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iShares J.P. Morgan EM Local Currency Bond ETF LEMB

i

Market dataready · fetched 2026-11-11T13:47:33.000Z

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 · 2026-11-11T01:00:00.1704079Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:47:32.664270+00:00

Share price$42.18
1D-0.1%
AH$42.07$42.12$42.17$42.21$42.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLEMB
Sold putSold callAH

iShares J.P. Morgan EM Local Currency Bond ETF options

Live interpolated LEMB call and put midpoint premiums by absolute delta.iShares J.P. Morgan EM Local Currency Bond ETF$0.83$1.15$1.48$1.80$2.12$38.09$39.35$40.61$41.87$43.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive LEMB spot · $42.18LEMB PRICE$0.96$1.07$1.07$1.10$1.17$1.24$1.42$1.59$1.76$1.88$1.99$0.87$1.07$1.07$1.07$1.09$1.10$1.22$1.36$1.50$1.63$1.76$1.88$2.03
PutsExpensive8.87×
Calls——
Skew——
Implied moveBearish±$2.39
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.7994.3%12.5%
25Δ38.4199.1%11.5%
30Δ45.1274.0%9.2%39.8478.7%8.1%
35Δ44.4872.5%8.0%40.7864.4%5.9%
40Δ43.5059.7%5.7%41.4054.7%4.4%
45Δ42.8450.8%4.2%41.9446.2%3.2%
50Δ42.4045.9%3.3%42.3143.5%2.6%
55Δ41.9741.3%2.4%42.6541.5%2.1%
60Δ41.6440.3%2.1%42.9939.5%1.6%
65Δ41.3039.4%1.7%43.2537.2%1.3%
70Δ40.9838.3%1.3%43.5134.8%1.0%
75Δ40.7635.2%1.1%43.7732.5%0.7%
80Δ40.5432.1%0.8%44.0430.2%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.79
IV
94.3%
B/E move
12.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.41
IV
99.1%
B/E move
11.5%

30Δ

Calls
Pseudo strike
45.12
IV
74.0%
B/E move
9.2%
Puts
Pseudo strike
39.84
IV
78.7%
B/E move
8.1%

35Δ

Calls
Pseudo strike
44.48
IV
72.5%
B/E move
8.0%
Puts
Pseudo strike
40.78
IV
64.4%
B/E move
5.9%

40Δ

Calls
Pseudo strike
43.50
IV
59.7%
B/E move
5.7%
Puts
Pseudo strike
41.40
IV
54.7%
B/E move
4.4%

45Δ

Calls
Pseudo strike
42.84
IV
50.8%
B/E move
4.2%
Puts
Pseudo strike
41.94
IV
46.2%
B/E move
3.2%

50Δ

Calls
Pseudo strike
42.40
IV
45.9%
B/E move
3.3%
Puts
Pseudo strike
42.31
IV
43.5%
B/E move
2.6%

55Δ

Calls
Pseudo strike
41.97
IV
41.3%
B/E move
2.4%
Puts
Pseudo strike
42.65
IV
41.5%
B/E move
2.1%

60Δ

Calls
Pseudo strike
41.64
IV
40.3%
B/E move
2.1%
Puts
Pseudo strike
42.99
IV
39.5%
B/E move
1.6%

65Δ

Calls
Pseudo strike
41.30
IV
39.4%
B/E move
1.7%
Puts
Pseudo strike
43.25
IV
37.2%
B/E move
1.3%

70Δ

Calls
Pseudo strike
40.98
IV
38.3%
B/E move
1.3%
Puts
Pseudo strike
43.51
IV
34.8%
B/E move
1.0%

75Δ

Calls
Pseudo strike
40.76
IV
35.2%
B/E move
1.1%
Puts
Pseudo strike
43.77
IV
32.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
40.54
IV
32.1%
B/E move
0.8%
Puts
Pseudo strike
44.04
IV
30.2%
B/E move
0.4%

Options history

IV · four-Friday blend24.91%
Daily EOD
LEMB20.8%23.0%25.2%2026-10-19: 21.08%2026-10-20: 21.09%2026-10-21: 21.27%2026-10-22: 21.79%2026-10-23: 22.14%2026-10-26: 24.40%2026-10-27: 24.42%2026-10-28: 24.38%2026-10-29: 24.86%2026-10-30: 24.91%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
21.08%
21.09%
21.27%
21.79%
22.14%
24.40%
24.42%
24.38%
24.86%
24.91%