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iShares MSCI Saudi Arabia ETF KSA

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Market dataready · fetched 2026-11-12T01:38:14.265Z

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 · 2026-11-12T01:00:00.147621342Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:38:13.840611+00:00

Share price$36.04
1D+0.0%
AH$35.95$35.99$36.03$36.07$36.115:30 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$0.88$1.55$2.23$2.90$3.58$33.96$34.86$35.76$36.65$37.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive KSA spot · $36.04KSA PRICE$0.95$0.95$1.01$1.11$1.22$1.32$1.46$1.63$1.81$2.08$2.37$2.65$1.65$1.65$1.65$1.92$1.99$2.14$2.38$2.64$2.97$3.39
Puts——
Calls——
Skew——
Implied moveBearish±$3.24
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.64222.0%25.1%
25Δ41.92125.0%18.9%31.19172.4%18.0%
30Δ39.5096.6%12.2%33.00137.7%13.0%
35Δ38.2382.1%8.9%
40Δ37.4374.1%6.9%
45Δ36.7967.6%5.5%
50Δ36.2862.3%4.3%36.3079.3%4.6%
55Δ35.8258.5%3.4%36.7670.8%3.5%
60Δ35.4356.6%2.8%37.2165.2%2.7%
65Δ35.0354.7%2.2%37.6562.8%2.1%
70Δ34.6252.9%1.9%38.0960.5%1.6%
75Δ34.2151.1%1.5%38.5658.6%1.2%
80Δ33.8149.3%1.1%39.1157.9%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.64
IV
222.0%
B/E move
25.1%

25Δ

Calls
Pseudo strike
41.92
IV
125.0%
B/E move
18.9%
Puts
Pseudo strike
31.19
IV
172.4%
B/E move
18.0%

30Δ

Calls
Pseudo strike
39.50
IV
96.6%
B/E move
12.2%
Puts
Pseudo strike
33.00
IV
137.7%
B/E move
13.0%

35Δ

Calls
Pseudo strike
38.23
IV
82.1%
B/E move
8.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
37.43
IV
74.1%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
36.79
IV
67.6%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
36.28
IV
62.3%
B/E move
4.3%
Puts
Pseudo strike
36.30
IV
79.3%
B/E move
4.6%

55Δ

Calls
Pseudo strike
35.82
IV
58.5%
B/E move
3.4%
Puts
Pseudo strike
36.76
IV
70.8%
B/E move
3.5%

60Δ

Calls
Pseudo strike
35.43
IV
56.6%
B/E move
2.8%
Puts
Pseudo strike
37.21
IV
65.2%
B/E move
2.7%

65Δ

Calls
Pseudo strike
35.03
IV
54.7%
B/E move
2.2%
Puts
Pseudo strike
37.65
IV
62.8%
B/E move
2.1%

70Δ

Calls
Pseudo strike
34.62
IV
52.9%
B/E move
1.9%
Puts
Pseudo strike
38.09
IV
60.5%
B/E move
1.6%

75Δ

Calls
Pseudo strike
34.21
IV
51.1%
B/E move
1.5%
Puts
Pseudo strike
38.56
IV
58.6%
B/E move
1.2%

80Δ

Calls
Pseudo strike
33.81
IV
49.3%
B/E move
1.1%
Puts
Pseudo strike
39.11
IV
57.9%
B/E move
0.9%

Options history

IV · four-Friday blend33.58%
Daily close
KSA15.3%43.4%71.5%2026-08-13: 35.66%2026-08-14: 32.82%2026-08-17: 42.35%2026-08-18: 46.80%2026-08-19: 55.20%2026-08-20: 65.94%2026-08-21: 19.14%2026-08-24: 24.22%2026-08-25: 26.44%2026-08-26: 27.63%2026-08-27: 27.31%2026-08-28: 27.48%2026-08-31: 26.02%2026-09-01: 29.96%2026-09-02: 27.31%2026-09-03: 26.38%2026-09-04: 31.09%2026-09-08: 35.90%2026-09-09: 32.51%2026-09-10: 39.46%2026-09-11: 33.94%2026-09-14: 45.92%2026-09-15: 47.80%2026-09-16: 56.46%2026-09-17: 67.66%2026-09-18: 30.20%2026-09-21: 30.87%2026-09-22: 22.62%2026-09-23: 31.40%2026-09-24: 32.60%2026-09-25: 30.97%2026-09-28: 34.22%2026-09-29: 34.02%2026-09-30: 33.07%2026-10-01: 33.35%2026-10-02: 29.72%2026-10-05: 34.58%2026-10-06: 36.88%2026-10-07: 37.87%2026-10-08: 25.37%2026-10-09: 39.04%2026-10-12: 44.68%2026-10-13: 49.32%2026-10-14: 46.11%2026-10-15: 60.03%2026-10-16: 25.37%2026-10-19: 30.52%2026-10-20: 33.32%2026-10-21: 34.23%2026-10-22: 31.76%2026-10-23: 33.86%2026-10-26: 33.47%2026-10-27: 36.00%2026-10-28: 31.33%2026-10-29: 32.70%2026-10-30: 33.58%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
35.66%
32.82%
42.35%
46.80%
55.20%
65.94%
19.14%
24.22%
26.44%
27.63%
27.31%
27.48%
26.02%
29.96%
27.31%
26.38%
31.09%
35.90%
32.51%
39.46%
33.94%
45.92%
47.80%
56.46%
67.66%
30.20%
30.87%
22.62%
31.40%
32.60%
30.97%
34.22%
34.02%
33.07%
33.35%
29.72%
34.58%
36.88%
37.87%
25.37%
39.04%
44.68%
49.32%
46.11%
60.03%
25.37%
30.52%
33.32%
34.23%
31.76%
33.86%
33.47%
36.00%
31.33%
32.70%
33.58%