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iShares Trust iShares MSCI UAE ETF UAE

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Market dataready · fetched 2026-11-13T01:50:02.866Z

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 · 2026-11-12T23:31:05.864417946Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:50:02.380669+00:00

Share price$21.00
1D+2.5%
AH$20.55$20.74$20.94$21.14$21.335:30 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$0.45$0.73$1.02$1.31$16.85$18.93$21.02$23.10$25.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UAE spot · $21.00UAE PRICE$0.19$0.22$0.25$0.28$0.31$0.34$0.36$0.47$0.61$0.76$0.90$1.05$1.23$0.24$0.27$0.29$0.32$0.34$0.36$0.40$0.47$0.54$0.61$0.68$0.75$0.82
PutsCheap0.35×
CallsCheap0.38×
SkewBullish-4.19 pp
Implied moveBearish±$0.76
TiltBullish6.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.8660.5%9.7%19.3569.4%9.0%
25Δ22.5655.7%8.5%19.9257.3%6.4%
30Δ22.2750.8%7.2%20.1951.0%5.3%
35Δ21.9846.0%6.0%20.4145.6%4.3%
40Δ21.6941.2%4.7%20.6340.3%3.4%
45Δ21.3936.3%3.5%20.8634.9%2.4%
50Δ21.1031.5%2.2%21.0431.0%1.7%
55Δ20.8831.3%1.7%21.1529.8%1.5%
60Δ20.7033.6%1.5%21.2628.6%1.3%
65Δ20.5235.9%1.3%21.3727.4%1.1%
70Δ20.3438.2%1.2%21.4826.2%0.9%
75Δ20.1640.5%1.0%21.6024.9%0.7%
80Δ19.9543.2%0.8%21.7123.7%0.5%

20Δ

Calls
Pseudo strike
22.86
IV
60.5%
B/E move
9.7%
Puts
Pseudo strike
19.35
IV
69.4%
B/E move
9.0%

25Δ

Calls
Pseudo strike
22.56
IV
55.7%
B/E move
8.5%
Puts
Pseudo strike
19.92
IV
57.3%
B/E move
6.4%

30Δ

Calls
Pseudo strike
22.27
IV
50.8%
B/E move
7.2%
Puts
Pseudo strike
20.19
IV
51.0%
B/E move
5.3%

35Δ

Calls
Pseudo strike
21.98
IV
46.0%
B/E move
6.0%
Puts
Pseudo strike
20.41
IV
45.6%
B/E move
4.3%

40Δ

Calls
Pseudo strike
21.69
IV
41.2%
B/E move
4.7%
Puts
Pseudo strike
20.63
IV
40.3%
B/E move
3.4%

45Δ

Calls
Pseudo strike
21.39
IV
36.3%
B/E move
3.5%
Puts
Pseudo strike
20.86
IV
34.9%
B/E move
2.4%

50Δ

Calls
Pseudo strike
21.10
IV
31.5%
B/E move
2.2%
Puts
Pseudo strike
21.04
IV
31.0%
B/E move
1.7%

55Δ

Calls
Pseudo strike
20.88
IV
31.3%
B/E move
1.7%
Puts
Pseudo strike
21.15
IV
29.8%
B/E move
1.5%

60Δ

Calls
Pseudo strike
20.70
IV
33.6%
B/E move
1.5%
Puts
Pseudo strike
21.26
IV
28.6%
B/E move
1.3%

65Δ

Calls
Pseudo strike
20.52
IV
35.9%
B/E move
1.3%
Puts
Pseudo strike
21.37
IV
27.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
20.34
IV
38.2%
B/E move
1.2%
Puts
Pseudo strike
21.48
IV
26.2%
B/E move
0.9%

75Δ

Calls
Pseudo strike
20.16
IV
40.5%
B/E move
1.0%
Puts
Pseudo strike
21.60
IV
24.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
19.95
IV
43.2%
B/E move
0.8%
Puts
Pseudo strike
21.71
IV
23.7%
B/E move
0.5%

Options history

IV · four-Friday blend32.17%
Daily EOD
UAE28.3%30.4%32.5%2026-10-19: 29.03%2026-10-20: 29.91%2026-10-22: 29.49%2026-10-23: 30.98%2026-10-26: 31.05%2026-10-27: 29.18%2026-10-28: 28.55%2026-10-29: 31.70%2026-10-30: 32.17%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
29.03%
29.91%
29.49%
30.98%
31.05%
29.18%
28.55%
31.70%
32.17%