iShares MSCI Turkey Investable Market Index Fund TUR
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Market datapartial · fetched 2026-11-06T21:11:21.059Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-06T21:00:00.324572505Z
FundamentalsAlpha Vantage · unavailable
Share price$31.24
1D+0.5%
Sold putSold callAH
iShares MSCI Turkey Investable Market Index Fund options
Puts——
Calls——
Skew——
Implied moveBearish±$1.94
Tilt——
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 33.54 | 39.5% | 8.2% | 27.82 | 78.4% | 12.8% |
| 25Δ | 33.11 | 40.0% | 7.1% | |||
| 30Δ | 32.63 | 36.6% | 5.7% | 30.08 | 41.4% | 5.3% |
| 35Δ | 32.14 | 31.9% | 4.3% | 30.41 | 41.9% | 4.7% |
| 40Δ | 31.83 | 30.7% | 3.6% | 30.74 | 42.3% | 4.1% |
| 45Δ | 31.58 | 31.1% | 3.2% | 31.07 | 43.0% | 3.6% |
| 50Δ | 31.34 | 31.4% | 2.8% | 31.43 | 44.5% | 3.2% |
| 55Δ | 31.10 | 31.7% | 2.4% | 31.79 | 46.1% | 2.8% |
| 60Δ | 32.20 | 47.9% | 2.4% | |||
| 65Δ | 32.68 | 50.1% | 2.0% | |||
| 70Δ | 29.92 | 49.3% | 2.2% | 33.13 | 50.9% | 1.7% |
| 75Δ | 29.74 | 44.2% | 1.8% | 33.54 | 48.9% | 1.2% |
| 80Δ | 29.55 | 39.0% | 1.3% | |||
20Δ
- Pseudo strike
- 33.54
- IV
- 39.5%
- B/E move
- 8.2%
- Pseudo strike
- 27.82
- IV
- 78.4%
- B/E move
- 12.8%
25Δ
- Pseudo strike
- 33.11
- IV
- 40.0%
- B/E move
- 7.1%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 32.63
- IV
- 36.6%
- B/E move
- 5.7%
- Pseudo strike
- 30.08
- IV
- 41.4%
- B/E move
- 5.3%
35Δ
- Pseudo strike
- 32.14
- IV
- 31.9%
- B/E move
- 4.3%
- Pseudo strike
- 30.41
- IV
- 41.9%
- B/E move
- 4.7%
40Δ
- Pseudo strike
- 31.83
- IV
- 30.7%
- B/E move
- 3.6%
- Pseudo strike
- 30.74
- IV
- 42.3%
- B/E move
- 4.1%
45Δ
- Pseudo strike
- 31.58
- IV
- 31.1%
- B/E move
- 3.2%
- Pseudo strike
- 31.07
- IV
- 43.0%
- B/E move
- 3.6%
50Δ
- Pseudo strike
- 31.34
- IV
- 31.4%
- B/E move
- 2.8%
- Pseudo strike
- 31.43
- IV
- 44.5%
- B/E move
- 3.2%
55Δ
- Pseudo strike
- 31.10
- IV
- 31.7%
- B/E move
- 2.4%
- Pseudo strike
- 31.79
- IV
- 46.1%
- B/E move
- 2.8%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 32.20
- IV
- 47.9%
- B/E move
- 2.4%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 32.68
- IV
- 50.1%
- B/E move
- 2.0%
70Δ
- Pseudo strike
- 29.92
- IV
- 49.3%
- B/E move
- 2.2%
- Pseudo strike
- 33.13
- IV
- 50.9%
- B/E move
- 1.7%
75Δ
- Pseudo strike
- 29.74
- IV
- 44.2%
- B/E move
- 1.8%
- Pseudo strike
- 33.54
- IV
- 48.9%
- B/E move
- 1.2%
80Δ
- Pseudo strike
- 29.55
- IV
- 39.0%
- B/E move
- 1.3%
- Pseudo strike
- IV
- B/E move
Options history
IV · four-Friday blend37.17%
Daily EOD
10 observations2026-10-19 — 2026-10-30
Table
| Date | IV (%) |
|---|---|
| 34.34% | |
| 35.34% | |
| 38.41% | |
| 37.73% | |
| 36.46% | |
| 38.23% | |
| 37.56% | |
| 41.72% | |
| 37.32% | |
| 37.17% |