Matthews Korea Active ETF MKOR
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Market dataready · fetched 2026-11-12T02:28:42.214Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-12T01:00:00.041381759Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:28:41.868604+00:00
Matthews Korea Active ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 57.01 | 77.7% | 12.9% | 46.38 | 80.5% | 10.7% |
| 25Δ | 55.11 | 66.4% | 9.3% | 47.89 | 67.9% | 7.9% |
| 30Δ | 53.94 | 60.0% | 7.3% | 48.96 | 58.3% | 6.0% |
| 35Δ | 53.20 | 56.3% | 6.1% | 49.49 | 56.3% | 5.4% |
| 40Δ | 52.46 | 52.6% | 4.9% | 49.99 | 54.5% | 4.8% |
| 45Δ | 51.80 | 50.6% | 4.0% | 50.50 | 52.7% | 4.3% |
| 50Δ | 51.29 | 51.5% | 3.5% | 51.00 | 50.9% | 3.8% |
| 55Δ | 50.72 | 53.8% | 3.1% | 51.51 | 49.1% | 3.2% |
| 60Δ | 50.06 | 58.1% | 2.8% | 52.01 | 47.3% | 2.7% |
| 65Δ | 49.40 | 62.5% | 2.5% | 52.51 | 45.6% | 2.2% |
| 70Δ | 48.79 | 63.3% | 2.1% | 53.02 | 43.8% | 1.6% |
| 75Δ | 48.25 | 59.0% | 1.6% | 53.52 | 42.0% | 1.1% |
| 80Δ | 47.57 | 57.3% | 1.1% | |||
20Δ
- Pseudo strike
- 57.01
- IV
- 77.7%
- B/E move
- 12.9%
- Pseudo strike
- 46.38
- IV
- 80.5%
- B/E move
- 10.7%
25Δ
- Pseudo strike
- 55.11
- IV
- 66.4%
- B/E move
- 9.3%
- Pseudo strike
- 47.89
- IV
- 67.9%
- B/E move
- 7.9%
30Δ
- Pseudo strike
- 53.94
- IV
- 60.0%
- B/E move
- 7.3%
- Pseudo strike
- 48.96
- IV
- 58.3%
- B/E move
- 6.0%
35Δ
- Pseudo strike
- 53.20
- IV
- 56.3%
- B/E move
- 6.1%
- Pseudo strike
- 49.49
- IV
- 56.3%
- B/E move
- 5.4%
40Δ
- Pseudo strike
- 52.46
- IV
- 52.6%
- B/E move
- 4.9%
- Pseudo strike
- 49.99
- IV
- 54.5%
- B/E move
- 4.8%
45Δ
- Pseudo strike
- 51.80
- IV
- 50.6%
- B/E move
- 4.0%
- Pseudo strike
- 50.50
- IV
- 52.7%
- B/E move
- 4.3%
50Δ
- Pseudo strike
- 51.29
- IV
- 51.5%
- B/E move
- 3.5%
- Pseudo strike
- 51.00
- IV
- 50.9%
- B/E move
- 3.8%
55Δ
- Pseudo strike
- 50.72
- IV
- 53.8%
- B/E move
- 3.1%
- Pseudo strike
- 51.51
- IV
- 49.1%
- B/E move
- 3.2%
60Δ
- Pseudo strike
- 50.06
- IV
- 58.1%
- B/E move
- 2.8%
- Pseudo strike
- 52.01
- IV
- 47.3%
- B/E move
- 2.7%
65Δ
- Pseudo strike
- 49.40
- IV
- 62.5%
- B/E move
- 2.5%
- Pseudo strike
- 52.51
- IV
- 45.6%
- B/E move
- 2.2%
70Δ
- Pseudo strike
- 48.79
- IV
- 63.3%
- B/E move
- 2.1%
- Pseudo strike
- 53.02
- IV
- 43.8%
- B/E move
- 1.6%
75Δ
- Pseudo strike
- 48.25
- IV
- 59.0%
- B/E move
- 1.6%
- Pseudo strike
- 53.52
- IV
- 42.0%
- B/E move
- 1.1%
80Δ
- Pseudo strike
- 47.57
- IV
- 57.3%
- B/E move
- 1.1%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 41.75% | |
| 41.77% | |
| 40.50% | |
| 42.20% | |
| 42.40% | |
| 42.47% | |
| 42.04% | |
| 42.16% | |
| 41.95% | |
| 43.55% |