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iShares MSCI Italy ETF EWI

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Market dataready · fetched 2026-11-07T21:44:49.327Z

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 · 2026-11-07T01:00:00.083519531Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T21:44:48.986442+00:00

Share price$56.53
1D+0.1%
AH$56.44$56.57$56.71$56.85$56.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEWI
Sold putSold callAH

iShares MSCI Italy ETF options

Live interpolated EWI call and put midpoint premiums by absolute delta.iShares MSCI Italy ETF$0.59$1.15$1.71$2.27$2.83$53.93$55.72$57.51$59.30$61.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EWI spot · $56.53EWI PRICE$0.78$0.78$0.83$0.90$0.98$1.08$1.22$1.39$1.60$1.97$2.32$2.49$2.67$0.65$0.88$0.94$1.13$1.31$1.47$1.57$1.67$1.77$1.97$2.21
Puts——
CallsExpensive1.52×
Skew——
Implied moveBearish±$2.53
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.7569.3%14.1%52.5550.0%8.2%
25Δ60.7751.7%8.9%53.1952.8%7.5%
30Δ59.3043.1%6.4%54.3444.6%5.5%
35Δ58.3637.4%4.8%
40Δ57.6833.6%3.8%
45Δ57.1430.8%3.0%56.3030.0%2.4%
50Δ56.7129.6%2.5%56.6929.5%2.0%
55Δ56.3228.9%2.1%57.0628.7%1.7%
60Δ55.9128.6%1.7%57.3526.6%1.3%
65Δ55.4230.5%1.5%57.6424.6%1.0%
70Δ54.9631.8%1.3%57.9222.6%0.7%
75Δ54.6329.5%1.1%58.2421.4%0.5%
80Δ54.3027.2%0.8%58.5620.5%0.3%

20Δ

Calls
Pseudo strike
63.75
IV
69.3%
B/E move
14.1%
Puts
Pseudo strike
52.55
IV
50.0%
B/E move
8.2%

25Δ

Calls
Pseudo strike
60.77
IV
51.7%
B/E move
8.9%
Puts
Pseudo strike
53.19
IV
52.8%
B/E move
7.5%

30Δ

Calls
Pseudo strike
59.30
IV
43.1%
B/E move
6.4%
Puts
Pseudo strike
54.34
IV
44.6%
B/E move
5.5%

35Δ

Calls
Pseudo strike
58.36
IV
37.4%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
57.68
IV
33.6%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
57.14
IV
30.8%
B/E move
3.0%
Puts
Pseudo strike
56.30
IV
30.0%
B/E move
2.4%

50Δ

Calls
Pseudo strike
56.71
IV
29.6%
B/E move
2.5%
Puts
Pseudo strike
56.69
IV
29.5%
B/E move
2.0%

55Δ

Calls
Pseudo strike
56.32
IV
28.9%
B/E move
2.1%
Puts
Pseudo strike
57.06
IV
28.7%
B/E move
1.7%

60Δ

Calls
Pseudo strike
55.91
IV
28.6%
B/E move
1.7%
Puts
Pseudo strike
57.35
IV
26.6%
B/E move
1.3%

65Δ

Calls
Pseudo strike
55.42
IV
30.5%
B/E move
1.5%
Puts
Pseudo strike
57.64
IV
24.6%
B/E move
1.0%

70Δ

Calls
Pseudo strike
54.96
IV
31.8%
B/E move
1.3%
Puts
Pseudo strike
57.92
IV
22.6%
B/E move
0.7%

75Δ

Calls
Pseudo strike
54.63
IV
29.5%
B/E move
1.1%
Puts
Pseudo strike
58.24
IV
21.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
54.30
IV
27.2%
B/E move
0.8%
Puts
Pseudo strike
58.56
IV
20.5%
B/E move
0.3%

Options history

IV · four-Friday blend23.88%
Daily close
EWI15.9%21.9%27.9%2026-08-10: 18.20%2026-08-11: 17.05%2026-08-12: 18.40%2026-08-13: 17.45%2026-08-14: 18.02%2026-08-17: 18.88%2026-08-18: 22.15%2026-08-19: 22.14%2026-08-20: 21.25%2026-08-21: 22.64%2026-08-24: 20.15%2026-08-25: 18.88%2026-08-26: 18.61%2026-08-27: 18.59%2026-08-28: 19.12%2026-08-31: 19.60%2026-09-01: 20.65%2026-09-02: 20.16%2026-09-03: 19.31%2026-09-04: 19.04%2026-09-08: 20.10%2026-09-09: 20.20%2026-09-10: 20.40%2026-09-11: 19.01%2026-09-14: 20.39%2026-09-15: 20.11%2026-09-16: 23.08%2026-09-17: 26.18%2026-09-18: 20.63%2026-09-21: 20.23%2026-09-22: 19.23%2026-09-23: 16.77%2026-09-24: 20.11%2026-09-25: 20.90%2026-09-28: 18.59%2026-09-29: 19.97%2026-09-30: 21.19%2026-10-01: 21.57%2026-10-02: 23.51%2026-10-05: 21.18%2026-10-06: 22.83%2026-10-07: 21.81%2026-10-08: 21.30%2026-10-09: 21.07%2026-10-12: 24.73%2026-10-13: 22.07%2026-10-14: 21.97%2026-10-15: 27.07%2026-10-16: 23.71%2026-10-19: 22.49%2026-10-20: 23.14%2026-10-21: 22.29%2026-10-22: 22.75%2026-10-23: 22.08%2026-10-26: 22.93%2026-10-27: 21.95%2026-10-28: 21.32%2026-10-29: 20.40%2026-10-30: 23.88%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
18.20%
17.05%
18.40%
17.45%
18.02%
18.88%
22.15%
22.14%
21.25%
22.64%
20.15%
18.88%
18.61%
18.59%
19.12%
19.60%
20.65%
20.16%
19.31%
19.04%
20.10%
20.20%
20.40%
19.01%
20.39%
20.11%
23.08%
26.18%
20.63%
20.23%
19.23%
16.77%
20.11%
20.90%
18.59%
19.97%
21.19%
21.57%
23.51%
21.18%
22.83%
21.81%
21.30%
21.07%
24.73%
22.07%
21.97%
27.07%
23.71%
22.49%
23.14%
22.29%
22.75%
22.08%
22.93%
21.95%
21.32%
20.40%
23.88%