IntraAlpha
Create free account Start free

iShares MSCI Europe Financials ETF EUFN

i

Market dataready · fetched 2026-11-04T02:59:03.854Z

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 · 2026-11-03T21:00:00.334447405Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T02:59:03.438299+00:00

Share price$37.87
1D-0.6%
AH$37.78$37.87$37.96$38.05$38.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEUFN
Sold putSold callAH

iShares MSCI Europe Financials ETF options

Live interpolated EUFN call and put midpoint premiums by absolute delta.iShares MSCI Europe Financials ETF$0.47$1.20$1.93$2.65$3.38$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEEUFN PRICE$0.55$0.71$0.81$0.89$1.01$1.13$1.27$1.42$1.57$2.95$3.17$0.59$0.80$0.87$0.64$0.89$1.15$1.45$1.76
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.3060.5%11.0%
25Δ40.8947.9%9.4%35.0161.8%9.7%
30Δ40.2848.0%8.2%35.9853.2%7.3%
35Δ39.6145.2%6.8%37.0631.6%3.8%
40Δ38.9440.4%5.2%37.3934.7%3.6%
45Δ38.5038.5%4.3%37.7337.9%3.4%
50Δ38.0636.5%3.5%
55Δ37.7135.0%2.9%
60Δ37.3733.7%2.4%
65Δ37.0232.4%1.9%
70Δ
75Δ35.6247.3%1.8%39.1520.4%0.5%
80Δ35.2043.8%1.3%39.5120.9%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.30
IV
60.5%
B/E move
11.0%

25Δ

Calls
Pseudo strike
40.89
IV
47.9%
B/E move
9.4%
Puts
Pseudo strike
35.01
IV
61.8%
B/E move
9.7%

30Δ

Calls
Pseudo strike
40.28
IV
48.0%
B/E move
8.2%
Puts
Pseudo strike
35.98
IV
53.2%
B/E move
7.3%

35Δ

Calls
Pseudo strike
39.61
IV
45.2%
B/E move
6.8%
Puts
Pseudo strike
37.06
IV
31.6%
B/E move
3.8%

40Δ

Calls
Pseudo strike
38.94
IV
40.4%
B/E move
5.2%
Puts
Pseudo strike
37.39
IV
34.7%
B/E move
3.6%

45Δ

Calls
Pseudo strike
38.50
IV
38.5%
B/E move
4.3%
Puts
Pseudo strike
37.73
IV
37.9%
B/E move
3.4%

50Δ

Calls
Pseudo strike
38.06
IV
36.5%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
37.71
IV
35.0%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
37.37
IV
33.7%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
37.02
IV
32.4%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

70Δ

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

75Δ

Calls
Pseudo strike
35.62
IV
47.3%
B/E move
1.8%
Puts
Pseudo strike
39.15
IV
20.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
35.20
IV
43.8%
B/E move
1.3%
Puts
Pseudo strike
39.51
IV
20.9%
B/E move
0.3%

Options history

IV · four-Friday blend27.66%
Daily close
EUFN16.6%27.6%38.7%2026-08-05: 25.57%2026-08-06: 24.37%2026-08-07: 22.27%2026-08-10: 21.00%2026-08-11: 21.81%2026-08-12: 19.39%2026-08-13: 20.55%2026-08-14: 20.19%2026-08-17: 21.22%2026-08-18: 21.61%2026-08-19: 21.85%2026-08-21: 20.08%2026-08-24: 20.50%2026-08-25: 21.59%2026-08-26: 18.87%2026-08-27: 20.53%2026-08-28: 20.76%2026-08-31: 18.88%2026-09-01: 19.82%2026-09-02: 20.18%2026-09-03: 18.59%2026-09-04: 18.08%2026-09-08: 19.70%2026-09-09: 19.65%2026-09-10: 20.78%2026-09-11: 20.14%2026-09-14: 22.74%2026-09-15: 23.41%2026-09-16: 23.36%2026-09-17: 28.33%2026-09-18: 23.26%2026-09-21: 19.69%2026-09-22: 20.13%2026-09-23: 21.22%2026-09-24: 22.27%2026-09-25: 21.40%2026-09-28: 22.60%2026-09-29: 22.75%2026-09-30: 23.67%2026-10-01: 25.07%2026-10-02: 23.74%2026-10-05: 25.56%2026-10-06: 24.88%2026-10-07: 24.66%2026-10-08: 25.68%2026-10-09: 25.19%2026-10-12: 27.62%2026-10-13: 28.37%2026-10-14: 37.18%2026-10-15: 33.74%2026-10-16: 26.93%2026-10-19: 27.88%2026-10-20: 27.39%2026-10-21: 28.55%2026-10-22: 28.35%2026-10-23: 28.30%2026-10-26: 27.87%2026-10-27: 29.19%2026-10-28: 28.59%2026-10-29: 30.24%2026-10-30: 27.66%Aug 5Sep 18Oct 30
61 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
25.57%
24.37%
22.27%
21.00%
21.81%
19.39%
20.55%
20.19%
21.22%
21.61%
21.85%
20.08%
20.50%
21.59%
18.87%
20.53%
20.76%
18.88%
19.82%
20.18%
18.59%
18.08%
19.70%
19.65%
20.78%
20.14%
22.74%
23.41%
23.36%
28.33%
23.26%
19.69%
20.13%
21.22%
22.27%
21.40%
22.60%
22.75%
23.67%
25.07%
23.74%
25.56%
24.88%
24.66%
25.68%
25.19%
27.62%
28.37%
37.18%
33.74%
26.93%
27.88%
27.39%
28.55%
28.35%
28.30%
27.87%
29.19%
28.59%
30.24%
27.66%