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iShares MSCI Japan Small-Cap ETF SCJ

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Market datapartial · fetched 2026-10-22T21:03:39.968Z

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 · 2026-10-22T20:10:00.004037993Z

FundamentalsAlpha Vantage · unavailable

Share price$106.89
1D-0.1%
AH$106.50$106.62$106.75$106.87$106.995:30 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$1.04$2.94$4.84$6.74$8.63$97.36$102.26$107.16$112.06$116.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCJ spot · $106.89SCJ PRICE$1.68$1.54$1.76$2.00$2.14$2.41$2.90$3.35$3.35$4.62$5.82$8.05$1.24$1.50$1.50$1.53$1.92$2.35$2.64$3.03$4.26$4.88$5.99$7.17$8.09
PutsExpensive1.10×
CallsCheap0.92×
SkewBearish+0.43 pp
Implied moveBearish±$5.05
TiltBearish7.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ98.5836.9%8.9%
25Δ116.3739.5%10.4%101.2832.1%6.6%
30Δ112.2328.1%6.4%103.5025.5%4.6%
35Δ110.6025.7%5.1%105.0520.8%3.1%
40Δ109.4324.3%4.2%105.8321.5%2.8%
45Δ108.3221.7%3.3%106.6222.1%2.5%
50Δ107.4320.8%2.8%107.3821.2%2.0%
55Δ106.5821.4%2.4%108.2220.7%1.6%
60Δ105.8221.6%2.1%109.4224.9%1.6%
65Δ105.2718.7%1.6%110.4124.7%1.3%
70Δ103.9222.5%1.5%111.7726.2%1.0%
75Δ102.5324.7%1.4%113.2327.1%0.8%
80Δ100.2030.0%1.3%114.4526.0%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
98.58
IV
36.9%
B/E move
8.9%

25Δ

Calls
Pseudo strike
116.37
IV
39.5%
B/E move
10.4%
Puts
Pseudo strike
101.28
IV
32.1%
B/E move
6.6%

30Δ

Calls
Pseudo strike
112.23
IV
28.1%
B/E move
6.4%
Puts
Pseudo strike
103.50
IV
25.5%
B/E move
4.6%

35Δ

Calls
Pseudo strike
110.60
IV
25.7%
B/E move
5.1%
Puts
Pseudo strike
105.05
IV
20.8%
B/E move
3.1%

40Δ

Calls
Pseudo strike
109.43
IV
24.3%
B/E move
4.2%
Puts
Pseudo strike
105.83
IV
21.5%
B/E move
2.8%

45Δ

Calls
Pseudo strike
108.32
IV
21.7%
B/E move
3.3%
Puts
Pseudo strike
106.62
IV
22.1%
B/E move
2.5%

50Δ

Calls
Pseudo strike
107.43
IV
20.8%
B/E move
2.8%
Puts
Pseudo strike
107.38
IV
21.2%
B/E move
2.0%

55Δ

Calls
Pseudo strike
106.58
IV
21.4%
B/E move
2.4%
Puts
Pseudo strike
108.22
IV
20.7%
B/E move
1.6%

60Δ

Calls
Pseudo strike
105.82
IV
21.6%
B/E move
2.1%
Puts
Pseudo strike
109.42
IV
24.9%
B/E move
1.6%

65Δ

Calls
Pseudo strike
105.27
IV
18.7%
B/E move
1.6%
Puts
Pseudo strike
110.41
IV
24.7%
B/E move
1.3%

70Δ

Calls
Pseudo strike
103.92
IV
22.5%
B/E move
1.5%
Puts
Pseudo strike
111.77
IV
26.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
102.53
IV
24.7%
B/E move
1.4%
Puts
Pseudo strike
113.23
IV
27.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
100.20
IV
30.0%
B/E move
1.3%
Puts
Pseudo strike
114.45
IV
26.0%
B/E move
0.5%

Options history

No recorded observations