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iShares MSCI Canada ETF EWC

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Market datapartial · fetched 2026-11-05T22:34:16.185Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T21:35:25.602997409Z

FundamentalsAlpha Vantage · unavailable

Share price$60.34
1D-2.5%
AH$60.03$60.54$61.05$61.56$62.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEWC
Sold putSold callAH

iShares MSCI Canada ETF options

Live interpolated EWC call and put midpoint premiums by absolute delta.iShares MSCI Canada ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEEWC PRICE
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
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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
IV
B/E move

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

80Δ

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

Options history

IV · four-Friday blend17.66%
Daily close
EWC11.7%22.3%32.9%2026-08-07: 14.60%2026-08-10: 14.52%2026-08-11: 14.41%2026-08-12: 13.52%2026-08-13: 14.12%2026-08-14: 14.92%2026-08-17: 17.02%2026-08-21: 14.12%2026-08-24: 14.46%2026-08-25: 15.57%2026-08-26: 13.93%2026-08-27: 14.01%2026-08-28: 15.31%2026-08-31: 13.91%2026-09-01: 15.54%2026-09-02: 14.45%2026-09-03: 13.19%2026-09-04: 13.98%2026-09-08: 14.68%2026-09-09: 15.72%2026-09-10: 15.10%2026-09-11: 17.11%2026-09-14: 16.66%2026-09-15: 20.08%2026-09-16: 23.60%2026-09-17: 31.43%2026-09-18: 15.57%2026-09-21: 15.45%2026-09-23: 15.35%2026-09-24: 16.60%2026-09-25: 14.68%2026-09-28: 14.58%2026-09-29: 14.94%2026-09-30: 13.98%2026-10-01: 15.99%2026-10-02: 14.42%2026-10-05: 15.22%2026-10-06: 15.89%2026-10-07: 14.00%2026-10-08: 16.52%2026-10-09: 15.37%2026-10-12: 17.21%2026-10-14: 20.55%2026-10-15: 23.68%2026-10-16: 16.35%2026-10-19: 18.07%2026-10-20: 15.33%2026-10-21: 15.60%2026-10-22: 15.88%2026-10-23: 15.78%2026-10-26: 16.26%2026-10-27: 17.67%2026-10-29: 17.57%2026-10-30: 17.66%Aug 7Sep 18Oct 30
54 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
14.60%
14.52%
14.41%
13.52%
14.12%
14.92%
17.02%
14.12%
14.46%
15.57%
13.93%
14.01%
15.31%
13.91%
15.54%
14.45%
13.19%
13.98%
14.68%
15.72%
15.10%
17.11%
16.66%
20.08%
23.60%
31.43%
15.57%
15.45%
15.35%
16.60%
14.68%
14.58%
14.94%
13.98%
15.99%
14.42%
15.22%
15.89%
14.00%
16.52%
15.37%
17.21%
20.55%
23.68%
16.35%
18.07%
15.33%
15.60%
15.88%
15.78%
16.26%
17.67%
17.57%
17.66%