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iShare MSCI Eurozone ETF of ISHARES INC. EZU

i

Market dataready · fetched 2026-11-05T21:18:49.568Z

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 · 2026-11-05T21:10:02.462775517Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T21:18:48.686634+00:00

Share price$66.16
1D-1.9%
AH$66.06$66.42$66.79$67.15$67.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEZU
Sold putSold callAH

iShare MSCI Eurozone ETF of ISHARES INC. options

Live interpolated EZU call and put midpoint premiums by absolute delta.iShare MSCI Eurozone ETF of ISHARES INC.$0.24$1.83$3.42$5.01$6.60$62.98$65.14$67.30$69.46$71.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EZU spot · $66.16EZU PRICE$0.44$0.64$0.58$0.84$1.09$1.36$1.68$2.03$2.45$3.04$3.87$4.67$6.14$0.41$0.49$0.56$0.62$0.69$0.76$0.82$0.88$0.95$1.01$1.27$1.80$2.41
PutsExpensive1.26×
CallsExpensive1.68×
SkewBullish-17.00 pp
Implied moveBullish±$2.50
TiltBullish38.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.8429.6%6.2%63.3727.0%4.8%
25Δ69.3832.0%5.8%64.1824.2%3.7%
30Δ67.8722.2%3.5%64.8221.5%2.9%
35Δ67.5625.1%3.4%65.2819.5%2.3%
40Δ67.2528.1%3.3%65.6617.9%1.8%
45Δ66.9130.8%3.2%66.0216.3%1.4%
50Δ66.3932.3%2.9%66.2315.2%1.1%
55Δ65.8433.9%2.6%66.4514.2%0.9%
60Δ65.2335.4%2.3%66.6613.1%0.7%
65Δ64.4838.3%2.1%66.8812.0%0.4%
70Δ63.5342.9%1.9%67.2312.7%0.3%
75Δ62.5445.2%1.6%67.7715.5%0.3%
80Δ60.9452.3%1.4%68.4218.0%0.2%

20Δ

Calls
Pseudo strike
69.84
IV
29.6%
B/E move
6.2%
Puts
Pseudo strike
63.37
IV
27.0%
B/E move
4.8%

25Δ

Calls
Pseudo strike
69.38
IV
32.0%
B/E move
5.8%
Puts
Pseudo strike
64.18
IV
24.2%
B/E move
3.7%

30Δ

Calls
Pseudo strike
67.87
IV
22.2%
B/E move
3.5%
Puts
Pseudo strike
64.82
IV
21.5%
B/E move
2.9%

35Δ

Calls
Pseudo strike
67.56
IV
25.1%
B/E move
3.4%
Puts
Pseudo strike
65.28
IV
19.5%
B/E move
2.3%

40Δ

Calls
Pseudo strike
67.25
IV
28.1%
B/E move
3.3%
Puts
Pseudo strike
65.66
IV
17.9%
B/E move
1.8%

45Δ

Calls
Pseudo strike
66.91
IV
30.8%
B/E move
3.2%
Puts
Pseudo strike
66.02
IV
16.3%
B/E move
1.4%

50Δ

Calls
Pseudo strike
66.39
IV
32.3%
B/E move
2.9%
Puts
Pseudo strike
66.23
IV
15.2%
B/E move
1.1%

55Δ

Calls
Pseudo strike
65.84
IV
33.9%
B/E move
2.6%
Puts
Pseudo strike
66.45
IV
14.2%
B/E move
0.9%

60Δ

Calls
Pseudo strike
65.23
IV
35.4%
B/E move
2.3%
Puts
Pseudo strike
66.66
IV
13.1%
B/E move
0.7%

65Δ

Calls
Pseudo strike
64.48
IV
38.3%
B/E move
2.1%
Puts
Pseudo strike
66.88
IV
12.0%
B/E move
0.4%

70Δ

Calls
Pseudo strike
63.53
IV
42.9%
B/E move
1.9%
Puts
Pseudo strike
67.23
IV
12.7%
B/E move
0.3%

75Δ

Calls
Pseudo strike
62.54
IV
45.2%
B/E move
1.6%
Puts
Pseudo strike
67.77
IV
15.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
60.94
IV
52.3%
B/E move
1.4%
Puts
Pseudo strike
68.42
IV
18.0%
B/E move
0.2%

Options history

IV · four-Friday blend20.29%
Daily EOD
EZU17.9%19.4%20.9%2026-10-19: 20.70%2026-10-20: 19.92%2026-10-21: 19.40%2026-10-22: 20.31%2026-10-23: 20.51%2026-10-26: 20.03%2026-10-27: 18.88%2026-10-28: 18.14%2026-10-29: 18.63%2026-10-30: 20.29%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
20.70%
19.92%
19.40%
20.31%
20.51%
20.03%
18.88%
18.14%
18.63%
20.29%