Symbol:    
iShares MSCI Brazil Capped ETF 
Options Root:  Open Help    EWZ  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days22.01%24.20%41.24%52.96% - 11-Oct16.00% - 18-Jan
20 days32.72%39.26%32.21%48.54% - 29-Oct21.21% - 09-May
30 days35.14%35.84%29.98%44.08% - 08-Nov24.16% - 21-Mar
  IMPLIED VOLATILITY Open Help
IV Index call Open Help30.89%31.16%36.61%63.91% - 05-Oct25.19% - 27-Apr
IV Index put Open Help30.83%30.72%36.33%63.78% - 05-Oct25.20% - 27-Apr
IV Index mean Open Help30.86%30.94%36.47%63.84% - 05-Oct25.20% - 27-Apr
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days63.55%61.56%61.36%66.04% - 25-Oct3.97% - 09-Oct
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Implied Vola (%) Open HelpCall Delta Open HelpOption Value Open HelpChange (%)Call
Bid/Ask Mean 
Open Help
Expiry Open HelpStrike Open HelpDaysPut
Bid/Ask
Mean 
Open Help
 Change (%)  Option Value Open HelpPut Delta Open HelpImplied Vola (%) Open Help
32.90%68.26% 1.5100-0.06
(-3.82)
1.510May 03, 2019 39.5110.490-0.06
(-11.71)
0.4900-31.75%32.82%
32.17%60.23% 1.1800-0.06
(-5.22)
1.180May 03, 2019 40.0110.660-0.07
(-9.59)
0.6600-39.83%32.10%
31.38%51.46% 0.8900-0.04
(-3.78)
0.890May 03, 2019 40.5110.870-0.06
(-6.45)
0.8700-48.67%31.33%
30.44%42.22% 0.6400-0.06
(-8.57)
0.640May 03, 2019 41.0111.120-0.06
(-5.08)
1.1200-57.99%30.34%
32.61%65.30% 1.7450-0.03
(-1.69)
1.745May 10, 2019 39.5180.690-0.06
(-8.00)
0.6900-34.51%31.93%
31.92%58.83% 1.4250-0.04
(-2.73)
1.425May 10, 2019 40.0180.865-0.09
(-9.42)
0.8650-41.13%31.14%
30.60%51.87% 1.1150-0.05
(-3.88)
1.115May 10, 2019 40.5181.080-0.06
(-5.26)
1.0800-48.28%30.55%
29.97%44.52% 0.8650-0.05
(-5.46)
0.865May 10, 2019 41.0181.325-0.07
(-5.02)
1.3250-55.75%29.76%
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