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iShares MSCI Emerging Markets Min Vol Factor ETF EEMV

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Market dataready · fetched 2026-11-04T00:53:21.373Z

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 · 2026-11-03T23:30:02.239321774Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T00:53:20.815439+00:00

Share price$70.63
1D-0.3%
AH$70.48$70.59$70.70$70.80$70.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEEMV
Sold putSold callAH

iShares MSCI Emerging Markets Min Vol Factor ETF options

Live interpolated EEMV call and put midpoint premiums by absolute delta.iShares MSCI Emerging Markets Min Vol Factor ETF$0.27$1.43$2.59$3.75$4.91$66.02$68.37$70.72$73.07$75.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EEMV spot · $70.63EEMV PRICE$0.40$0.60$0.81$0.98$1.11$1.21$1.35$1.57$1.80$2.17$2.57$3.10$4.58$0.53$0.77$0.94$1.04$1.15$1.29$1.44$1.61$1.78$1.96$2.27$2.58$3.08
PutsExpensive1.20×
CallsExpensive2.08×
SkewBullish-1.20 pp
Implied moveBearish±$2.79
TiltBullish4.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.0424.2%5.4%67.3029.1%5.5%
25Δ73.6026.1%5.1%67.7632.0%5.2%
30Δ73.1828.3%4.8%68.4331.7%4.5%
35Δ72.6128.3%4.2%69.2428.3%3.4%
40Δ71.9226.5%3.4%69.8625.7%2.7%
45Δ71.3724.3%2.8%70.3624.2%2.2%
50Δ70.8622.8%2.2%70.8323.0%1.8%
55Δ70.4222.7%1.9%71.2522.0%1.4%
60Δ69.9722.6%1.6%71.6321.0%1.1%
65Δ69.4523.5%1.4%72.0220.1%0.8%
70Δ68.9224.4%1.2%72.4619.9%0.6%
75Δ68.2625.6%1.0%72.9019.8%0.4%
80Δ66.7733.3%1.0%73.5020.2%0.3%

20Δ

Calls
Pseudo strike
74.04
IV
24.2%
B/E move
5.4%
Puts
Pseudo strike
67.30
IV
29.1%
B/E move
5.5%

25Δ

Calls
Pseudo strike
73.60
IV
26.1%
B/E move
5.1%
Puts
Pseudo strike
67.76
IV
32.0%
B/E move
5.2%

30Δ

Calls
Pseudo strike
73.18
IV
28.3%
B/E move
4.8%
Puts
Pseudo strike
68.43
IV
31.7%
B/E move
4.5%

35Δ

Calls
Pseudo strike
72.61
IV
28.3%
B/E move
4.2%
Puts
Pseudo strike
69.24
IV
28.3%
B/E move
3.4%

40Δ

Calls
Pseudo strike
71.92
IV
26.5%
B/E move
3.4%
Puts
Pseudo strike
69.86
IV
25.7%
B/E move
2.7%

45Δ

Calls
Pseudo strike
71.37
IV
24.3%
B/E move
2.8%
Puts
Pseudo strike
70.36
IV
24.2%
B/E move
2.2%

50Δ

Calls
Pseudo strike
70.86
IV
22.8%
B/E move
2.2%
Puts
Pseudo strike
70.83
IV
23.0%
B/E move
1.8%

55Δ

Calls
Pseudo strike
70.42
IV
22.7%
B/E move
1.9%
Puts
Pseudo strike
71.25
IV
22.0%
B/E move
1.4%

60Δ

Calls
Pseudo strike
69.97
IV
22.6%
B/E move
1.6%
Puts
Pseudo strike
71.63
IV
21.0%
B/E move
1.1%

65Δ

Calls
Pseudo strike
69.45
IV
23.5%
B/E move
1.4%
Puts
Pseudo strike
72.02
IV
20.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
68.92
IV
24.4%
B/E move
1.2%
Puts
Pseudo strike
72.46
IV
19.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
68.26
IV
25.6%
B/E move
1.0%
Puts
Pseudo strike
72.90
IV
19.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
66.77
IV
33.3%
B/E move
1.0%
Puts
Pseudo strike
73.50
IV
20.2%
B/E move
0.3%

Options history

IV · four-Friday blend19.43%
Daily close
EEMV14.2%21.2%28.2%2026-08-05: 19.87%2026-08-06: 19.55%2026-08-07: 18.49%2026-08-10: 18.06%2026-08-11: 18.41%2026-08-12: 18.53%2026-08-13: 18.50%2026-08-14: 18.84%2026-08-17: 20.42%2026-08-18: 21.77%2026-08-19: 24.48%2026-08-20: 24.49%2026-08-21: 16.58%2026-08-24: 17.39%2026-08-25: 16.56%2026-08-26: 17.25%2026-08-27: 15.78%2026-08-28: 16.24%2026-08-31: 17.78%2026-09-01: 15.86%2026-09-02: 16.75%2026-09-03: 15.17%2026-09-04: 15.83%2026-09-08: 17.01%2026-09-09: 17.15%2026-09-10: 18.54%2026-09-11: 18.05%2026-09-14: 21.01%2026-09-15: 22.01%2026-09-16: 22.64%2026-09-17: 27.22%2026-09-18: 17.40%2026-09-21: 16.69%2026-09-22: 15.99%2026-09-23: 17.07%2026-09-24: 17.85%2026-09-25: 16.09%2026-09-28: 17.84%2026-09-29: 17.34%2026-09-30: 17.48%2026-10-01: 17.88%2026-10-02: 17.47%2026-10-05: 17.51%2026-10-06: 17.50%2026-10-07: 17.43%2026-10-08: 17.28%2026-10-09: 17.95%2026-10-12: 19.14%2026-10-13: 18.82%2026-10-14: 20.48%2026-10-15: 23.11%2026-10-16: 17.64%2026-10-19: 16.91%2026-10-20: 17.93%2026-10-21: 17.24%2026-10-22: 18.14%2026-10-23: 18.03%2026-10-26: 19.14%2026-10-27: 18.76%2026-10-28: 18.09%2026-10-29: 18.57%2026-10-30: 19.43%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
19.87%
19.55%
18.49%
18.06%
18.41%
18.53%
18.50%
18.84%
20.42%
21.77%
24.48%
24.49%
16.58%
17.39%
16.56%
17.25%
15.78%
16.24%
17.78%
15.86%
16.75%
15.17%
15.83%
17.01%
17.15%
18.54%
18.05%
21.01%
22.01%
22.64%
27.22%
17.40%
16.69%
15.99%
17.07%
17.85%
16.09%
17.84%
17.34%
17.48%
17.88%
17.47%
17.51%
17.50%
17.43%
17.28%
17.95%
19.14%
18.82%
20.48%
23.11%
17.64%
16.91%
17.93%
17.24%
18.14%
18.03%
19.14%
18.76%
18.09%
18.57%
19.43%