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International Equity: largest put-call iv spreads

EXP 2026-11-20
Data details
Coverage
14 / 14
Comparison
One expiry; stocks and funds. No liquidity or trading suitability filter.
50Δ IV
Mean call and put annualized IV.
Implied move
50Δ call plus put premium divided by underlying price.
25Δ spread
Put IV minus call IV in percentage points.
Unavailable
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Methodology
Delta calculations
Data
JSON
CompanyPrice25Δ put − call IV
EWZiShares MSCI Brazil ETF $41.9318.17 pp
EWGiShares MSCI Germany ETF $41.0417.80 pp
FXIiShares China Large-Cap ETF $33.5313.67 pp
YINNDirexion Daily FTSE China Bull 3X ETF $23.639.15 pp
EEMiShares MSCI Emerging Markets ETF $63.315.49 pp
FEZState Street SPDR EURO STOXX 50 ETF $65.115.23 pp
EWYiShares MSCI South Korea ETF $156.584.03 pp
VWOVanguard FTSE Emerging Markets ETF $58.033.71 pp
EWUiShares MSCI United Kingdom ETF $47.343.20 pp
EFAiShares MSCI EAFE ETF $102.871.68 pp
ASHRXtrackers Harvest CSI 300 China A-Shares ETF $31.280.99 pp
INDAiShares MSCI India ETF $47.400.19 pp
FDEMFidelity Emerging Markets Multifactor ETF $34.19-6.08 pp
EWCiShares MSCI Canada ETF $60.28-11.22 pp