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iShares MSCI Turkey Investable Market Index Fund TUR

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Market dataready · fetched 2026-11-04T09:50:47.531Z

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 · 2026-11-04T09:00:00.119166664Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:50:35.351963+00:00

Share price$30.88
1D
Price history unavailable.

iShares MSCI Turkey Investable Market Index Fund options

Live interpolated TUR call and put midpoint premiums by absolute delta.iShares MSCI Turkey Investable Market Index Fund$0.00$3.98$7.97$11.95$15.93$26.23$28.62$31.01$33.40$35.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TUR spot · $30.88TUR PRICE$0.39$0.25$0.31$0.40$0.50$0.59$0.68$0.70$0.73$0.75$0.78$0.81$0.83$0.63$0.66$0.81$1.09$1.44$1.88$2.46$2.90$3.48$4.58$14.77
Puts——
CallsCheap0.42×
Skew——
Implied moveBearish±$2.55
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.4856.1%12.9%27.2379.0%13.8%
25Δ32.2426.8%5.2%
30Δ31.8524.6%4.2%29.4250.2%6.9%
35Δ31.6425.2%3.8%29.8749.8%5.9%
40Δ31.4225.7%3.4%30.3153.6%5.4%
45Δ31.2126.3%3.0%30.7459.2%5.1%
50Δ31.0026.8%2.6%31.2665.6%4.8%
55Δ30.8824.8%2.3%31.9273.3%4.6%
60Δ30.7622.7%2.0%32.5774.2%3.9%
65Δ30.6520.7%1.7%33.3576.5%3.3%
70Δ30.5318.7%1.4%34.5685.7%2.9%
75Δ30.4116.6%1.1%
80Δ30.3014.6%0.8%44.68169.4%3.2%

20Δ

Calls
Pseudo strike
34.48
IV
56.1%
B/E move
12.9%
Puts
Pseudo strike
27.23
IV
79.0%
B/E move
13.8%

25Δ

Calls
Pseudo strike
32.24
IV
26.8%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
31.85
IV
24.6%
B/E move
4.2%
Puts
Pseudo strike
29.42
IV
50.2%
B/E move
6.9%

35Δ

Calls
Pseudo strike
31.64
IV
25.2%
B/E move
3.8%
Puts
Pseudo strike
29.87
IV
49.8%
B/E move
5.9%

40Δ

Calls
Pseudo strike
31.42
IV
25.7%
B/E move
3.4%
Puts
Pseudo strike
30.31
IV
53.6%
B/E move
5.4%

45Δ

Calls
Pseudo strike
31.21
IV
26.3%
B/E move
3.0%
Puts
Pseudo strike
30.74
IV
59.2%
B/E move
5.1%

50Δ

Calls
Pseudo strike
31.00
IV
26.8%
B/E move
2.6%
Puts
Pseudo strike
31.26
IV
65.6%
B/E move
4.8%

55Δ

Calls
Pseudo strike
30.88
IV
24.8%
B/E move
2.3%
Puts
Pseudo strike
31.92
IV
73.3%
B/E move
4.6%

60Δ

Calls
Pseudo strike
30.76
IV
22.7%
B/E move
2.0%
Puts
Pseudo strike
32.57
IV
74.2%
B/E move
3.9%

65Δ

Calls
Pseudo strike
30.65
IV
20.7%
B/E move
1.7%
Puts
Pseudo strike
33.35
IV
76.5%
B/E move
3.3%

70Δ

Calls
Pseudo strike
30.53
IV
18.7%
B/E move
1.4%
Puts
Pseudo strike
34.56
IV
85.7%
B/E move
2.9%

75Δ

Calls
Pseudo strike
30.41
IV
16.6%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
30.30
IV
14.6%
B/E move
0.8%
Puts
Pseudo strike
44.68
IV
169.4%
B/E move
3.2%

Options history

IV · four-Friday blend37.17%
Daily EOD
TUR33.8%38.0%42.3%2026-10-19: 34.34%2026-10-20: 35.34%2026-10-21: 38.41%2026-10-22: 37.73%2026-10-23: 36.46%2026-10-26: 38.23%2026-10-27: 37.56%2026-10-28: 41.72%2026-10-29: 37.32%2026-10-30: 37.17%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.34%
35.34%
38.41%
37.73%
36.46%
38.23%
37.56%
41.72%
37.32%
37.17%