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iShares MSCI Thailand ETF THD

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Market datapartial · fetched 2026-10-22T16:16:24.092Z

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 · 2026-10-22T16:15:00.566973153Z

FundamentalsAlpha Vantage · unavailable

Share price$70.89
1D+0.0%
$70.66$70.73$70.80$70.86$70.935:30 AM6:30 AM9:00 AM1:00 PMTHD
Sold putSold call

iShares MSCI Thailand ETF options

Live interpolated THD call and put midpoint premiums by absolute delta.iShares MSCI Thailand ETF$0.35$2.22$4.09$5.95$7.82$63.58$67.45$71.32$75.19$79.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive THD spot · $70.89THD PRICE$0.55$1.28$2.01$2.38$2.21$2.04$2.22$2.51$2.79$3.08$3.42$3.83$4.60$1.55$1.68$1.81$1.94$2.08$2.21$2.63$3.21$3.79$7.28$4.37
PutsExpensive1.95×
CallsExpensive3.28×
SkewBullish-4.32 pp
Implied moveBullish±$4.30
TiltBalanced0.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ75.1923.3%6.8%
25Δ76.2738.0%9.4%
30Δ77.3552.8%12.0%67.3439.3%7.2%
35Δ77.0856.8%12.1%68.2136.0%6.1%
40Δ74.7844.6%8.6%69.0932.8%5.1%
45Δ72.4832.4%5.1%69.9629.6%4.1%
50Δ71.4529.0%3.9%70.8326.4%3.0%
55Δ70.7528.0%3.3%71.7123.2%2.0%
60Δ70.0627.0%2.8%72.5022.9%1.5%
65Δ69.3626.0%2.2%73.2424.0%1.2%
70Δ68.6825.2%1.7%73.9925.1%1.0%
75Δ68.0324.6%1.4%77.4038.2%1.1%
80Δ67.0925.6%1.1%75.0221.8%0.3%

20Δ

Calls
Pseudo strike
75.19
IV
23.3%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
76.27
IV
38.0%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
77.35
IV
52.8%
B/E move
12.0%
Puts
Pseudo strike
67.34
IV
39.3%
B/E move
7.2%

35Δ

Calls
Pseudo strike
77.08
IV
56.8%
B/E move
12.1%
Puts
Pseudo strike
68.21
IV
36.0%
B/E move
6.1%

40Δ

Calls
Pseudo strike
74.78
IV
44.6%
B/E move
8.6%
Puts
Pseudo strike
69.09
IV
32.8%
B/E move
5.1%

45Δ

Calls
Pseudo strike
72.48
IV
32.4%
B/E move
5.1%
Puts
Pseudo strike
69.96
IV
29.6%
B/E move
4.1%

50Δ

Calls
Pseudo strike
71.45
IV
29.0%
B/E move
3.9%
Puts
Pseudo strike
70.83
IV
26.4%
B/E move
3.0%

55Δ

Calls
Pseudo strike
70.75
IV
28.0%
B/E move
3.3%
Puts
Pseudo strike
71.71
IV
23.2%
B/E move
2.0%

60Δ

Calls
Pseudo strike
70.06
IV
27.0%
B/E move
2.8%
Puts
Pseudo strike
72.50
IV
22.9%
B/E move
1.5%

65Δ

Calls
Pseudo strike
69.36
IV
26.0%
B/E move
2.2%
Puts
Pseudo strike
73.24
IV
24.0%
B/E move
1.2%

70Δ

Calls
Pseudo strike
68.68
IV
25.2%
B/E move
1.7%
Puts
Pseudo strike
73.99
IV
25.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
68.03
IV
24.6%
B/E move
1.4%
Puts
Pseudo strike
77.40
IV
38.2%
B/E move
1.1%

80Δ

Calls
Pseudo strike
67.09
IV
25.6%
B/E move
1.1%
Puts
Pseudo strike
75.02
IV
21.8%
B/E move
0.3%

Options history

No recorded observations