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iShares MSCI India Small-Cap ETF SMIN

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Market dataready · fetched 2026-11-12T03:07:51.091Z

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 · 2026-11-12T01:00:06.889805225Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:07:50.560579+00:00

Share price$70.82
1D+0.3%
AH$70.41$70.53$70.65$70.77$70.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSMIN
Sold putSold callAH

iShares MSCI India Small-Cap ETF options

Live interpolated SMIN call and put midpoint premiums by absolute delta.iShares MSCI India Small-Cap ETF$0.84$1.44$2.04$2.65$3.25$65.16$67.78$70.39$73.00$75.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SMIN spot · $70.82SMIN PRICE$0.90$1.12$1.21$1.31$1.43$1.59$1.75$1.98$2.25$2.47$2.61$1.01$1.05$1.12$1.23$1.35$1.50$1.65$1.91$2.17$2.48$2.79$2.94$3.08
PutsExpensive2.37×
Calls——
Skew——
Implied moveBearish±$3.08
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.3279.3%10.6%
25Δ66.8161.0%7.1%
30Δ73.6843.9%5.3%68.1951.5%5.3%
35Δ73.0044.5%4.7%69.1545.7%4.1%
40Δ72.1739.6%3.6%69.8841.8%3.2%
45Δ71.5536.2%2.9%70.4638.8%2.6%
50Δ70.9933.3%2.3%71.0035.9%2.1%
55Δ70.5631.7%1.9%71.4935.4%1.7%
60Δ70.1330.2%1.5%71.9934.9%1.4%
65Δ69.7029.4%1.2%72.4934.3%1.1%
70Δ69.2729.1%1.0%72.9933.7%0.9%
75Δ68.9127.9%0.8%73.2930.9%0.7%
80Δ68.6625.2%0.6%73.5827.9%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.32
IV
79.3%
B/E move
10.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.81
IV
61.0%
B/E move
7.1%

30Δ

Calls
Pseudo strike
73.68
IV
43.9%
B/E move
5.3%
Puts
Pseudo strike
68.19
IV
51.5%
B/E move
5.3%

35Δ

Calls
Pseudo strike
73.00
IV
44.5%
B/E move
4.7%
Puts
Pseudo strike
69.15
IV
45.7%
B/E move
4.1%

40Δ

Calls
Pseudo strike
72.17
IV
39.6%
B/E move
3.6%
Puts
Pseudo strike
69.88
IV
41.8%
B/E move
3.2%

45Δ

Calls
Pseudo strike
71.55
IV
36.2%
B/E move
2.9%
Puts
Pseudo strike
70.46
IV
38.8%
B/E move
2.6%

50Δ

Calls
Pseudo strike
70.99
IV
33.3%
B/E move
2.3%
Puts
Pseudo strike
71.00
IV
35.9%
B/E move
2.1%

55Δ

Calls
Pseudo strike
70.56
IV
31.7%
B/E move
1.9%
Puts
Pseudo strike
71.49
IV
35.4%
B/E move
1.7%

60Δ

Calls
Pseudo strike
70.13
IV
30.2%
B/E move
1.5%
Puts
Pseudo strike
71.99
IV
34.9%
B/E move
1.4%

65Δ

Calls
Pseudo strike
69.70
IV
29.4%
B/E move
1.2%
Puts
Pseudo strike
72.49
IV
34.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
69.27
IV
29.1%
B/E move
1.0%
Puts
Pseudo strike
72.99
IV
33.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
68.91
IV
27.9%
B/E move
0.8%
Puts
Pseudo strike
73.29
IV
30.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
68.66
IV
25.2%
B/E move
0.6%
Puts
Pseudo strike
73.58
IV
27.9%
B/E move
0.4%

Options history

IV · four-Friday blend23.20%
Daily EOD
SMIN22.3%22.9%23.4%2026-10-19: 22.57%2026-10-20: 22.45%2026-10-21: 22.36%2026-10-22: 23.36%2026-10-23: 23.09%2026-10-26: 23.35%2026-10-27: 22.78%2026-10-28: 22.54%2026-10-29: 22.35%2026-10-30: 23.20%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
22.57%
22.45%
22.36%
23.36%
23.09%
23.35%
22.78%
22.54%
22.35%
23.20%