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iShares MSCI China ETF MCHI

i

Market dataready · fetched 2026-11-11T15:59:35.485Z

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 · 2026-11-11T15:58:27.448356376Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:59:35.044300+00:00

Share price$50.71
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$0.91$1.57$2.24$2.90$47.88$49.42$50.95$52.49$54.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MCHI spot · $50.70MCHI PRICE$0.37$0.51$0.60$0.65$0.65$0.65$0.79$0.96$1.12$1.31$1.77$2.24$2.71$0.42$0.32$0.38$0.46$0.58$0.70$0.82$0.97$1.25$1.53$1.77$1.93$2.09
PutsExpensive1.10×
CallsCheap0.92×
SkewBullish-3.52 pp
Implied moveBalanced±$1.62
TiltBullish4.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.4538.2%6.1%47.8945.7%6.4%
25Δ53.1641.9%5.8%49.3226.9%3.4%
30Δ52.6641.3%5.0%49.7224.9%2.7%
35Δ51.9635.9%3.8%50.0723.6%2.2%
40Δ51.5130.4%2.9%50.3124.0%1.9%
45Δ51.0624.8%2.0%50.5624.3%1.7%
50Δ50.7724.7%1.7%50.8024.7%1.4%
55Δ50.5125.4%1.5%51.0625.3%1.2%
60Δ50.2526.2%1.3%51.4127.2%1.1%
65Δ49.9626.9%1.1%51.7529.1%0.9%
70Δ49.4228.4%1.0%52.0729.9%0.8%
75Δ48.8729.9%0.8%52.3328.0%0.6%
80Δ48.3331.4%0.7%52.5926.1%0.4%

20Δ

Calls
Pseudo strike
53.45
IV
38.2%
B/E move
6.1%
Puts
Pseudo strike
47.89
IV
45.7%
B/E move
6.4%

25Δ

Calls
Pseudo strike
53.16
IV
41.9%
B/E move
5.8%
Puts
Pseudo strike
49.32
IV
26.9%
B/E move
3.4%

30Δ

Calls
Pseudo strike
52.66
IV
41.3%
B/E move
5.0%
Puts
Pseudo strike
49.72
IV
24.9%
B/E move
2.7%

35Δ

Calls
Pseudo strike
51.96
IV
35.9%
B/E move
3.8%
Puts
Pseudo strike
50.07
IV
23.6%
B/E move
2.2%

40Δ

Calls
Pseudo strike
51.51
IV
30.4%
B/E move
2.9%
Puts
Pseudo strike
50.31
IV
24.0%
B/E move
1.9%

45Δ

Calls
Pseudo strike
51.06
IV
24.8%
B/E move
2.0%
Puts
Pseudo strike
50.56
IV
24.3%
B/E move
1.7%

50Δ

Calls
Pseudo strike
50.77
IV
24.7%
B/E move
1.7%
Puts
Pseudo strike
50.80
IV
24.7%
B/E move
1.4%

55Δ

Calls
Pseudo strike
50.51
IV
25.4%
B/E move
1.5%
Puts
Pseudo strike
51.06
IV
25.3%
B/E move
1.2%

60Δ

Calls
Pseudo strike
50.25
IV
26.2%
B/E move
1.3%
Puts
Pseudo strike
51.41
IV
27.2%
B/E move
1.1%

65Δ

Calls
Pseudo strike
49.96
IV
26.9%
B/E move
1.1%
Puts
Pseudo strike
51.75
IV
29.1%
B/E move
0.9%

70Δ

Calls
Pseudo strike
49.42
IV
28.4%
B/E move
1.0%
Puts
Pseudo strike
52.07
IV
29.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
48.87
IV
29.9%
B/E move
0.8%
Puts
Pseudo strike
52.33
IV
28.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
48.33
IV
31.4%
B/E move
0.7%
Puts
Pseudo strike
52.59
IV
26.1%
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%