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iShares MSCI Thailand ETF THD

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Market dataready · fetched 2026-11-12T01:01:44.048Z

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 · 2026-11-12T01:00:00.139692388Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:01:43.816671+00:00

Share price$68.11
1D+0.2%
AH$67.83$67.91$67.99$68.06$68.145:30 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$0.19$3.08$5.97$8.85$11.74$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICETHD PRICE$0.51$0.52$0.72$0.97$1.22$0.64$0.71$0.78$2.51$2.82$3.14$3.45$10.91
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ69.7526.0%3.1%
35Δ69.1321.5%2.3%67.1825.1%2.3%
40Δ68.7722.7%2.0%67.5523.3%1.9%
45Δ68.4825.6%2.0%67.9221.5%1.4%
50Δ68.1828.4%1.9%
55Δ69.0248.0%2.4%
60Δ69.6046.2%2.0%
65Δ70.1844.5%1.6%
70Δ70.7742.7%1.2%
75Δ
80Δ78.0494.1%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
69.75
IV
26.0%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
69.13
IV
21.5%
B/E move
2.3%
Puts
Pseudo strike
67.18
IV
25.1%
B/E move
2.3%

40Δ

Calls
Pseudo strike
68.77
IV
22.7%
B/E move
2.0%
Puts
Pseudo strike
67.55
IV
23.3%
B/E move
1.9%

45Δ

Calls
Pseudo strike
68.48
IV
25.6%
B/E move
2.0%
Puts
Pseudo strike
67.92
IV
21.5%
B/E move
1.4%

50Δ

Calls
Pseudo strike
68.18
IV
28.4%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.02
IV
48.0%
B/E move
2.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.60
IV
46.2%
B/E move
2.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
70.18
IV
44.5%
B/E move
1.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
70.77
IV
42.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.04
IV
94.1%
B/E move
1.4%

Options history

IV · four-Friday blend21.01%
Daily EOD
THD17.0%20.3%23.6%2026-10-19: 18.89%2026-10-20: 18.91%2026-10-21: 17.49%2026-10-22: 20.59%2026-10-23: 19.41%2026-10-26: 22.13%2026-10-27: 23.18%2026-10-28: 18.95%2026-10-29: 20.11%2026-10-30: 21.01%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
18.89%
18.91%
17.49%
20.59%
19.41%
22.13%
23.18%
18.95%
20.11%
21.01%