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iShare MSCI Eurozone ETF of ISHARES INC. EZU

i

Market dataready · fetched 2026-11-07T08:06:38.056Z

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 · 2026-11-07T01:00:02.583080459Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T08:06:37.648201+00:00

Share price$65.43
1D+0.4%
AH$65.19$65.35$65.51$65.67$65.835:30 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.$0.60$1.44$2.28$3.12$3.96$62.91$64.32$65.73$67.15$68.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive EZU spot · $65.43EZU PRICE$0.69$0.87$1.00$1.11$1.31$1.51$1.80$2.16$2.56$3.00$3.71$0.75$0.94$1.01$1.10$1.18$1.26$1.33$1.52$1.75$1.97$2.38$2.79
Puts——
Calls——
Skew——
Implied moveBalanced±$2.56
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ62.7036.6%5.3%
30Δ67.3327.1%4.0%63.2237.9%4.8%
35Δ67.0729.7%3.8%64.0733.0%3.6%
40Δ66.6128.9%3.3%64.6530.1%2.9%
45Δ66.0626.9%2.7%65.1527.5%2.2%
50Δ65.6226.8%2.3%65.5325.1%1.8%
55Δ65.1926.9%1.9%65.9222.7%1.3%
60Δ64.7227.7%1.7%66.2822.0%1.0%
65Δ64.2329.0%1.5%66.6421.8%0.8%
70Δ63.6930.0%1.2%67.0021.7%0.6%
75Δ63.1030.7%1.0%67.5021.6%0.5%
80Δ62.2733.0%0.8%68.0121.5%0.3%

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
62.70
IV
36.6%
B/E move
5.3%

30Δ

Calls
Pseudo strike
67.33
IV
27.1%
B/E move
4.0%
Puts
Pseudo strike
63.22
IV
37.9%
B/E move
4.8%

35Δ

Calls
Pseudo strike
67.07
IV
29.7%
B/E move
3.8%
Puts
Pseudo strike
64.07
IV
33.0%
B/E move
3.6%

40Δ

Calls
Pseudo strike
66.61
IV
28.9%
B/E move
3.3%
Puts
Pseudo strike
64.65
IV
30.1%
B/E move
2.9%

45Δ

Calls
Pseudo strike
66.06
IV
26.9%
B/E move
2.7%
Puts
Pseudo strike
65.15
IV
27.5%
B/E move
2.2%

50Δ

Calls
Pseudo strike
65.62
IV
26.8%
B/E move
2.3%
Puts
Pseudo strike
65.53
IV
25.1%
B/E move
1.8%

55Δ

Calls
Pseudo strike
65.19
IV
26.9%
B/E move
1.9%
Puts
Pseudo strike
65.92
IV
22.7%
B/E move
1.3%

60Δ

Calls
Pseudo strike
64.72
IV
27.7%
B/E move
1.7%
Puts
Pseudo strike
66.28
IV
22.0%
B/E move
1.0%

65Δ

Calls
Pseudo strike
64.23
IV
29.0%
B/E move
1.5%
Puts
Pseudo strike
66.64
IV
21.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
63.69
IV
30.0%
B/E move
1.2%
Puts
Pseudo strike
67.00
IV
21.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
63.10
IV
30.7%
B/E move
1.0%
Puts
Pseudo strike
67.50
IV
21.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
62.27
IV
33.0%
B/E move
0.8%
Puts
Pseudo strike
68.01
IV
21.5%
B/E move
0.3%

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%