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iShares MSCI Chile ETF ECH

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Market dataready · fetched 2026-11-03T20:51:07.647Z

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 · 2026-11-03T20:51:01.1822519Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T20:51:07.137151+00:00

Share price$35.17
1D-0.5%
$35.12$35.20$35.29$35.38$35.465:30 AM6:30 AM9:00 AM1:00 PMECH
Sold putSold call

iShares MSCI Chile ETF options

Live interpolated ECH call and put midpoint premiums by absolute delta.iShares MSCI Chile ETF$0.27$0.96$1.65$2.35$3.04$32.67$34.15$35.63$37.10$38.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ECH spot · $35.16ECH PRICE$0.34$0.39$0.49$0.62$0.76$0.91$1.07$1.23$1.45$1.67$1.94$2.35$2.84$0.38$0.38$0.44$0.55$0.67$0.79$0.99$1.19$1.39
Puts——
CallsExpensive1.51×
Skew——
Implied moveBullish±$2.06
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.1541.3%9.5%32.7342.7%8.0%
25Δ37.3036.4%7.2%33.6532.6%5.4%
30Δ36.7534.6%5.9%34.1628.8%4.1%
35Δ36.4035.5%5.3%34.4529.0%3.6%
40Δ36.0536.4%4.7%34.7329.2%3.1%
45Δ35.7036.6%4.1%35.0229.4%2.7%
50Δ35.3436.6%3.6%35.3330.4%2.3%
55Δ34.9936.7%3.0%35.6431.3%2.0%
60Δ34.6236.9%2.6%35.9532.3%1.7%
65Δ34.2637.0%2.2%
70Δ33.8537.7%1.8%
75Δ33.3439.6%1.5%
80Δ32.7541.9%1.2%

20Δ

Calls
Pseudo strike
38.15
IV
41.3%
B/E move
9.5%
Puts
Pseudo strike
32.73
IV
42.7%
B/E move
8.0%

25Δ

Calls
Pseudo strike
37.30
IV
36.4%
B/E move
7.2%
Puts
Pseudo strike
33.65
IV
32.6%
B/E move
5.4%

30Δ

Calls
Pseudo strike
36.75
IV
34.6%
B/E move
5.9%
Puts
Pseudo strike
34.16
IV
28.8%
B/E move
4.1%

35Δ

Calls
Pseudo strike
36.40
IV
35.5%
B/E move
5.3%
Puts
Pseudo strike
34.45
IV
29.0%
B/E move
3.6%

40Δ

Calls
Pseudo strike
36.05
IV
36.4%
B/E move
4.7%
Puts
Pseudo strike
34.73
IV
29.2%
B/E move
3.1%

45Δ

Calls
Pseudo strike
35.70
IV
36.6%
B/E move
4.1%
Puts
Pseudo strike
35.02
IV
29.4%
B/E move
2.7%

50Δ

Calls
Pseudo strike
35.34
IV
36.6%
B/E move
3.6%
Puts
Pseudo strike
35.33
IV
30.4%
B/E move
2.3%

55Δ

Calls
Pseudo strike
34.99
IV
36.7%
B/E move
3.0%
Puts
Pseudo strike
35.64
IV
31.3%
B/E move
2.0%

60Δ

Calls
Pseudo strike
34.62
IV
36.9%
B/E move
2.6%
Puts
Pseudo strike
35.95
IV
32.3%
B/E move
1.7%

65Δ

Calls
Pseudo strike
34.26
IV
37.0%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
33.85
IV
37.7%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
33.34
IV
39.6%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
32.75
IV
41.9%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend30.65%
Daily EOD
ECH28.8%31.0%33.3%2026-10-19: 30.71%2026-10-20: 29.72%2026-10-21: 30.52%2026-10-22: 29.11%2026-10-23: 31.96%2026-10-26: 31.69%2026-10-27: 32.98%2026-10-28: 32.47%2026-10-29: 29.16%2026-10-30: 30.65%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
30.71%
29.72%
30.52%
29.11%
31.96%
31.69%
32.98%
32.47%
29.16%
30.65%