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iShares Trust iShares MSCI UAE ETF UAE

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Market datapartial · fetched 2026-10-22T23:51:32.769Z

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 · 2026-10-22T20:00:00.075660897Z

FundamentalsAlpha Vantage · unavailable

Share price$19.27
1D-1.0%
AH$19.24$19.31$19.37$19.43$19.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUAE
Sold putSold callAH

iShares Trust iShares MSCI UAE ETF options

Live interpolated UAE call and put midpoint premiums by absolute delta.iShares Trust iShares MSCI UAE ETF$0.16$0.67$1.18$1.69$2.20$17.05$18.09$19.13$20.17$21.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UAE spot · $19.27UAE PRICE$0.22$0.23$0.25$0.28$0.32$0.36$0.40$0.44$0.48$0.52$0.73$0.98$1.24$0.27$0.32$0.39$0.45$0.52$0.57$0.61$0.66$0.70$0.75$0.79$1.10$2.06
PutsCheap0.89×
CallsCheap0.79×
SkewBearish+7.61 pp
Implied moveBearish±$1.01
TiltBearish17.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.3338.2%11.8%17.4144.7%11.0%
25Δ20.6631.2%8.4%18.0937.5%7.8%
30Δ20.1625.3%5.9%18.3835.6%6.6%
35Δ19.9022.6%4.7%18.6733.7%5.4%
40Δ19.7621.5%4.2%18.9731.7%4.3%
45Δ19.6120.3%3.6%19.1329.8%3.6%
50Δ19.4719.2%3.1%19.2927.8%3.1%
55Δ19.3218.1%2.5%19.4425.8%2.5%
60Δ19.1817.0%2.0%19.5923.8%2.0%
65Δ19.0315.8%1.4%19.7421.8%1.4%
70Δ18.7818.0%1.2%19.8919.9%0.9%
75Δ18.5020.9%1.1%20.2722.7%0.6%
80Δ18.2323.9%1.0%21.1936.0%0.7%

20Δ

Calls
Pseudo strike
21.33
IV
38.2%
B/E move
11.8%
Puts
Pseudo strike
17.41
IV
44.7%
B/E move
11.0%

25Δ

Calls
Pseudo strike
20.66
IV
31.2%
B/E move
8.4%
Puts
Pseudo strike
18.09
IV
37.5%
B/E move
7.8%

30Δ

Calls
Pseudo strike
20.16
IV
25.3%
B/E move
5.9%
Puts
Pseudo strike
18.38
IV
35.6%
B/E move
6.6%

35Δ

Calls
Pseudo strike
19.90
IV
22.6%
B/E move
4.7%
Puts
Pseudo strike
18.67
IV
33.7%
B/E move
5.4%

40Δ

Calls
Pseudo strike
19.76
IV
21.5%
B/E move
4.2%
Puts
Pseudo strike
18.97
IV
31.7%
B/E move
4.3%

45Δ

Calls
Pseudo strike
19.61
IV
20.3%
B/E move
3.6%
Puts
Pseudo strike
19.13
IV
29.8%
B/E move
3.6%

50Δ

Calls
Pseudo strike
19.47
IV
19.2%
B/E move
3.1%
Puts
Pseudo strike
19.29
IV
27.8%
B/E move
3.1%

55Δ

Calls
Pseudo strike
19.32
IV
18.1%
B/E move
2.5%
Puts
Pseudo strike
19.44
IV
25.8%
B/E move
2.5%

60Δ

Calls
Pseudo strike
19.18
IV
17.0%
B/E move
2.0%
Puts
Pseudo strike
19.59
IV
23.8%
B/E move
2.0%

65Δ

Calls
Pseudo strike
19.03
IV
15.8%
B/E move
1.4%
Puts
Pseudo strike
19.74
IV
21.8%
B/E move
1.4%

70Δ

Calls
Pseudo strike
18.78
IV
18.0%
B/E move
1.2%
Puts
Pseudo strike
19.89
IV
19.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
18.50
IV
20.9%
B/E move
1.1%
Puts
Pseudo strike
20.27
IV
22.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
18.23
IV
23.9%
B/E move
1.0%
Puts
Pseudo strike
21.19
IV
36.0%
B/E move
0.7%

Options history

No recorded observations