Share price$67.18
1D+0.3%
Sold putSold call
iShares MSCI India Small-Cap ETF SMIN
i
Market datapartial · fetched 2026-10-22T18:27:33.965Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-05-21
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T18:26:53.045893591Z
FundamentalsAlpha Vantage · unavailable
iShares MSCI India Small-Cap ETF options
PutsExpensive1.59×
CallsExpensive1.40×
SkewBearish+4.73 pp
Implied move——
TiltBearish9.7% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 60.45 | 30.2% | 13.8% | |||
| 30Δ | 62.92 | 26.8% | 10.6% | |||
| 35Δ | 65.25 | 24.0% | 7.7% | |||
| 40Δ | 66.83 | 24.2% | 6.4% | |||
| 45Δ | 68.43 | 24.3% | 5.2% | |||
| 50Δ | 70.05 | 24.5% | 4.1% | |||
| 55Δ | 71.80 | 25.0% | 3.2% | |||
| 60Δ | 73.70 | 25.5% | 2.3% | |||
| 65Δ | 65.81 | 19.0% | 6.1% | |||
| 70Δ | 64.09 | 19.3% | 5.1% | |||
| 75Δ | 61.32 | 21.5% | 4.0% | |||
| 80Δ | 58.54 | 23.6% | 2.9% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 60.45
- IV
- 30.2%
- B/E move
- 13.8%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 62.92
- IV
- 26.8%
- B/E move
- 10.6%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 65.25
- IV
- 24.0%
- B/E move
- 7.7%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 66.83
- IV
- 24.2%
- B/E move
- 6.4%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 68.43
- IV
- 24.3%
- B/E move
- 5.2%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 70.05
- IV
- 24.5%
- B/E move
- 4.1%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 71.80
- IV
- 25.0%
- B/E move
- 3.2%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 73.70
- IV
- 25.5%
- B/E move
- 2.3%
65Δ
- Pseudo strike
- 65.81
- IV
- 19.0%
- B/E move
- 6.1%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 64.09
- IV
- 19.3%
- B/E move
- 5.1%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 61.32
- IV
- 21.5%
- B/E move
- 4.0%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 58.54
- IV
- 23.6%
- B/E move
- 2.9%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations