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iShares Asia 50 ETF AIA

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Market dataready · fetched 2026-11-07T07:26:34.782Z

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 · 2026-11-06T21:00:00.311723837Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T07:26:34.351456+00:00

Share price$119.71
1D-0.5%
AH$118.85$119.37$119.90$120.42$120.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAIA
Sold putSold callAH

iShares Asia 50 ETF options

Live interpolated AIA call and put midpoint premiums by absolute delta.iShares Asia 50 ETF$1.16$3.72$6.29$8.86$11.43$106.48$114.08$121.68$129.29$136.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AIA spot · $119.71AIA PRICE$1.43$1.91$2.16$2.42$2.79$3.16$3.53$4.55$5.40$6.34$7.53$8.84$10.69$1.95$2.21$2.39$2.45$2.52$3.40$3.99$4.63$5.27$5.92$6.56$7.60$8.71
PutsExpensive1.20×
CallsExpensive1.36×
SkewBullish-4.36 pp
Implied moveBearish±$7.51
TiltBullish2.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ131.7854.3%11.3%107.9170.7%11.5%
25Δ130.1558.1%10.3%111.5960.5%8.6%
30Δ127.3552.5%8.2%114.3751.6%6.5%
35Δ124.7246.8%6.2%116.5143.1%4.7%
40Δ123.2444.9%5.3%118.0537.5%3.5%
45Δ121.7742.9%4.4%119.0642.3%3.4%
50Δ120.2941.0%3.4%120.2441.8%2.9%
55Δ119.0245.8%3.2%121.3940.9%2.5%
60Δ117.6747.1%2.8%122.5440.1%2.0%
65Δ116.2248.2%2.4%123.6939.2%1.6%
70Δ114.6049.9%2.0%124.8438.3%1.2%
75Δ112.8451.1%1.6%126.2237.4%0.9%
80Δ110.6053.9%1.3%127.6436.5%0.7%

20Δ

Calls
Pseudo strike
131.78
IV
54.3%
B/E move
11.3%
Puts
Pseudo strike
107.91
IV
70.7%
B/E move
11.5%

25Δ

Calls
Pseudo strike
130.15
IV
58.1%
B/E move
10.3%
Puts
Pseudo strike
111.59
IV
60.5%
B/E move
8.6%

30Δ

Calls
Pseudo strike
127.35
IV
52.5%
B/E move
8.2%
Puts
Pseudo strike
114.37
IV
51.6%
B/E move
6.5%

35Δ

Calls
Pseudo strike
124.72
IV
46.8%
B/E move
6.2%
Puts
Pseudo strike
116.51
IV
43.1%
B/E move
4.7%

40Δ

Calls
Pseudo strike
123.24
IV
44.9%
B/E move
5.3%
Puts
Pseudo strike
118.05
IV
37.5%
B/E move
3.5%

45Δ

Calls
Pseudo strike
121.77
IV
42.9%
B/E move
4.4%
Puts
Pseudo strike
119.06
IV
42.3%
B/E move
3.4%

50Δ

Calls
Pseudo strike
120.29
IV
41.0%
B/E move
3.4%
Puts
Pseudo strike
120.24
IV
41.8%
B/E move
2.9%

55Δ

Calls
Pseudo strike
119.02
IV
45.8%
B/E move
3.2%
Puts
Pseudo strike
121.39
IV
40.9%
B/E move
2.5%

60Δ

Calls
Pseudo strike
117.67
IV
47.1%
B/E move
2.8%
Puts
Pseudo strike
122.54
IV
40.1%
B/E move
2.0%

65Δ

Calls
Pseudo strike
116.22
IV
48.2%
B/E move
2.4%
Puts
Pseudo strike
123.69
IV
39.2%
B/E move
1.6%

70Δ

Calls
Pseudo strike
114.60
IV
49.9%
B/E move
2.0%
Puts
Pseudo strike
124.84
IV
38.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
112.84
IV
51.1%
B/E move
1.6%
Puts
Pseudo strike
126.22
IV
37.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
110.60
IV
53.9%
B/E move
1.3%
Puts
Pseudo strike
127.64
IV
36.5%
B/E move
0.7%

Options history

IV · four-Friday blend32.29%
Daily close
AIA24.2%32.7%41.2%2026-08-10: 31.98%2026-08-11: 30.92%2026-08-12: 31.48%2026-08-13: 31.66%2026-08-14: 31.96%2026-08-19: 38.19%2026-08-20: 40.02%2026-08-21: 29.96%2026-08-24: 30.08%2026-08-25: 29.33%2026-08-26: 28.81%2026-08-27: 27.90%2026-08-28: 27.65%2026-08-31: 27.56%2026-09-01: 26.39%2026-09-02: 26.48%2026-09-03: 25.75%2026-09-04: 25.40%2026-09-08: 28.28%2026-09-09: 28.69%2026-09-10: 29.82%2026-09-11: 29.01%2026-09-14: 32.28%2026-09-15: 34.18%2026-09-16: 35.87%2026-09-17: 39.49%2026-09-22: 28.59%2026-09-23: 28.55%2026-09-24: 28.74%2026-09-25: 28.31%2026-09-28: 28.43%2026-09-29: 28.49%2026-09-30: 28.96%2026-10-01: 28.86%2026-10-02: 26.86%2026-10-05: 28.25%2026-10-06: 28.22%2026-10-07: 28.25%2026-10-08: 28.70%2026-10-09: 28.44%2026-10-12: 31.40%2026-10-13: 30.25%2026-10-14: 34.51%2026-10-15: 38.12%2026-10-16: 28.94%2026-10-19: 28.67%2026-10-20: 28.97%2026-10-21: 30.26%2026-10-22: 30.74%2026-10-23: 31.41%2026-10-26: 31.09%2026-10-27: 30.57%2026-10-28: 29.95%2026-10-29: 31.16%2026-10-30: 32.29%Aug 10Sep 23Oct 30
55 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
31.98%
30.92%
31.48%
31.66%
31.96%
38.19%
40.02%
29.96%
30.08%
29.33%
28.81%
27.90%
27.65%
27.56%
26.39%
26.48%
25.75%
25.40%
28.28%
28.69%
29.82%
29.01%
32.28%
34.18%
35.87%
39.49%
28.59%
28.55%
28.74%
28.31%
28.43%
28.49%
28.96%
28.86%
26.86%
28.25%
28.22%
28.25%
28.70%
28.44%
31.40%
30.25%
34.51%
38.12%
28.94%
28.67%
28.97%
30.26%
30.74%
31.41%
31.09%
30.57%
29.95%
31.16%
32.29%