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iShares India 50 ETF INDY

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Market dataready · fetched 2026-11-03T14:42:38.728Z

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 · 2026-11-03T14:35:13.448448275Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T14:42:38.255898+00:00

Share price$43.53
1D+0.0%
$43.49$43.51$43.53$43.54$43.565:30 AM6:30 AM9:00 AM1:00 PMINDY
Sold putSold call

iShares India 50 ETF options

Live interpolated INDY call and put midpoint premiums by absolute delta.iShares India 50 ETF$0.36$0.72$1.08$1.45$1.81$40.78$42.23$43.69$45.14$46.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive INDY spot · $43.53INDY PRICE$0.40$0.52$0.64$0.76$0.84$0.91$1.00$1.09$1.19$1.30$1.44$1.57$1.70$0.74$0.79$0.84$0.90$0.98$1.06$1.15$1.23$1.32$1.41$1.50$1.63
Puts——
CallsExpensive1.65×
Skew——
Implied moveBearish±$2.06
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.5024.7%5.4%
25Δ45.3428.1%5.4%40.7650.1%8.1%
30Δ45.1831.4%5.3%41.7441.9%5.9%
35Δ45.0234.8%5.2%42.4036.5%4.5%
40Δ44.5732.6%4.3%42.9631.9%3.4%
45Δ44.0829.6%3.4%43.3129.6%2.7%
50Δ43.7427.6%2.8%43.6527.4%2.2%
55Δ43.4425.9%2.3%43.9925.1%1.6%
60Δ43.1324.2%1.8%44.2023.5%1.3%
65Δ42.8622.8%1.4%44.4121.9%1.0%
70Δ42.6121.7%1.2%44.6120.3%0.8%
75Δ42.3720.6%0.9%44.8218.8%0.5%
80Δ42.1319.5%0.7%45.0617.5%0.2%

20Δ

Calls
Pseudo strike
45.50
IV
24.7%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
45.34
IV
28.1%
B/E move
5.4%
Puts
Pseudo strike
40.76
IV
50.1%
B/E move
8.1%

30Δ

Calls
Pseudo strike
45.18
IV
31.4%
B/E move
5.3%
Puts
Pseudo strike
41.74
IV
41.9%
B/E move
5.9%

35Δ

Calls
Pseudo strike
45.02
IV
34.8%
B/E move
5.2%
Puts
Pseudo strike
42.40
IV
36.5%
B/E move
4.5%

40Δ

Calls
Pseudo strike
44.57
IV
32.6%
B/E move
4.3%
Puts
Pseudo strike
42.96
IV
31.9%
B/E move
3.4%

45Δ

Calls
Pseudo strike
44.08
IV
29.6%
B/E move
3.4%
Puts
Pseudo strike
43.31
IV
29.6%
B/E move
2.7%

50Δ

Calls
Pseudo strike
43.74
IV
27.6%
B/E move
2.8%
Puts
Pseudo strike
43.65
IV
27.4%
B/E move
2.2%

55Δ

Calls
Pseudo strike
43.44
IV
25.9%
B/E move
2.3%
Puts
Pseudo strike
43.99
IV
25.1%
B/E move
1.6%

60Δ

Calls
Pseudo strike
43.13
IV
24.2%
B/E move
1.8%
Puts
Pseudo strike
44.20
IV
23.5%
B/E move
1.3%

65Δ

Calls
Pseudo strike
42.86
IV
22.8%
B/E move
1.4%
Puts
Pseudo strike
44.41
IV
21.9%
B/E move
1.0%

70Δ

Calls
Pseudo strike
42.61
IV
21.7%
B/E move
1.2%
Puts
Pseudo strike
44.61
IV
20.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
42.37
IV
20.6%
B/E move
0.9%
Puts
Pseudo strike
44.82
IV
18.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
42.13
IV
19.5%
B/E move
0.7%
Puts
Pseudo strike
45.06
IV
17.5%
B/E move
0.2%

Options history

IV · four-Friday blend22.88%
Daily close
INDY18.3%30.1%41.9%2026-08-05: 34.19%2026-08-06: 35.37%2026-08-07: 35.95%2026-08-10: 38.28%2026-08-11: 38.90%2026-08-12: 24.45%2026-08-13: 24.46%2026-08-14: 25.47%2026-08-17: 28.25%2026-08-18: 30.62%2026-08-19: 32.55%2026-08-20: 40.28%2026-08-21: 20.24%2026-08-24: 21.13%2026-08-25: 19.90%2026-08-26: 20.31%2026-08-27: 19.92%2026-08-28: 21.15%2026-08-31: 20.94%2026-09-01: 21.21%2026-09-02: 21.01%2026-09-03: 21.42%2026-09-04: 21.37%2026-09-08: 23.32%2026-09-09: 24.04%2026-09-10: 24.73%2026-09-11: 25.56%2026-09-14: 28.88%2026-09-15: 30.78%2026-09-16: 32.79%2026-09-17: 39.91%2026-09-18: 21.88%2026-09-21: 21.10%2026-09-22: 21.47%2026-09-23: 21.51%2026-09-24: 22.18%2026-09-25: 21.51%2026-09-28: 22.83%2026-09-29: 23.27%2026-09-30: 23.65%2026-10-01: 23.66%2026-10-02: 23.59%2026-10-05: 24.44%2026-10-06: 24.66%2026-10-07: 25.94%2026-10-08: 26.05%2026-10-09: 26.64%2026-10-12: 29.56%2026-10-13: 29.69%2026-10-14: 33.68%2026-10-15: 39.00%2026-10-16: 21.19%2026-10-19: 21.54%2026-10-20: 21.25%2026-10-21: 22.14%2026-10-22: 22.16%2026-10-23: 22.39%2026-10-26: 22.62%2026-10-27: 22.99%2026-10-28: 22.80%2026-10-29: 22.88%Aug 5Sep 17Oct 29
61 observations2026-08-05 — 2026-10-29
Table
DateIV (%)
34.19%
35.37%
35.95%
38.28%
38.90%
24.45%
24.46%
25.47%
28.25%
30.62%
32.55%
40.28%
20.24%
21.13%
19.90%
20.31%
19.92%
21.15%
20.94%
21.21%
21.01%
21.42%
21.37%
23.32%
24.04%
24.73%
25.56%
28.88%
30.78%
32.79%
39.91%
21.88%
21.10%
21.47%
21.51%
22.18%
21.51%
22.83%
23.27%
23.65%
23.66%
23.59%
24.44%
24.66%
25.94%
26.05%
26.64%
29.56%
29.69%
33.68%
39.00%
21.19%
21.54%
21.25%
22.14%
22.16%
22.39%
22.62%
22.99%
22.80%
22.88%