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iShares MSCI South Africa ETF EZA

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Market dataready · fetched 2026-11-06T05:28:57.993Z

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 · 2026-11-06T01:00:00.100642697Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T05:28:55.220847+00:00

Share price$66.90
1D-1.7%
AH$65.72$66.34$66.97$67.60$68.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEZA
Sold putSold callAH

iShares MSCI South Africa ETF options

Live interpolated EZA call and put midpoint premiums by absolute delta.iShares MSCI South Africa ETF$0.84$2.32$3.81$5.29$6.78$59.85$63.55$67.25$70.95$74.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive EZA spot · $66.90EZA PRICE$1.00$1.19$1.38$1.65$2.05$2.39$2.73$3.15$3.88$5.21$5.49$1.03$1.47$1.32$1.70$1.95$2.21$2.55$3.26$3.72$4.05$4.49$6.35
Puts——
Calls——
Skew——
Implied moveBearish±$4.25
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ63.0848.6%7.3%
30Δ70.1441.4%6.3%63.7354.5%6.9%
35Δ69.3040.3%5.4%65.2040.5%4.5%
40Δ68.5138.7%4.5%65.8343.0%4.1%
45Δ67.8138.4%3.8%66.5241.9%3.5%
50Δ67.2040.8%3.5%67.2140.1%2.8%
55Δ66.5441.2%3.0%67.8639.7%2.4%
60Δ65.8740.8%2.5%68.7243.3%2.1%
65Δ65.1740.8%2.1%69.4443.0%1.8%
70Δ64.2643.9%1.9%70.0840.7%1.3%
75Δ62.8752.2%1.8%70.7539.0%1.0%
80Δ62.2547.4%1.3%72.6946.9%0.8%

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
63.08
IV
48.6%
B/E move
7.3%

30Δ

Calls
Pseudo strike
70.14
IV
41.4%
B/E move
6.3%
Puts
Pseudo strike
63.73
IV
54.5%
B/E move
6.9%

35Δ

Calls
Pseudo strike
69.30
IV
40.3%
B/E move
5.4%
Puts
Pseudo strike
65.20
IV
40.5%
B/E move
4.5%

40Δ

Calls
Pseudo strike
68.51
IV
38.7%
B/E move
4.5%
Puts
Pseudo strike
65.83
IV
43.0%
B/E move
4.1%

45Δ

Calls
Pseudo strike
67.81
IV
38.4%
B/E move
3.8%
Puts
Pseudo strike
66.52
IV
41.9%
B/E move
3.5%

50Δ

Calls
Pseudo strike
67.20
IV
40.8%
B/E move
3.5%
Puts
Pseudo strike
67.21
IV
40.1%
B/E move
2.8%

55Δ

Calls
Pseudo strike
66.54
IV
41.2%
B/E move
3.0%
Puts
Pseudo strike
67.86
IV
39.7%
B/E move
2.4%

60Δ

Calls
Pseudo strike
65.87
IV
40.8%
B/E move
2.5%
Puts
Pseudo strike
68.72
IV
43.3%
B/E move
2.1%

65Δ

Calls
Pseudo strike
65.17
IV
40.8%
B/E move
2.1%
Puts
Pseudo strike
69.44
IV
43.0%
B/E move
1.8%

70Δ

Calls
Pseudo strike
64.26
IV
43.9%
B/E move
1.9%
Puts
Pseudo strike
70.08
IV
40.7%
B/E move
1.3%

75Δ

Calls
Pseudo strike
62.87
IV
52.2%
B/E move
1.8%
Puts
Pseudo strike
70.75
IV
39.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
62.25
IV
47.4%
B/E move
1.3%
Puts
Pseudo strike
72.69
IV
46.9%
B/E move
0.8%

Options history

IV · four-Friday blend36.13%
Daily close
EZA27.1%35.8%44.6%2026-08-10: 36.41%2026-08-11: 35.65%2026-08-12: 36.88%2026-08-13: 36.87%2026-08-14: 34.64%2026-08-17: 34.87%2026-08-18: 36.60%2026-08-19: 39.26%2026-08-20: 42.33%2026-08-21: 32.61%2026-08-24: 33.34%2026-08-25: 33.03%2026-08-26: 32.06%2026-08-27: 32.86%2026-08-28: 32.22%2026-08-31: 32.99%2026-09-01: 33.21%2026-09-02: 29.96%2026-09-03: 29.37%2026-09-04: 28.28%2026-09-08: 30.18%2026-09-09: 33.20%2026-09-10: 32.55%2026-09-11: 32.69%2026-09-14: 37.38%2026-09-15: 39.19%2026-09-16: 38.77%2026-09-17: 43.41%2026-09-18: 31.73%2026-09-21: 31.48%2026-09-22: 30.13%2026-09-23: 30.29%2026-09-24: 29.85%2026-09-25: 30.72%2026-09-28: 31.60%2026-09-29: 30.98%2026-09-30: 32.81%2026-10-01: 34.21%2026-10-02: 33.70%2026-10-13: 35.71%2026-10-15: 33.71%2026-10-16: 32.30%2026-10-19: 32.60%2026-10-20: 33.19%2026-10-21: 32.86%2026-10-22: 34.15%2026-10-23: 34.54%2026-10-26: 37.11%2026-10-27: 36.23%2026-10-28: 33.64%2026-10-29: 34.67%2026-10-30: 36.13%Aug 10Sep 15Oct 30
52 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
36.41%
35.65%
36.88%
36.87%
34.64%
34.87%
36.60%
39.26%
42.33%
32.61%
33.34%
33.03%
32.06%
32.86%
32.22%
32.99%
33.21%
29.96%
29.37%
28.28%
30.18%
33.20%
32.55%
32.69%
37.38%
39.19%
38.77%
43.41%
31.73%
31.48%
30.13%
30.29%
29.85%
30.72%
31.60%
30.98%
32.81%
34.21%
33.70%
35.71%
33.71%
32.30%
32.60%
33.19%
32.86%
34.15%
34.54%
37.11%
36.23%
33.64%
34.67%
36.13%