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iShares MSCI EAFE Small-Cap ETF SCZ

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Market datapartial · fetched 2026-10-22T23:05:27.965Z

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 · 2026-10-22T20:00:00.0665455Z

FundamentalsAlpha Vantage · unavailable

Share price$82.89
1D-0.2%
AH$82.58$82.72$82.86$82.99$83.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSCZ
Sold putSold callAH

iShares MSCI EAFE Small-Cap ETF options

Live interpolated SCZ call and put midpoint premiums by absolute delta.iShares MSCI EAFE Small-Cap ETF$0.61$1.57$2.52$3.47$4.43$77.38$80.17$82.95$85.73$88.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCZ spot · $82.89SCZ PRICE$0.72$0.79$0.87$1.00$1.11$1.32$1.63$1.91$2.17$2.53$2.96$3.56$4.09$0.82$0.89$1.00$1.14$1.26$1.35$1.54$1.81$2.10$2.41$2.81$3.35$4.15
PutsExpensive1.07×
CallsExpensive1.34×
SkewBullish-0.52 pp
Implied moveBullish±$3.16
TiltBalanced0.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.3228.6%8.6%77.6730.5%7.3%
25Δ87.1923.5%6.1%79.5424.8%5.1%
30Δ85.8620.2%4.6%80.6821.9%3.9%
35Δ85.0118.7%3.8%81.4920.1%3.1%
40Δ84.3517.3%3.1%82.1818.4%2.4%
45Δ83.7617.0%2.6%82.7316.7%1.8%
50Δ83.2517.8%2.4%83.2415.9%1.4%
55Δ82.7318.1%2.1%83.7216.1%1.2%
60Δ82.2017.8%1.8%84.2016.1%1.0%
65Δ81.6318.0%1.5%84.7016.0%0.7%
70Δ81.0318.4%1.3%85.2716.1%0.5%
75Δ80.2619.2%1.1%85.9416.7%0.4%
80Δ79.5719.1%0.9%86.8617.8%0.2%

20Δ

Calls
Pseudo strike
89.32
IV
28.6%
B/E move
8.6%
Puts
Pseudo strike
77.67
IV
30.5%
B/E move
7.3%

25Δ

Calls
Pseudo strike
87.19
IV
23.5%
B/E move
6.1%
Puts
Pseudo strike
79.54
IV
24.8%
B/E move
5.1%

30Δ

Calls
Pseudo strike
85.86
IV
20.2%
B/E move
4.6%
Puts
Pseudo strike
80.68
IV
21.9%
B/E move
3.9%

35Δ

Calls
Pseudo strike
85.01
IV
18.7%
B/E move
3.8%
Puts
Pseudo strike
81.49
IV
20.1%
B/E move
3.1%

40Δ

Calls
Pseudo strike
84.35
IV
17.3%
B/E move
3.1%
Puts
Pseudo strike
82.18
IV
18.4%
B/E move
2.4%

45Δ

Calls
Pseudo strike
83.76
IV
17.0%
B/E move
2.6%
Puts
Pseudo strike
82.73
IV
16.7%
B/E move
1.8%

50Δ

Calls
Pseudo strike
83.25
IV
17.8%
B/E move
2.4%
Puts
Pseudo strike
83.24
IV
15.9%
B/E move
1.4%

55Δ

Calls
Pseudo strike
82.73
IV
18.1%
B/E move
2.1%
Puts
Pseudo strike
83.72
IV
16.1%
B/E move
1.2%

60Δ

Calls
Pseudo strike
82.20
IV
17.8%
B/E move
1.8%
Puts
Pseudo strike
84.20
IV
16.1%
B/E move
1.0%

65Δ

Calls
Pseudo strike
81.63
IV
18.0%
B/E move
1.5%
Puts
Pseudo strike
84.70
IV
16.0%
B/E move
0.7%

70Δ

Calls
Pseudo strike
81.03
IV
18.4%
B/E move
1.3%
Puts
Pseudo strike
85.27
IV
16.1%
B/E move
0.5%

75Δ

Calls
Pseudo strike
80.26
IV
19.2%
B/E move
1.1%
Puts
Pseudo strike
85.94
IV
16.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
79.57
IV
19.1%
B/E move
0.9%
Puts
Pseudo strike
86.86
IV
17.8%
B/E move
0.2%

Options history

No recorded observations