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iShares Trust iShares ESG MSCI EM Leaders ETF LDEM

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Market dataready · fetched 2026-11-12T01:31:33.436Z

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 · 2026-11-11T21:00:00.113883056Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:31:32.945477+00:00

Share price$57.89
1D+0.0%
AH$57.94$57.96$57.97$57.98$58.005:30 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$0.82$1.24$1.65$2.07$2.49$55.29$56.70$58.11$59.52$60.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive LDEM spot · $57.89LDEM PRICE$0.86$0.96$1.07$1.17$1.27$1.38$1.62$1.97$2.37$0.89$0.96$1.03$1.10$1.18$1.25$1.32$1.51$1.80
Puts——
Calls——
Skew——
Implied moveBalanced±$2.10
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ58.8834.7%3.2%57.1634.3%2.8%
45Δ58.5432.8%2.8%57.4532.0%2.4%
50Δ58.1930.9%2.4%57.7329.6%2.1%
55Δ57.8529.0%2.0%58.0227.2%1.7%
60Δ57.5027.1%1.5%58.3024.9%1.3%
65Δ57.1625.2%1.1%58.5922.5%0.9%
70Δ56.7725.1%0.9%58.8720.1%0.6%
75Δ56.3426.7%0.7%59.1919.2%0.4%
80Δ55.8628.2%0.6%59.5419.4%0.2%

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
IV
B/E move

35Δ

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

40Δ

Calls
Pseudo strike
58.88
IV
34.7%
B/E move
3.2%
Puts
Pseudo strike
57.16
IV
34.3%
B/E move
2.8%

45Δ

Calls
Pseudo strike
58.54
IV
32.8%
B/E move
2.8%
Puts
Pseudo strike
57.45
IV
32.0%
B/E move
2.4%

50Δ

Calls
Pseudo strike
58.19
IV
30.9%
B/E move
2.4%
Puts
Pseudo strike
57.73
IV
29.6%
B/E move
2.1%

55Δ

Calls
Pseudo strike
57.85
IV
29.0%
B/E move
2.0%
Puts
Pseudo strike
58.02
IV
27.2%
B/E move
1.7%

60Δ

Calls
Pseudo strike
57.50
IV
27.1%
B/E move
1.5%
Puts
Pseudo strike
58.30
IV
24.9%
B/E move
1.3%

65Δ

Calls
Pseudo strike
57.16
IV
25.2%
B/E move
1.1%
Puts
Pseudo strike
58.59
IV
22.5%
B/E move
0.9%

70Δ

Calls
Pseudo strike
56.77
IV
25.1%
B/E move
0.9%
Puts
Pseudo strike
58.87
IV
20.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
56.34
IV
26.7%
B/E move
0.7%
Puts
Pseudo strike
59.19
IV
19.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
55.86
IV
28.2%
B/E move
0.6%
Puts
Pseudo strike
59.54
IV
19.4%
B/E move
0.2%

Options history

IV · four-Friday blend23.16%
Daily close
LDEM18.3%26.2%34.2%2026-08-13: 25.75%2026-08-14: 25.06%2026-08-17: 28.10%2026-08-18: 30.06%2026-08-19: 30.69%2026-08-20: 30.79%2026-09-10: 21.66%2026-09-14: 24.33%2026-09-15: 25.75%2026-09-16: 28.54%2026-09-17: 29.34%2026-09-18: 19.41%2026-09-23: 19.83%2026-09-24: 19.95%2026-09-28: 20.17%2026-09-29: 20.76%2026-09-30: 20.52%2026-10-01: 20.82%2026-10-02: 20.28%2026-10-07: 21.04%2026-10-08: 21.43%2026-10-09: 21.43%2026-10-12: 23.55%2026-10-13: 24.66%2026-10-14: 27.07%2026-10-15: 33.08%2026-10-16: 20.87%2026-10-19: 20.69%2026-10-20: 20.75%2026-10-21: 20.69%2026-10-22: 21.74%2026-10-23: 22.00%2026-10-26: 22.07%2026-10-27: 21.75%2026-10-28: 21.71%2026-10-29: 21.79%2026-10-30: 23.16%Aug 13Oct 2Oct 30
37 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
25.75%
25.06%
28.10%
30.06%
30.69%
30.79%
21.66%
24.33%
25.75%
28.54%
29.34%
19.41%
19.83%
19.95%
20.17%
20.76%
20.52%
20.82%
20.28%
21.04%
21.43%
21.43%
23.55%
24.66%
27.07%
33.08%
20.87%
20.69%
20.75%
20.69%
21.74%
22.00%
22.07%
21.75%
21.71%
21.79%
23.16%