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iShares MSCI Turkey Investable Market Index Fund TUR

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Market dataready · fetched 2026-10-22T21:06:04.554Z

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 · 2026-10-22T20:00:00.161710677Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:06:02.302179+00:00

Share price$31.10
1D-0.4%
AH$31.06$31.17$31.28$31.38$31.495:30 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$0.31$2.02$3.73$5.44$7.15$25.69$28.96$32.22$35.49$38.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TUR spot · $31.10TUR PRICE$0.50$0.55$0.81$1.07$1.28$0.92$1.04$1.18$1.61$2.04$2.23$2.40$0.49$0.63$0.73$0.84$1.04$1.23$1.44$1.64$2.27$3.34$4.83$6.66$5.46
PutsExpensive1.56×
CallsExpensive1.64×
SkewBearish+6.13 pp
Implied moveBearish±$2.47
TiltBearish32.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.9654.6%17.2%27.8246.9%12.1%
25Δ33.8240.4%10.5%28.8244.8%9.4%
30Δ33.5446.4%10.5%29.5241.2%7.4%
35Δ33.2752.5%10.4%30.1038.3%5.9%
40Δ32.9156.1%9.9%30.5338.5%5.2%
45Δ31.7232.5%4.9%30.9638.6%4.4%
50Δ31.3531.2%4.1%31.3738.0%3.7%
55Δ30.9730.4%3.4%31.7937.4%3.1%
60Δ30.5135.4%3.3%32.5042.3%2.8%
65Δ30.0440.3%3.1%33.5553.3%2.9%
70Δ29.6738.4%2.6%35.0964.1%2.7%
75Δ29.3135.9%2.0%37.0174.7%2.4%
80Δ36.1456.9%1.4%

20Δ

Calls
Pseudo strike
35.96
IV
54.6%
B/E move
17.2%
Puts
Pseudo strike
27.82
IV
46.9%
B/E move
12.1%

25Δ

Calls
Pseudo strike
33.82
IV
40.4%
B/E move
10.5%
Puts
Pseudo strike
28.82
IV
44.8%
B/E move
9.4%

30Δ

Calls
Pseudo strike
33.54
IV
46.4%
B/E move
10.5%
Puts
Pseudo strike
29.52
IV
41.2%
B/E move
7.4%

35Δ

Calls
Pseudo strike
33.27
IV
52.5%
B/E move
10.4%
Puts
Pseudo strike
30.10
IV
38.3%
B/E move
5.9%

40Δ

Calls
Pseudo strike
32.91
IV
56.1%
B/E move
9.9%
Puts
Pseudo strike
30.53
IV
38.5%
B/E move
5.2%

45Δ

Calls
Pseudo strike
31.72
IV
32.5%
B/E move
4.9%
Puts
Pseudo strike
30.96
IV
38.6%
B/E move
4.4%

50Δ

Calls
Pseudo strike
31.35
IV
31.2%
B/E move
4.1%
Puts
Pseudo strike
31.37
IV
38.0%
B/E move
3.7%

55Δ

Calls
Pseudo strike
30.97
IV
30.4%
B/E move
3.4%
Puts
Pseudo strike
31.79
IV
37.4%
B/E move
3.1%

60Δ

Calls
Pseudo strike
30.51
IV
35.4%
B/E move
3.3%
Puts
Pseudo strike
32.50
IV
42.3%
B/E move
2.8%

65Δ

Calls
Pseudo strike
30.04
IV
40.3%
B/E move
3.1%
Puts
Pseudo strike
33.55
IV
53.3%
B/E move
2.9%

70Δ

Calls
Pseudo strike
29.67
IV
38.4%
B/E move
2.6%
Puts
Pseudo strike
35.09
IV
64.1%
B/E move
2.7%

75Δ

Calls
Pseudo strike
29.31
IV
35.9%
B/E move
2.0%
Puts
Pseudo strike
37.01
IV
74.7%
B/E move
2.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.14
IV
56.9%
B/E move
1.4%

Options history

No recorded observations