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iShares MSCI Turkey Investable Market Index Fund TUR

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Market dataready · fetched 2026-11-12T03:11:46.874Z

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 · 2026-11-11T21:00:00.463745935Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:11:46.426141+00:00

Share price$31.89
1D+0.4%
AH$31.74$31.82$31.89$31.97$32.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTUR
Sold putSold callAH

iShares MSCI Turkey Investable Market Index Fund options

Live interpolated TUR call and put midpoint premiums by absolute delta.iShares MSCI Turkey Investable Market Index Fund$0.50$1.26$2.02$2.79$3.55$29.69$30.80$31.92$33.03$34.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 —OPTION PRICELive TUR spot · $31.89TUR PRICE$0.58$0.82$1.05$1.29$1.38$1.63$0.61$0.73$0.85$0.98$1.07$1.16$1.25$1.34$2.87$3.33
Puts——
Calls——
Skew——
Implied moveBullish±$2.27
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ32.7946.3%4.6%31.0848.9%4.5%
40Δ32.5553.7%4.6%31.3948.2%3.9%
45Δ32.3161.1%4.6%31.7047.5%3.3%
50Δ32.0668.5%4.6%32.0146.7%2.7%
55Δ32.2344.0%2.3%
60Δ32.4641.3%1.8%
65Δ32.6938.6%1.4%
70Δ32.9235.9%1.0%
75Δ30.8034.0%0.9%34.3463.6%1.3%
80Δ30.4934.2%0.7%34.9163.8%1.0%

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

35Δ

Calls
Pseudo strike
32.79
IV
46.3%
B/E move
4.6%
Puts
Pseudo strike
31.08
IV
48.9%
B/E move
4.5%

40Δ

Calls
Pseudo strike
32.55
IV
53.7%
B/E move
4.6%
Puts
Pseudo strike
31.39
IV
48.2%
B/E move
3.9%

45Δ

Calls
Pseudo strike
32.31
IV
61.1%
B/E move
4.6%
Puts
Pseudo strike
31.70
IV
47.5%
B/E move
3.3%

50Δ

Calls
Pseudo strike
32.06
IV
68.5%
B/E move
4.6%
Puts
Pseudo strike
32.01
IV
46.7%
B/E move
2.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.23
IV
44.0%
B/E move
2.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.46
IV
41.3%
B/E move
1.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.69
IV
38.6%
B/E move
1.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.92
IV
35.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
30.80
IV
34.0%
B/E move
0.9%
Puts
Pseudo strike
34.34
IV
63.6%
B/E move
1.3%

80Δ

Calls
Pseudo strike
30.49
IV
34.2%
B/E move
0.7%
Puts
Pseudo strike
34.91
IV
63.8%
B/E move
1.0%

Options history

IV · four-Friday blend37.17%
Daily EOD
TUR33.8%38.0%42.3%2026-10-19: 34.34%2026-10-20: 35.34%2026-10-21: 38.41%2026-10-22: 37.73%2026-10-23: 36.46%2026-10-26: 38.23%2026-10-27: 37.56%2026-10-28: 41.72%2026-10-29: 37.32%2026-10-30: 37.17%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.34%
35.34%
38.41%
37.73%
36.46%
38.23%
37.56%
41.72%
37.32%
37.17%