IntraAlpha
Create free account Start free

iShares Trust iShares ESG MSCI EM Leaders ETF LDEM

i

Market datapartial · fetched 2026-10-22T23:43:29.244Z

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 · 2026-10-22T20:00:00.228267271Z

FundamentalsAlpha Vantage · unavailable

Share price$56.99
1D-0.6%
AH$57.02$57.12$57.22$57.31$57.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLDEM
Sold putSold callAH

iShares Trust iShares ESG MSCI EM Leaders ETF options

Live interpolated LDEM call and put midpoint premiums by absolute delta.iShares Trust iShares ESG MSCI EM Leaders ETF$0.57$1.28$1.98$2.69$3.39$52.79$55.32$57.85$60.38$62.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LDEM spot · $56.99LDEM PRICE$0.65$0.73$0.82$0.91$1.02$1.15$1.29$1.40$1.59$1.80$2.08$2.37$2.77$3.19
PutsFair1.03×
CallsExpensive1.99×
SkewBullish-6.93 pp
Implied moveBearish±$2.69
TiltBearish39.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.9738.2%11.6%
25Δ60.9831.7%8.3%
30Δ59.8128.0%6.4%
35Δ58.9325.1%5.0%
40Δ58.3023.3%4.1%
45Δ57.7621.9%3.4%
50Δ57.2920.8%2.8%57.2721.0%2.0%
55Δ57.6720.5%1.6%
60Δ58.0820.0%1.2%
65Δ58.5119.8%1.0%
70Δ58.9519.7%0.7%
75Δ59.4719.8%0.5%
80Δ60.0219.8%0.3%

20Δ

Calls
Pseudo strike
62.97
IV
38.2%
B/E move
11.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
60.98
IV
31.7%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
59.81
IV
28.0%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
58.93
IV
25.1%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
58.30
IV
23.3%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
57.76
IV
21.9%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
57.29
IV
20.8%
B/E move
2.8%
Puts
Pseudo strike
57.27
IV
21.0%
B/E move
2.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.67
IV
20.5%
B/E move
1.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.08
IV
20.0%
B/E move
1.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.51
IV
19.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.95
IV
19.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.47
IV
19.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.02
IV
19.8%
B/E move
0.3%

Options history

No recorded observations