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iShares Trust iShares MSCI UAE ETF UAE

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Market datapartial · fetched 2026-10-23T15:45:30.975Z

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 · 2026-10-23T15:38:52.554943158Z

FundamentalsAlpha Vantage · unavailable

Share price$19.07
1D+0.1%
$19.02$19.04$19.07$19.09$19.115:30 AM6:30 AM9:00 AM1:00 PMUAE
Sold putSold call

iShares Trust iShares MSCI UAE ETF options

Live interpolated UAE call and put midpoint premiums by absolute delta.iShares Trust iShares MSCI UAE ETF$0.20$0.56$0.91$1.27$1.63$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEUAE PRICE$0.24$0.29$0.33$0.38$0.43$0.48$0.52$0.57$0.76$0.95$1.14$1.33$1.53
Puts——
CallsExpensive2.05×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.7045.0%15.0%
25Δ21.3142.1%13.3%
30Δ20.9339.1%11.5%
35Δ20.5536.2%9.8%
40Δ20.1733.2%8.0%
45Δ19.7930.3%6.3%
50Δ19.4027.4%4.5%
55Δ19.0224.4%2.8%
60Δ18.7624.4%2.4%
65Δ18.5124.6%2.0%
70Δ18.2624.8%1.7%
75Δ18.0125.0%1.4%
80Δ17.7525.2%1.1%

20Δ

Calls
Pseudo strike
21.70
IV
45.0%
B/E move
15.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
21.31
IV
42.1%
B/E move
13.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
20.93
IV
39.1%
B/E move
11.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
20.55
IV
36.2%
B/E move
9.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
20.17
IV
33.2%
B/E move
8.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
19.79
IV
30.3%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
19.40
IV
27.4%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
19.02
IV
24.4%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
18.76
IV
24.4%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
18.51
IV
24.6%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
18.26
IV
24.8%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
18.01
IV
25.0%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
17.75
IV
25.2%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations