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iShares MSCI Pacific ex Japan ETF EPP

i

Market dataready · fetched 2026-11-04T09:33:41.813Z

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 · 2026-11-04T01:00:00.184012512Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:33:40.525567+00:00

Share price$55.14
1D-0.4%
AH$55.01$55.11$55.21$55.31$55.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEPP
Sold putSold callAH

iShares MSCI Pacific ex Japan ETF options

Live interpolated EPP call and put midpoint premiums by absolute delta.iShares MSCI Pacific ex Japan ETF$0.51$1.03$1.56$2.09$2.62$53.20$54.12$55.04$55.96$56.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive EPP spot · $55.14EPP PRICE$1.00$1.00$0.74$0.91$1.11$1.32$1.55$1.83$2.10$2.22$2.34$2.46$0.90$0.56$0.62$0.69$0.77$1.01$1.26$1.50$1.57$1.65$1.72$1.79
Puts——
Calls——
Skew——
Implied moveBullish±$2.34
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.0982.9%19.9%49.8163.2%11.3%
25Δ60.8261.0%12.1%
30Δ53.7924.8%3.5%
35Δ56.5526.7%3.9%54.2722.2%2.7%
40Δ56.1827.9%3.5%54.6520.4%2.1%
45Δ55.7828.7%3.2%55.0218.8%1.6%
50Δ55.3529.1%2.8%55.3520.2%1.5%
55Δ54.9229.5%2.4%55.6821.7%1.3%
60Δ54.4630.1%2.1%56.0123.0%1.2%
65Δ54.0030.7%1.7%56.2021.2%0.9%
70Δ53.6928.2%1.4%56.3919.5%0.7%
75Δ53.3925.8%1.1%56.5817.7%0.5%
80Δ53.0923.3%0.8%56.7715.9%0.3%

20Δ

Calls
Pseudo strike
65.09
IV
82.9%
B/E move
19.9%
Puts
Pseudo strike
49.81
IV
63.2%
B/E move
11.3%

25Δ

Calls
Pseudo strike
60.82
IV
61.0%
B/E move
12.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.79
IV
24.8%
B/E move
3.5%

35Δ

Calls
Pseudo strike
56.55
IV
26.7%
B/E move
3.9%
Puts
Pseudo strike
54.27
IV
22.2%
B/E move
2.7%

40Δ

Calls
Pseudo strike
56.18
IV
27.9%
B/E move
3.5%
Puts
Pseudo strike
54.65
IV
20.4%
B/E move
2.1%

45Δ

Calls
Pseudo strike
55.78
IV
28.7%
B/E move
3.2%
Puts
Pseudo strike
55.02
IV
18.8%
B/E move
1.6%

50Δ

Calls
Pseudo strike
55.35
IV
29.1%
B/E move
2.8%
Puts
Pseudo strike
55.35
IV
20.2%
B/E move
1.5%

55Δ

Calls
Pseudo strike
54.92
IV
29.5%
B/E move
2.4%
Puts
Pseudo strike
55.68
IV
21.7%
B/E move
1.3%

60Δ

Calls
Pseudo strike
54.46
IV
30.1%
B/E move
2.1%
Puts
Pseudo strike
56.01
IV
23.0%
B/E move
1.2%

65Δ

Calls
Pseudo strike
54.00
IV
30.7%
B/E move
1.7%
Puts
Pseudo strike
56.20
IV
21.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
53.69
IV
28.2%
B/E move
1.4%
Puts
Pseudo strike
56.39
IV
19.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
53.39
IV
25.8%
B/E move
1.1%
Puts
Pseudo strike
56.58
IV
17.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
53.09
IV
23.3%
B/E move
0.8%
Puts
Pseudo strike
56.77
IV
15.9%
B/E move
0.3%

Options history

IV · four-Friday blend22.95%
Daily close
EPP13.8%28.4%43.1%2026-08-06: 25.52%2026-08-07: 19.66%2026-08-10: 23.03%2026-08-11: 19.16%2026-08-12: 29.37%2026-08-13: 21.45%2026-08-14: 21.97%2026-08-17: 24.01%2026-08-18: 20.39%2026-08-19: 30.84%2026-08-20: 33.82%2026-08-21: 19.66%2026-08-24: 18.80%2026-08-25: 17.91%2026-08-26: 20.96%2026-08-27: 20.76%2026-08-28: 18.26%2026-08-31: 15.78%2026-09-01: 19.88%2026-09-02: 17.89%2026-09-03: 17.75%2026-09-04: 17.83%2026-09-08: 19.51%2026-09-09: 20.93%2026-09-10: 22.81%2026-09-11: 18.52%2026-09-14: 26.65%2026-09-15: 27.33%2026-09-16: 31.00%2026-09-17: 41.11%2026-09-18: 21.50%2026-09-21: 21.44%2026-09-22: 19.56%2026-09-23: 22.89%2026-09-24: 20.13%2026-09-25: 19.72%2026-09-28: 20.06%2026-09-29: 19.83%2026-09-30: 19.09%2026-10-01: 20.60%2026-10-02: 18.50%2026-10-05: 21.90%2026-10-06: 19.64%2026-10-07: 19.57%2026-10-08: 19.83%2026-10-09: 19.08%2026-10-12: 20.11%2026-10-13: 22.46%2026-10-14: 23.62%2026-10-15: 28.86%2026-10-16: 21.14%2026-10-19: 20.60%2026-10-20: 21.20%2026-10-21: 19.46%2026-10-22: 22.09%2026-10-23: 21.13%2026-10-26: 24.07%2026-10-27: 21.59%2026-10-28: 20.11%2026-10-29: 21.12%2026-10-30: 22.95%Aug 6Sep 18Oct 30
61 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
25.52%
19.66%
23.03%
19.16%
29.37%
21.45%
21.97%
24.01%
20.39%
30.84%
33.82%
19.66%
18.80%
17.91%
20.96%
20.76%
18.26%
15.78%
19.88%
17.89%
17.75%
17.83%
19.51%
20.93%
22.81%
18.52%
26.65%
27.33%
31.00%
41.11%
21.50%
21.44%
19.56%
22.89%
20.13%
19.72%
20.06%
19.83%
19.09%
20.60%
18.50%
21.90%
19.64%
19.57%
19.83%
19.08%
20.11%
22.46%
23.62%
28.86%
21.14%
20.60%
21.20%
19.46%
22.09%
21.13%
24.07%
21.59%
20.11%
21.12%
22.95%