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iShares MSCI Japan Small-Cap ETF SCJ

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Market dataready · fetched 2026-11-12T00:53:05.874Z

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 · 2026-11-11T23:30:00.003832308Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:53:05.133687+00:00

Share price$105.41
1D+0.6%
AH$104.15$104.51$104.88$105.24$105.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSCJ
Sold putSold callAH

iShares MSCI Japan Small-Cap ETF options

Live interpolated SCJ call and put midpoint premiums by absolute delta.iShares MSCI Japan Small-Cap ETF$0.49$2.59$4.69$6.79$8.89$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESCJ PRICE$1.00$1.00$0.72$1.82$2.44$2.53$2.59$2.64$1.00$1.00$1.17$1.53$1.51$1.61$1.75$2.26$3.01$6.84$8.28
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ114.1556.9%9.2%98.4754.2%7.5%
25Δ110.5742.3%5.8%101.3939.8%4.8%
30Δ107.6723.5%2.8%102.6036.2%3.8%
35Δ103.3737.7%3.4%
40Δ
45Δ105.0626.5%1.8%
50Δ105.5524.2%1.4%
55Δ106.0622.3%1.0%
60Δ104.6720.6%1.0%106.6624.4%1.0%
65Δ104.0424.3%1.0%107.4628.1%0.9%
70Δ103.7622.3%0.8%
75Δ103.5119.8%0.7%111.2346.9%1.0%
80Δ103.2617.4%0.5%112.9249.1%0.7%

20Δ

Calls
Pseudo strike
114.15
IV
56.9%
B/E move
9.2%
Puts
Pseudo strike
98.47
IV
54.2%
B/E move
7.5%

25Δ

Calls
Pseudo strike
110.57
IV
42.3%
B/E move
5.8%
Puts
Pseudo strike
101.39
IV
39.8%
B/E move
4.8%

30Δ

Calls
Pseudo strike
107.67
IV
23.5%
B/E move
2.8%
Puts
Pseudo strike
102.60
IV
36.2%
B/E move
3.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
103.37
IV
37.7%
B/E move
3.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
105.06
IV
26.5%
B/E move
1.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
105.55
IV
24.2%
B/E move
1.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
106.06
IV
22.3%
B/E move
1.0%

60Δ

Calls
Pseudo strike
104.67
IV
20.6%
B/E move
1.0%
Puts
Pseudo strike
106.66
IV
24.4%
B/E move
1.0%

65Δ

Calls
Pseudo strike
104.04
IV
24.3%
B/E move
1.0%
Puts
Pseudo strike
107.46
IV
28.1%
B/E move
0.9%

70Δ

Calls
Pseudo strike
103.76
IV
22.3%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
103.51
IV
19.8%
B/E move
0.7%
Puts
Pseudo strike
111.23
IV
46.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
103.26
IV
17.4%
B/E move
0.5%
Puts
Pseudo strike
112.92
IV
49.1%
B/E move
0.7%

Options history

IV · four-Friday blend21.55%
Daily EOD
SCJ18.9%20.3%21.7%2026-10-19: 19.66%2026-10-20: 20.28%2026-10-21: 19.62%2026-10-22: 19.82%2026-10-23: 19.12%2026-10-26: 20.39%2026-10-27: 19.20%2026-10-28: 20.75%2026-10-29: 20.52%2026-10-30: 21.55%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.66%
20.28%
19.62%
19.82%
19.12%
20.39%
19.20%
20.75%
20.52%
21.55%