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

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Market datapartial · fetched 2026-10-22T18:25:09.388Z

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 · 2026-10-22T18:24:43.020944459Z

FundamentalsAlpha Vantage · unavailable

Share price$42.42
1D+0.0%
$42.35$42.38$42.40$42.43$42.455:30 AM6:30 AM9:00 AM1:00 PMLEMB
Sold putSold call

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$0.85$1.30$1.74$2.18$2.63$37.01$39.50$41.99$44.48$46.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LEMB spot · $42.42LEMB PRICE$0.90$0.90$0.95$1.04$1.12$1.21$1.29$1.38$1.47$1.55$1.64$1.72$0.90$0.92$1.07$1.21$1.35$1.50$1.64$1.78$1.93$2.07$2.21$2.36$2.50
PutsExpensive5.71×
CallsExpensive4.91×
SkewBearish+7.08 pp
Implied moveBearish±$2.85
TiltBearish17.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.2362.5%14.4%
25Δ47.8454.6%14.9%39.0848.7%10.0%
30Δ45.8543.0%10.2%39.5846.2%9.2%
35Δ44.7736.7%7.8%40.0843.7%8.4%
40Δ44.3634.4%7.0%40.5841.2%7.5%
45Δ43.9632.1%6.3%41.0738.7%6.7%
50Δ43.5529.7%5.5%41.5736.2%5.9%
55Δ43.1527.4%4.8%42.0733.8%5.0%
60Δ42.7525.1%4.0%42.5731.3%4.2%
65Δ42.3422.8%3.3%43.0728.8%3.3%
70Δ41.9420.5%2.5%43.5626.3%2.5%
75Δ41.5318.2%1.8%44.0623.8%1.7%
80Δ41.1315.9%1.0%44.5621.3%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.23
IV
62.5%
B/E move
14.4%

25Δ

Calls
Pseudo strike
47.84
IV
54.6%
B/E move
14.9%
Puts
Pseudo strike
39.08
IV
48.7%
B/E move
10.0%

30Δ

Calls
Pseudo strike
45.85
IV
43.0%
B/E move
10.2%
Puts
Pseudo strike
39.58
IV
46.2%
B/E move
9.2%

35Δ

Calls
Pseudo strike
44.77
IV
36.7%
B/E move
7.8%
Puts
Pseudo strike
40.08
IV
43.7%
B/E move
8.4%

40Δ

Calls
Pseudo strike
44.36
IV
34.4%
B/E move
7.0%
Puts
Pseudo strike
40.58
IV
41.2%
B/E move
7.5%

45Δ

Calls
Pseudo strike
43.96
IV
32.1%
B/E move
6.3%
Puts
Pseudo strike
41.07
IV
38.7%
B/E move
6.7%

50Δ

Calls
Pseudo strike
43.55
IV
29.7%
B/E move
5.5%
Puts
Pseudo strike
41.57
IV
36.2%
B/E move
5.9%

55Δ

Calls
Pseudo strike
43.15
IV
27.4%
B/E move
4.8%
Puts
Pseudo strike
42.07
IV
33.8%
B/E move
5.0%

60Δ

Calls
Pseudo strike
42.75
IV
25.1%
B/E move
4.0%
Puts
Pseudo strike
42.57
IV
31.3%
B/E move
4.2%

65Δ

Calls
Pseudo strike
42.34
IV
22.8%
B/E move
3.3%
Puts
Pseudo strike
43.07
IV
28.8%
B/E move
3.3%

70Δ

Calls
Pseudo strike
41.94
IV
20.5%
B/E move
2.5%
Puts
Pseudo strike
43.56
IV
26.3%
B/E move
2.5%

75Δ

Calls
Pseudo strike
41.53
IV
18.2%
B/E move
1.8%
Puts
Pseudo strike
44.06
IV
23.8%
B/E move
1.7%

80Δ

Calls
Pseudo strike
41.13
IV
15.9%
B/E move
1.0%
Puts
Pseudo strike
44.56
IV
21.3%
B/E move
0.8%

Options history

No recorded observations