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iShares India 50 ETF INDY

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Market datapartial · fetched 2026-10-23T16:01:39.414Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-06-17

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T15:42:50.979307424Z

FundamentalsAlpha Vantage · unavailable

Share price$41.40
1D-0.2%
$41.37$41.43$41.50$41.56$41.625:30 AM6:30 AM9:00 AM1:00 PMINDY
Sold putSold call

iShares India 50 ETF options

Live interpolated INDY call and put midpoint premiums by absolute delta.iShares India 50 ETF$2.43$3.11$3.78$4.46$5.14$30.86$35.76$40.66$45.56$50.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INDY spot · $41.40INDY PRICE$2.58$2.92$3.26$3.59$3.93$4.27$4.61$4.95$2.50$2.51$2.53$2.54$2.55
PutsExpensive1.60×
CallsExpensive1.35×
SkewBearish+4.44 pp
Implied moveBullish±$5.47
TiltBullish40.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ38.2034.3%13.8%
35Δ39.4030.1%10.9%
40Δ40.5925.9%8.1%
45Δ44.7825.6%14.4%41.7921.7%5.2%
50Δ43.8524.4%13.0%42.9817.5%2.3%
55Δ42.9323.2%11.6%
60Δ42.0022.1%10.1%
65Δ41.0720.9%8.7%
70Δ40.1419.7%7.3%
75Δ39.2218.5%5.9%
80Δ38.2917.3%4.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.20
IV
34.3%
B/E move
13.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.40
IV
30.1%
B/E move
10.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.59
IV
25.9%
B/E move
8.1%

45Δ

Calls
Pseudo strike
44.78
IV
25.6%
B/E move
14.4%
Puts
Pseudo strike
41.79
IV
21.7%
B/E move
5.2%

50Δ

Calls
Pseudo strike
43.85
IV
24.4%
B/E move
13.0%
Puts
Pseudo strike
42.98
IV
17.5%
B/E move
2.3%

55Δ

Calls
Pseudo strike
42.93
IV
23.2%
B/E move
11.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
42.00
IV
22.1%
B/E move
10.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
41.07
IV
20.9%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
40.14
IV
19.7%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
39.22
IV
18.5%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
38.29
IV
17.3%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations