iShares Trust iShares MSCI China Multisector Tech ETF TCHI
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Market datapartial · fetched 2026-11-13T01:31:56.656Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
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: 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 dataPriceAlpaca · sip · 2026-11-12T21:00:00.107018278Z
FundamentalsAlpha Vantage · unavailable
Share price$18.57
1D-0.1%
Sold putSold callAH
iShares Trust iShares MSCI China Multisector Tech ETF options
Puts——
Calls——
Skew——
Implied moveBearish±$2.30
Tilt——
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.99 | 151.3% | 36.8% | |||
| 25Δ | 24.16 | 144.8% | 32.9% | |||
| 30Δ | 23.32 | 138.2% | 29.0% | |||
| 35Δ | 22.48 | 131.6% | 25.1% | |||
| 40Δ | 21.64 | 125.1% | 21.2% | 18.05 | 118.4% | 8.3% |
| 45Δ | 20.81 | 118.5% | 17.3% | 18.41 | 110.2% | 6.9% |
| 50Δ | 19.97 | 111.9% | 13.4% | 18.76 | 102.1% | 5.5% |
| 55Δ | 19.13 | 105.4% | 9.5% | |||
| 60Δ | 18.30 | 98.8% | 5.6% | |||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
20Δ
- Pseudo strike
- 24.99
- IV
- 151.3%
- B/E move
- 36.8%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 24.16
- IV
- 144.8%
- B/E move
- 32.9%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 23.32
- IV
- 138.2%
- B/E move
- 29.0%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 22.48
- IV
- 131.6%
- B/E move
- 25.1%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 21.64
- IV
- 125.1%
- B/E move
- 21.2%
- Pseudo strike
- 18.05
- IV
- 118.4%
- B/E move
- 8.3%
45Δ
- Pseudo strike
- 20.81
- IV
- 118.5%
- B/E move
- 17.3%
- Pseudo strike
- 18.41
- IV
- 110.2%
- B/E move
- 6.9%
50Δ
- Pseudo strike
- 19.97
- IV
- 111.9%
- B/E move
- 13.4%
- Pseudo strike
- 18.76
- IV
- 102.1%
- B/E move
- 5.5%
55Δ
- Pseudo strike
- 19.13
- IV
- 105.4%
- B/E move
- 9.5%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 18.30
- IV
- 98.8%
- B/E move
- 5.6%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
IV · four-Friday blend35.82%
Daily EOD
10 observations2026-10-19 — 2026-10-30
Table
| Date | IV (%) |
|---|---|
| 34.34% | |
| 34.16% | |
| 35.10% | |
| 36.81% | |
| 36.34% | |
| 34.90% | |
| 35.07% | |
| 34.75% | |
| 36.02% | |
| 35.82% |