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iShares India 50 ETF INDY

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Market dataready · fetched 2026-11-11T13:48:55.250Z

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 · 2026-11-10T21:00:00.096747251Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:48:54.839920+00:00

Share price$46.21
1D+0.3%
AH$46.02$46.12$46.21$46.30$46.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINDY
Sold putSold callAH

iShares India 50 ETF options

Live interpolated INDY call and put midpoint premiums by absolute delta.iShares India 50 ETF$0.74$1.03$1.32$1.61$1.90$42.34$44.00$45.66$47.31$48.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive INDY spot · $46.21INDY PRICE$0.91$1.00$1.09$1.20$1.32$1.43$1.54$1.82$0.78$0.78$0.81$0.85$0.89$0.93$1.00$1.07$1.14
Puts——
Calls——
Skew——
Implied moveBalanced±$2.00
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.4988.2%11.9%
25Δ43.2567.6%8.1%
30Δ44.2955.8%5.9%
35Δ45.0547.3%4.4%
40Δ45.5341.5%3.4%
45Δ46.7438.0%3.1%46.0135.8%2.4%
50Δ46.3935.5%2.6%46.2733.2%2.0%
55Δ46.0333.0%2.0%46.5330.7%1.6%
60Δ45.7731.3%1.6%46.7928.2%1.2%
65Δ45.5229.6%1.4%
70Δ45.2727.9%1.1%
75Δ45.0226.2%0.8%
80Δ44.6726.1%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.49
IV
88.2%
B/E move
11.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.25
IV
67.6%
B/E move
8.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.29
IV
55.8%
B/E move
5.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.05
IV
47.3%
B/E move
4.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.53
IV
41.5%
B/E move
3.4%

45Δ

Calls
Pseudo strike
46.74
IV
38.0%
B/E move
3.1%
Puts
Pseudo strike
46.01
IV
35.8%
B/E move
2.4%

50Δ

Calls
Pseudo strike
46.39
IV
35.5%
B/E move
2.6%
Puts
Pseudo strike
46.27
IV
33.2%
B/E move
2.0%

55Δ

Calls
Pseudo strike
46.03
IV
33.0%
B/E move
2.0%
Puts
Pseudo strike
46.53
IV
30.7%
B/E move
1.6%

60Δ

Calls
Pseudo strike
45.77
IV
31.3%
B/E move
1.6%
Puts
Pseudo strike
46.79
IV
28.2%
B/E move
1.2%

65Δ

Calls
Pseudo strike
45.52
IV
29.6%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
45.27
IV
27.9%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
45.02
IV
26.2%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
44.67
IV
26.1%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend22.88%
Daily close
INDY18.3%30.1%41.9%2026-08-13: 24.46%2026-08-14: 25.47%2026-08-17: 28.25%2026-08-18: 30.62%2026-08-19: 32.55%2026-08-20: 40.28%2026-08-21: 20.24%2026-08-24: 21.13%2026-08-25: 19.90%2026-08-26: 20.31%2026-08-27: 19.92%2026-08-28: 21.15%2026-08-31: 20.94%2026-09-01: 21.21%2026-09-02: 21.01%2026-09-03: 21.42%2026-09-04: 21.37%2026-09-08: 23.32%2026-09-09: 24.04%2026-09-10: 24.73%2026-09-11: 25.56%2026-09-14: 28.88%2026-09-15: 30.78%2026-09-16: 32.79%2026-09-17: 39.91%2026-09-18: 21.88%2026-09-21: 21.10%2026-09-22: 21.47%2026-09-23: 21.51%2026-09-24: 22.18%2026-09-25: 21.51%2026-09-28: 22.83%2026-09-29: 23.27%2026-09-30: 23.65%2026-10-01: 23.66%2026-10-02: 23.59%2026-10-05: 24.44%2026-10-06: 24.66%2026-10-07: 25.94%2026-10-08: 26.05%2026-10-09: 26.64%2026-10-12: 29.56%2026-10-13: 29.69%2026-10-14: 33.68%2026-10-15: 39.00%2026-10-16: 21.19%2026-10-19: 21.54%2026-10-20: 21.25%2026-10-21: 22.14%2026-10-22: 22.16%2026-10-23: 22.39%2026-10-26: 22.62%2026-10-27: 22.99%2026-10-28: 22.80%2026-10-29: 22.88%Aug 13Sep 22Oct 29
55 observations2026-08-13 — 2026-10-29
Table
DateIV (%)
24.46%
25.47%
28.25%
30.62%
32.55%
40.28%
20.24%
21.13%
19.90%
20.31%
19.92%
21.15%
20.94%
21.21%
21.01%
21.42%
21.37%
23.32%
24.04%
24.73%
25.56%
28.88%
30.78%
32.79%
39.91%
21.88%
21.10%
21.47%
21.51%
22.18%
21.51%
22.83%
23.27%
23.65%
23.66%
23.59%
24.44%
24.66%
25.94%
26.05%
26.64%
29.56%
29.69%
33.68%
39.00%
21.19%
21.54%
21.25%
22.14%
22.16%
22.39%
22.62%
22.99%
22.80%
22.88%