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iShares MSCI India Small-Cap ETF SMIN

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Market datapartial · fetched 2026-10-22T21:48:19.887Z

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 · 2026-10-22T20:10:06.853495801Z

FundamentalsAlpha Vantage · unavailable

Share price$67.07
1D+0.1%
AH$66.73$66.88$67.02$67.16$67.315:30 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$0.95$1.79$2.63$3.47$4.31$60.31$63.67$67.04$70.40$73.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMIN spot · $67.07SMIN PRICE$1.04$1.07$1.18$1.30$1.44$1.56$1.79$2.04$2.28$2.53$2.80$3.13$3.55$1.09$1.20$1.35$1.48$1.60$1.84$2.12$2.39$2.52$2.66$3.19$3.66$4.06
PutsExpensive1.35×
CallsExpensive1.42×
SkewBearish+0.33 pp
Implied moveBearish±$3.91
TiltBearish6.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.9354.7%17.7%60.5648.4%11.3%
25Δ73.2240.5%10.8%62.7340.4%8.3%
30Δ71.1834.6%7.9%64.1735.6%6.3%
35Δ69.8530.6%6.1%65.2731.7%4.9%
40Δ68.8928.0%4.9%66.1628.4%3.8%
45Δ68.0725.5%3.8%66.8227.3%3.1%
50Δ67.4524.7%3.2%67.4726.7%2.6%
55Δ66.8724.2%2.7%68.0726.0%2.1%
60Δ66.3223.4%2.3%68.5423.8%1.6%
65Δ65.7922.5%1.9%69.0121.6%1.1%
70Δ65.2921.6%1.5%69.7022.4%0.8%
75Δ64.7620.9%1.2%70.3322.2%0.6%
80Δ64.1720.6%1.0%70.9121.4%0.3%

20Δ

Calls
Pseudo strike
77.93
IV
54.7%
B/E move
17.7%
Puts
Pseudo strike
60.56
IV
48.4%
B/E move
11.3%

25Δ

Calls
Pseudo strike
73.22
IV
40.5%
B/E move
10.8%
Puts
Pseudo strike
62.73
IV
40.4%
B/E move
8.3%

30Δ

Calls
Pseudo strike
71.18
IV
34.6%
B/E move
7.9%
Puts
Pseudo strike
64.17
IV
35.6%
B/E move
6.3%

35Δ

Calls
Pseudo strike
69.85
IV
30.6%
B/E move
6.1%
Puts
Pseudo strike
65.27
IV
31.7%
B/E move
4.9%

40Δ

Calls
Pseudo strike
68.89
IV
28.0%
B/E move
4.9%
Puts
Pseudo strike
66.16
IV
28.4%
B/E move
3.8%

45Δ

Calls
Pseudo strike
68.07
IV
25.5%
B/E move
3.8%
Puts
Pseudo strike
66.82
IV
27.3%
B/E move
3.1%

50Δ

Calls
Pseudo strike
67.45
IV
24.7%
B/E move
3.2%
Puts
Pseudo strike
67.47
IV
26.7%
B/E move
2.6%

55Δ

Calls
Pseudo strike
66.87
IV
24.2%
B/E move
2.7%
Puts
Pseudo strike
68.07
IV
26.0%
B/E move
2.1%

60Δ

Calls
Pseudo strike
66.32
IV
23.4%
B/E move
2.3%
Puts
Pseudo strike
68.54
IV
23.8%
B/E move
1.6%

65Δ

Calls
Pseudo strike
65.79
IV
22.5%
B/E move
1.9%
Puts
Pseudo strike
69.01
IV
21.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
65.29
IV
21.6%
B/E move
1.5%
Puts
Pseudo strike
69.70
IV
22.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
64.76
IV
20.9%
B/E move
1.2%
Puts
Pseudo strike
70.33
IV
22.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
64.17
IV
20.6%
B/E move
1.0%
Puts
Pseudo strike
70.91
IV
21.4%
B/E move
0.3%

Options history

No recorded observations