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iShares MSCI Thailand ETF THD

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Market datapartial · fetched 2026-10-22T23:42:53.513Z

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 · 2026-10-22T22:30:00.003924019Z

FundamentalsAlpha Vantage · unavailable

Share price$70.76
1D-0.2%
AH$70.64$70.71$70.79$70.86$70.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTHD
Sold putSold callAH

iShares MSCI Thailand ETF options

Live interpolated THD call and put midpoint premiums by absolute delta.iShares MSCI Thailand ETF$0.56$1.73$2.91$4.08$5.25$63.66$67.56$71.46$75.36$79.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive THD spot · $70.76THD PRICE$0.69$1.80$2.45$2.28$1.61$1.97$2.00$2.19$2.49$3.10$3.57$4.13$4.92$1.09$1.50$1.50$1.50$1.45$1.76$2.04$2.17$2.34$2.62$3.25$3.94$4.19
PutsExpensive1.89×
CallsExpensive3.46×
SkewBullish-7.06 pp
Implied moveBalanced±$4.04
TiltBullish6.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ76.0328.8%8.4%64.1046.7%11.0%
25Δ80.4360.8%16.2%65.4447.5%9.6%
30Δ80.5571.6%17.3%67.5437.5%6.7%
35Δ76.2753.5%11.0%68.9530.5%4.7%
40Δ72.7829.6%5.1%69.9324.7%3.2%
45Δ72.0530.7%4.6%70.5724.8%2.8%
50Δ71.2526.5%3.5%71.1524.6%2.3%
55Δ70.5724.7%2.8%71.6622.5%1.8%
60Δ69.9524.3%2.4%72.1720.9%1.3%
65Δ69.1726.2%2.1%72.6720.2%1.0%
70Δ68.4526.3%1.8%73.4521.6%0.8%
75Δ67.6626.5%1.5%74.2622.8%0.6%
80Δ66.6927.5%1.2%74.7120.9%0.3%

20Δ

Calls
Pseudo strike
76.03
IV
28.8%
B/E move
8.4%
Puts
Pseudo strike
64.10
IV
46.7%
B/E move
11.0%

25Δ

Calls
Pseudo strike
80.43
IV
60.8%
B/E move
16.2%
Puts
Pseudo strike
65.44
IV
47.5%
B/E move
9.6%

30Δ

Calls
Pseudo strike
80.55
IV
71.6%
B/E move
17.3%
Puts
Pseudo strike
67.54
IV
37.5%
B/E move
6.7%

35Δ

Calls
Pseudo strike
76.27
IV
53.5%
B/E move
11.0%
Puts
Pseudo strike
68.95
IV
30.5%
B/E move
4.7%

40Δ

Calls
Pseudo strike
72.78
IV
29.6%
B/E move
5.1%
Puts
Pseudo strike
69.93
IV
24.7%
B/E move
3.2%

45Δ

Calls
Pseudo strike
72.05
IV
30.7%
B/E move
4.6%
Puts
Pseudo strike
70.57
IV
24.8%
B/E move
2.8%

50Δ

Calls
Pseudo strike
71.25
IV
26.5%
B/E move
3.5%
Puts
Pseudo strike
71.15
IV
24.6%
B/E move
2.3%

55Δ

Calls
Pseudo strike
70.57
IV
24.7%
B/E move
2.8%
Puts
Pseudo strike
71.66
IV
22.5%
B/E move
1.8%

60Δ

Calls
Pseudo strike
69.95
IV
24.3%
B/E move
2.4%
Puts
Pseudo strike
72.17
IV
20.9%
B/E move
1.3%

65Δ

Calls
Pseudo strike
69.17
IV
26.2%
B/E move
2.1%
Puts
Pseudo strike
72.67
IV
20.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
68.45
IV
26.3%
B/E move
1.8%
Puts
Pseudo strike
73.45
IV
21.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
67.66
IV
26.5%
B/E move
1.5%
Puts
Pseudo strike
74.26
IV
22.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
66.69
IV
27.5%
B/E move
1.2%
Puts
Pseudo strike
74.71
IV
20.9%
B/E move
0.3%

Options history

No recorded observations