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iShares MSCI Saudi Arabia ETF KSA

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Market datapartial · fetched 2026-10-22T22:57:45.711Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:30:00.003671261Z

FundamentalsAlpha Vantage · unavailable

Share price$33.70
1D+0.1%
AH$33.58$33.62$33.66$33.69$33.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKSA
Sold putSold callAH

iShares MSCI Saudi Arabia ETF options

Live interpolated KSA call and put midpoint premiums by absolute delta.iShares MSCI Saudi Arabia ETF$0.50$1.92$3.34$4.76$6.18$29.31$31.47$33.62$35.77$37.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KSA spot · $33.70KSA PRICE$0.89$1.04$1.19$1.34$1.44$1.53$1.63$0.66$0.82$0.99$1.17$1.36$1.65$1.95$2.73$3.75$4.76$5.78
PutsExpensive1.51×
CallsExpensive1.46×
SkewBearish+15.11 pp
Implied moveBearish±$2.24
TiltBearish47.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ32.2834.0%6.1%
35Δ32.7234.2%5.4%
40Δ33.1434.3%4.6%
45Δ33.5533.9%3.9%
50Δ33.8824.1%3.2%33.9633.6%3.3%
55Δ33.5924.0%2.8%34.4034.4%2.8%
60Δ33.3123.9%2.4%34.8535.3%2.4%
65Δ33.0223.8%2.0%35.7638.0%2.0%
70Δ32.8222.1%1.7%36.8941.4%1.7%
75Δ32.6320.3%1.4%38.0144.9%1.3%
80Δ32.4518.5%1.1%39.1448.4%1.0%

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
32.28
IV
34.0%
B/E move
6.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.72
IV
34.2%
B/E move
5.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.14
IV
34.3%
B/E move
4.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.55
IV
33.9%
B/E move
3.9%

50Δ

Calls
Pseudo strike
33.88
IV
24.1%
B/E move
3.2%
Puts
Pseudo strike
33.96
IV
33.6%
B/E move
3.3%

55Δ

Calls
Pseudo strike
33.59
IV
24.0%
B/E move
2.8%
Puts
Pseudo strike
34.40
IV
34.4%
B/E move
2.8%

60Δ

Calls
Pseudo strike
33.31
IV
23.9%
B/E move
2.4%
Puts
Pseudo strike
34.85
IV
35.3%
B/E move
2.4%

65Δ

Calls
Pseudo strike
33.02
IV
23.8%
B/E move
2.0%
Puts
Pseudo strike
35.76
IV
38.0%
B/E move
2.0%

70Δ

Calls
Pseudo strike
32.82
IV
22.1%
B/E move
1.7%
Puts
Pseudo strike
36.89
IV
41.4%
B/E move
1.7%

75Δ

Calls
Pseudo strike
32.63
IV
20.3%
B/E move
1.4%
Puts
Pseudo strike
38.01
IV
44.9%
B/E move
1.3%

80Δ

Calls
Pseudo strike
32.45
IV
18.5%
B/E move
1.1%
Puts
Pseudo strike
39.14
IV
48.4%
B/E move
1.0%

Options history

No recorded observations