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iShares MSCI China Small-Cap ETF ECNS

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Market dataready · fetched 2026-11-04T09:38:56.518Z

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 · 2026-11-04T01:00:00.12616125Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:38:56.176173+00:00

Share price$25.43
1D-1.1%
AH$25.27$25.39$25.51$25.63$25.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMECNS
Sold putSold callAH

iShares MSCI China Small-Cap ETF options

Live interpolated ECNS call and put midpoint premiums by absolute delta.iShares MSCI China Small-Cap ETF$0.45$0.72$0.99$1.26$1.53$23.10$24.38$25.65$26.93$28.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ 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 ECNS spot · $25.43ECNS PRICE$0.47$0.47$0.50$0.54$0.58$0.67$0.78$0.89$1.00$1.12$1.23$1.34$1.45$0.47$0.49$0.52$0.56$0.61$0.66$0.71$0.76$0.81
Puts——
CallsExpensive1.62×
Skew——
Implied moveBullish±$1.49
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.2185.8%20.7%22.5873.7%13.0%
25Δ28.1663.2%12.6%23.5958.0%9.2%
30Δ27.1651.3%8.8%24.2148.8%6.8%
35Δ26.6245.2%6.8%24.6443.1%5.3%
40Δ26.1640.1%5.2%25.0337.8%3.9%
45Δ25.8537.6%4.3%25.2435.2%3.3%
50Δ25.6236.3%3.9%25.4432.5%2.7%
55Δ25.4035.0%3.4%25.6429.9%2.1%
60Δ25.1733.8%2.9%25.8527.3%1.5%
65Δ24.9432.5%2.5%
70Δ24.7131.3%2.0%
75Δ24.4930.0%1.6%
80Δ24.2628.7%1.1%

20Δ

Calls
Pseudo strike
30.21
IV
85.8%
B/E move
20.7%
Puts
Pseudo strike
22.58
IV
73.7%
B/E move
13.0%

25Δ

Calls
Pseudo strike
28.16
IV
63.2%
B/E move
12.6%
Puts
Pseudo strike
23.59
IV
58.0%
B/E move
9.2%

30Δ

Calls
Pseudo strike
27.16
IV
51.3%
B/E move
8.8%
Puts
Pseudo strike
24.21
IV
48.8%
B/E move
6.8%

35Δ

Calls
Pseudo strike
26.62
IV
45.2%
B/E move
6.8%
Puts
Pseudo strike
24.64
IV
43.1%
B/E move
5.3%

40Δ

Calls
Pseudo strike
26.16
IV
40.1%
B/E move
5.2%
Puts
Pseudo strike
25.03
IV
37.8%
B/E move
3.9%

45Δ

Calls
Pseudo strike
25.85
IV
37.6%
B/E move
4.3%
Puts
Pseudo strike
25.24
IV
35.2%
B/E move
3.3%

50Δ

Calls
Pseudo strike
25.62
IV
36.3%
B/E move
3.9%
Puts
Pseudo strike
25.44
IV
32.5%
B/E move
2.7%

55Δ

Calls
Pseudo strike
25.40
IV
35.0%
B/E move
3.4%
Puts
Pseudo strike
25.64
IV
29.9%
B/E move
2.1%

60Δ

Calls
Pseudo strike
25.17
IV
33.8%
B/E move
2.9%
Puts
Pseudo strike
25.85
IV
27.3%
B/E move
1.5%

65Δ

Calls
Pseudo strike
24.94
IV
32.5%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
24.71
IV
31.3%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
24.49
IV
30.0%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
24.26
IV
28.7%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend27.43%
Daily EOD
ECNS26.3%27.6%28.9%2026-10-19: 26.63%2026-10-20: 26.67%2026-10-21: 26.45%2026-10-22: 28.73%2026-10-23: 27.47%2026-10-26: 26.72%2026-10-27: 26.89%2026-10-28: 27.02%2026-10-29: 27.35%2026-10-30: 27.43%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
26.63%
26.67%
26.45%
28.73%
27.47%
26.72%
26.89%
27.02%
27.35%
27.43%