IntraAlpha
Create free account Start free

iShares MSCI China ETF MCHI

i

Market dataready · fetched 2026-11-11T15:44:48.894Z

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 · 2026-11-11T15:44:41.031127178Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:44:48.431213+00:00

Share price$50.69
1D-0.3%
$50.61$50.68$50.75$50.83$50.905:30 AM6:30 AM9:00 AM1:00 PMMCHI
Sold putSold call

iShares MSCI China ETF options

Live interpolated MCHI call and put midpoint premiums by absolute delta.iShares MSCI China ETF$0.25$0.93$1.60$2.28$2.96$47.89$49.42$50.95$52.47$54.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MCHI spot · $50.69MCHI PRICE$0.36$0.50$0.60$0.65$0.65$0.65$0.80$0.97$1.13$1.35$1.82$2.29$2.76$0.42$0.32$0.38$0.45$0.57$0.70$0.82$0.95$1.23$1.50$1.76$1.91$2.07
PutsExpensive1.09×
CallsCheap0.94×
SkewBullish-4.27 pp
Implied moveBalanced±$1.62
TiltBullish5.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.6040.0%6.5%47.8845.6%6.4%
25Δ53.2042.7%6.0%49.3126.8%3.4%
30Δ52.6541.4%5.0%49.7024.8%2.7%
35Δ51.9535.9%3.8%50.0623.4%2.1%
40Δ51.4930.3%2.9%50.3023.8%1.9%
45Δ51.0424.7%2.0%50.5424.1%1.7%
50Δ50.7625.0%1.7%50.7824.4%1.4%
55Δ50.4925.8%1.5%51.0324.9%1.2%
60Δ50.2326.5%1.3%51.3826.8%1.1%
65Δ49.9227.4%1.1%51.7228.6%0.9%
70Δ49.3729.1%1.0%52.0529.7%0.8%
75Δ48.8230.8%0.8%52.3027.7%0.6%
80Δ48.2732.4%0.7%52.5425.8%0.4%

20Δ

Calls
Pseudo strike
53.60
IV
40.0%
B/E move
6.5%
Puts
Pseudo strike
47.88
IV
45.6%
B/E move
6.4%

25Δ

Calls
Pseudo strike
53.20
IV
42.7%
B/E move
6.0%
Puts
Pseudo strike
49.31
IV
26.8%
B/E move
3.4%

30Δ

Calls
Pseudo strike
52.65
IV
41.4%
B/E move
5.0%
Puts
Pseudo strike
49.70
IV
24.8%
B/E move
2.7%

35Δ

Calls
Pseudo strike
51.95
IV
35.9%
B/E move
3.8%
Puts
Pseudo strike
50.06
IV
23.4%
B/E move
2.1%

40Δ

Calls
Pseudo strike
51.49
IV
30.3%
B/E move
2.9%
Puts
Pseudo strike
50.30
IV
23.8%
B/E move
1.9%

45Δ

Calls
Pseudo strike
51.04
IV
24.7%
B/E move
2.0%
Puts
Pseudo strike
50.54
IV
24.1%
B/E move
1.7%

50Δ

Calls
Pseudo strike
50.76
IV
25.0%
B/E move
1.7%
Puts
Pseudo strike
50.78
IV
24.4%
B/E move
1.4%

55Δ

Calls
Pseudo strike
50.49
IV
25.8%
B/E move
1.5%
Puts
Pseudo strike
51.03
IV
24.9%
B/E move
1.2%

60Δ

Calls
Pseudo strike
50.23
IV
26.5%
B/E move
1.3%
Puts
Pseudo strike
51.38
IV
26.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
49.92
IV
27.4%
B/E move
1.1%
Puts
Pseudo strike
51.72
IV
28.6%
B/E move
0.9%

70Δ

Calls
Pseudo strike
49.37
IV
29.1%
B/E move
1.0%
Puts
Pseudo strike
52.05
IV
29.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
48.82
IV
30.8%
B/E move
0.8%
Puts
Pseudo strike
52.30
IV
27.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
48.27
IV
32.4%
B/E move
0.7%
Puts
Pseudo strike
52.54
IV
25.8%
B/E move
0.4%

Options history

IV · four-Friday blend22.78%
Daily EOD
MCHI21.5%22.7%23.9%2026-10-19: 21.89%2026-10-20: 21.65%2026-10-21: 22.00%2026-10-22: 22.23%2026-10-23: 23.74%2026-10-26: 21.94%2026-10-27: 22.15%2026-10-28: 23.27%2026-10-29: 22.38%2026-10-30: 22.78%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
21.89%
21.65%
22.00%
22.23%
23.74%
21.94%
22.15%
23.27%
22.38%
22.78%