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iShares MSCI South Korea ETF EWY

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Market datapartial · fetched 2026-11-03T23:23:12.007Z

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 · 2026-11-03T23:18:27.843739126Z

FundamentalsAlpha Vantage · unavailable

Share price$157.47
1D+0.2%
AH$153.87$154.82$155.77$156.71$157.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEWY
Sold putSold callAH

iShares MSCI South Korea ETF options

Live interpolated EWY call and put midpoint premiums by absolute delta.iShares MSCI South Korea ETF$0.00$0.27$0.54$0.81$1.08$-0.16$0.17$0.50$0.83$1.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 PRICEEWY 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 blend55.09%
Daily close
EWY34.3%58.2%82.0%2026-08-05: 78.74%2026-08-06: 69.90%2026-08-07: 60.84%2026-08-10: 59.95%2026-08-11: 53.41%2026-08-12: 56.17%2026-08-13: 56.74%2026-08-14: 50.77%2026-08-17: 55.49%2026-08-18: 57.01%2026-08-19: 55.07%2026-08-20: 54.70%2026-08-21: 51.86%2026-08-24: 56.32%2026-08-25: 53.70%2026-08-26: 51.51%2026-08-27: 47.13%2026-08-28: 43.26%2026-08-31: 43.82%2026-09-01: 45.45%2026-09-02: 41.29%2026-09-03: 41.00%2026-09-04: 43.88%2026-09-08: 50.77%2026-09-09: 49.36%2026-09-10: 52.08%2026-09-11: 44.42%2026-09-14: 49.91%2026-09-15: 47.77%2026-09-16: 48.37%2026-09-17: 44.85%2026-09-18: 43.36%2026-09-21: 47.07%2026-09-22: 44.91%2026-09-23: 42.77%2026-09-24: 43.60%2026-09-25: 44.29%2026-09-28: 45.21%2026-09-29: 45.58%2026-09-30: 46.67%2026-10-01: 42.15%2026-10-02: 40.27%2026-10-05: 41.36%2026-10-06: 38.38%2026-10-07: 39.80%2026-10-08: 43.27%2026-10-09: 37.62%2026-10-12: 43.83%2026-10-13: 49.53%2026-10-14: 55.01%2026-10-15: 58.46%2026-10-16: 54.50%2026-10-19: 53.38%2026-10-20: 50.63%2026-10-21: 53.60%2026-10-22: 61.35%2026-10-23: 54.32%2026-10-26: 56.16%2026-10-27: 54.04%2026-10-28: 55.64%2026-10-29: 56.47%2026-10-30: 55.09%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
78.74%
69.90%
60.84%
59.95%
53.41%
56.17%
56.74%
50.77%
55.49%
57.01%
55.07%
54.70%
51.86%
56.32%
53.70%
51.51%
47.13%
43.26%
43.82%
45.45%
41.29%
41.00%
43.88%
50.77%
49.36%
52.08%
44.42%
49.91%
47.77%
48.37%
44.85%
43.36%
47.07%
44.91%
42.77%
43.60%
44.29%
45.21%
45.58%
46.67%
42.15%
40.27%
41.36%
38.38%
39.80%
43.27%
37.62%
43.83%
49.53%
55.01%
58.46%
54.50%
53.38%
50.63%
53.60%
61.35%
54.32%
56.16%
54.04%
55.64%
56.47%
55.09%