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iShares Emerging Markets Dividend ETF DVYE

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Market dataready · fetched 2026-11-06T13:55:03.103Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-06T13:17:43.85930783Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T13:55:02.088004+00:00

Share price$32.30
1D
Price history unavailable.

iShares Emerging Markets Dividend ETF options

Live interpolated DVYE call and put midpoint premiums by absolute delta.iShares Emerging Markets Dividend ETF$0.98$1.53$2.07$2.61$3.15$27.31$29.98$32.64$35.31$37.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DVYE spot · $32.30DVYE PRICE$1.04$1.15$1.26$1.38$1.51$1.65$1.79$2.18$3.00$1.07$1.14$1.23$1.35$1.47$1.62$1.78$1.93$2.36$2.95
Puts——
Calls——
Skew——
Implied moveBearish±$2.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ31.1238.4%6.9%
40Δ33.7635.7%7.7%31.7034.2%5.4%
45Δ33.1632.9%6.2%32.1931.1%4.1%
50Δ32.6830.8%5.1%32.5929.1%3.3%
55Δ32.2628.8%4.1%32.9827.1%2.4%
60Δ31.8727.0%3.3%33.3025.7%1.9%
65Δ31.5425.6%2.7%33.6024.5%1.5%
70Δ31.2124.2%2.1%33.9123.2%1.0%
75Δ30.6825.1%1.7%34.4324.0%0.7%
80Δ29.8030.0%1.5%35.1026.1%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.12
IV
38.4%
B/E move
6.9%

40Δ

Calls
Pseudo strike
33.76
IV
35.7%
B/E move
7.7%
Puts
Pseudo strike
31.70
IV
34.2%
B/E move
5.4%

45Δ

Calls
Pseudo strike
33.16
IV
32.9%
B/E move
6.2%
Puts
Pseudo strike
32.19
IV
31.1%
B/E move
4.1%

50Δ

Calls
Pseudo strike
32.68
IV
30.8%
B/E move
5.1%
Puts
Pseudo strike
32.59
IV
29.1%
B/E move
3.3%

55Δ

Calls
Pseudo strike
32.26
IV
28.8%
B/E move
4.1%
Puts
Pseudo strike
32.98
IV
27.1%
B/E move
2.4%

60Δ

Calls
Pseudo strike
31.87
IV
27.0%
B/E move
3.3%
Puts
Pseudo strike
33.30
IV
25.7%
B/E move
1.9%

65Δ

Calls
Pseudo strike
31.54
IV
25.6%
B/E move
2.7%
Puts
Pseudo strike
33.60
IV
24.5%
B/E move
1.5%

70Δ

Calls
Pseudo strike
31.21
IV
24.2%
B/E move
2.1%
Puts
Pseudo strike
33.91
IV
23.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
30.68
IV
25.1%
B/E move
1.7%
Puts
Pseudo strike
34.43
IV
24.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
29.80
IV
30.0%
B/E move
1.5%
Puts
Pseudo strike
35.10
IV
26.1%
B/E move
0.5%

Options history

IV · four-Friday blend30.30%
Daily EOD
DVYE25.0%27.8%30.7%2026-10-19: 25.50%2026-10-20: 26.09%2026-10-21: 26.08%2026-10-22: 25.37%2026-10-23: 26.54%2026-10-26: 27.61%2026-10-27: 27.46%2026-10-28: 27.64%2026-10-29: 29.75%2026-10-30: 30.30%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.50%
26.09%
26.08%
25.37%
26.54%
27.61%
27.46%
27.64%
29.75%
30.30%