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iShares MSCI Poland ETF EPOL

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Market dataready · fetched 2026-11-03T21:58:24.860Z

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 · 2026-11-03T21:10:00.003904963Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T21:58:22.850895+00:00

Share price$42.67
1D+0.0%
AH$42.63$42.71$42.79$42.86$42.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEPOL
Sold putSold callAH

iShares MSCI Poland ETF options

Live interpolated EPOL call and put midpoint premiums by absolute delta.iShares MSCI Poland ETF$1.20$1.65$2.10$2.54$2.99$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEEPOL PRICE$1.26$1.41$1.50$1.25$1.56$1.86$2.03$2.21$2.48$2.86$1.30$1.37$1.45$1.49$1.44$1.84$2.12$2.23$2.33$2.44
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ38.3686.3%13.1%
30Δ47.1676.0%13.5%39.8971.9%9.7%
35Δ45.8770.5%10.8%40.9762.0%7.4%
40Δ44.6461.9%8.1%41.7853.4%5.6%
45Δ
50Δ42.8535.3%3.4%
55Δ42.4237.5%3.1%43.2531.4%2.0%
60Δ41.9939.7%2.7%43.7334.6%1.8%
65Δ41.5937.6%2.2%44.1135.2%1.6%
70Δ41.2035.5%1.7%44.3832.3%1.2%
75Δ40.7534.4%1.3%44.6429.4%0.8%
80Δ40.2534.3%1.0%44.9126.5%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
38.36
IV
86.3%
B/E move
13.1%

30Δ

Calls
Pseudo strike
47.16
IV
76.0%
B/E move
13.5%
Puts
Pseudo strike
39.89
IV
71.9%
B/E move
9.7%

35Δ

Calls
Pseudo strike
45.87
IV
70.5%
B/E move
10.8%
Puts
Pseudo strike
40.97
IV
62.0%
B/E move
7.4%

40Δ

Calls
Pseudo strike
44.64
IV
61.9%
B/E move
8.1%
Puts
Pseudo strike
41.78
IV
53.4%
B/E move
5.6%

45Δ

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

50Δ

Calls
Pseudo strike
42.85
IV
35.3%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
42.42
IV
37.5%
B/E move
3.1%
Puts
Pseudo strike
43.25
IV
31.4%
B/E move
2.0%

60Δ

Calls
Pseudo strike
41.99
IV
39.7%
B/E move
2.7%
Puts
Pseudo strike
43.73
IV
34.6%
B/E move
1.8%

65Δ

Calls
Pseudo strike
41.59
IV
37.6%
B/E move
2.2%
Puts
Pseudo strike
44.11
IV
35.2%
B/E move
1.6%

70Δ

Calls
Pseudo strike
41.20
IV
35.5%
B/E move
1.7%
Puts
Pseudo strike
44.38
IV
32.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
40.75
IV
34.4%
B/E move
1.3%
Puts
Pseudo strike
44.64
IV
29.4%
B/E move
0.8%

80Δ

Calls
Pseudo strike
40.25
IV
34.3%
B/E move
1.0%
Puts
Pseudo strike
44.91
IV
26.5%
B/E move
0.5%

Options history

IV · four-Friday blend33.06%
Daily close
EPOL23.3%46.8%70.2%2026-08-05: 29.72%2026-08-06: 30.32%2026-08-07: 32.32%2026-08-10: 32.94%2026-08-11: 32.04%2026-08-12: 33.06%2026-08-13: 36.81%2026-08-14: 35.46%2026-08-17: 42.01%2026-08-18: 44.39%2026-08-19: 48.11%2026-08-20: 66.93%2026-08-21: 26.68%2026-08-24: 26.57%2026-08-25: 27.41%2026-08-26: 27.00%2026-08-27: 30.92%2026-08-28: 28.71%2026-08-31: 31.12%2026-09-01: 32.39%2026-09-02: 32.47%2026-09-03: 31.68%2026-09-04: 32.10%2026-09-08: 33.72%2026-09-09: 31.71%2026-09-10: 35.74%2026-09-11: 36.23%2026-09-14: 41.12%2026-09-15: 46.59%2026-09-16: 52.08%2026-09-17: 52.81%2026-09-18: 31.73%2026-09-21: 30.69%2026-09-22: 30.10%2026-09-23: 32.10%2026-09-24: 31.48%2026-09-25: 28.65%2026-09-28: 32.65%2026-09-29: 33.75%2026-09-30: 33.75%2026-10-01: 31.52%2026-10-02: 35.06%2026-10-05: 37.09%2026-10-06: 35.52%2026-10-07: 36.21%2026-10-08: 36.81%2026-10-09: 35.51%2026-10-12: 36.60%2026-10-14: 40.86%2026-10-15: 62.52%2026-10-16: 30.33%2026-10-19: 29.44%2026-10-20: 29.44%2026-10-21: 29.35%2026-10-22: 30.35%2026-10-23: 32.36%2026-10-26: 32.22%2026-10-27: 31.88%2026-10-28: 31.29%2026-10-29: 30.48%2026-10-30: 33.06%Aug 5Sep 17Oct 30
61 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
29.72%
30.32%
32.32%
32.94%
32.04%
33.06%
36.81%
35.46%
42.01%
44.39%
48.11%
66.93%
26.68%
26.57%
27.41%
27.00%
30.92%
28.71%
31.12%
32.39%
32.47%
31.68%
32.10%
33.72%
31.71%
35.74%
36.23%
41.12%
46.59%
52.08%
52.81%
31.73%
30.69%
30.10%
32.10%
31.48%
28.65%
32.65%
33.75%
33.75%
31.52%
35.06%
37.09%
35.52%
36.21%
36.81%
35.51%
36.60%
40.86%
62.52%
30.33%
29.44%
29.44%
29.35%
30.35%
32.36%
32.22%
31.88%
31.29%
30.48%
33.06%