47.12
IV
14.3%
B/E move
1.6%
Puts
Pseudo strike
48.11
IV
14.2%
B/E move
0.8%

65Δ

Calls
Pseudo strike
46.82
IV
14.2%
B/E move
1.3%
Puts
Pseudo strike
48.40
IV
14.3%
B/E move
0.6%

70Δ

Calls
Pseudo strike
46.51
IV
14.6%
B/E move
1.2%
Puts
Pseudo strike
48.69
IV
14.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
46.19
IV
15.0%
B/E move
1.0%
Puts
Pseudo strike
48.98
IV
14.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
45.63
IV
17.0%
B/E move
0.9%
Puts
Pseudo strike
50.24
IV
21.4%
B/E move
0.3%

Options history

INDA14.8914.9014.912026-10-19T19:54:50.412000+00:00: 14.90%Oct 19Oct 19
Table
ObservationIVSkewImplied move
14.90%0.23 pp3.56%