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VanEck Africa Index ETF AFK

i

Market dataready · fetched 2026-11-11T13:53:25.746Z

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 · 2026-11-11T01:00:00.127646934Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:53:25.418134+00:00

Share price$26.96
1D-1.0%
AH$26.71$26.84$26.98$27.11$27.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAFK
Sold putSold callAH

VanEck Africa Index ETF options

Live interpolated AFK call and put midpoint premiums by absolute delta.VanEck Africa Index ETF$0.43$0.81$1.19$1.57$1.94$24.80$26.26$27.72$29.17$30.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AFK spot · $26.96AFK PRICE$0.70$0.70$0.70$0.74$0.81$0.88$0.95$1.03$1.12$1.21$1.29$1.52$1.84$0.47$0.64$0.81$0.89$0.96$1.03$1.10$1.17$1.25$1.32$1.53$1.74
Puts——
CallsExpensive1.80×
Skew——
Implied moveBearish±$1.98
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.83164.2%31.8%
25Δ31.29119.9%18.7%25.3963.2%7.6%
30Δ29.5292.7%12.1%25.6868.7%7.1%
35Δ28.5978.7%8.8%25.9774.2%6.7%
40Δ27.9570.3%6.7%26.3568.8%5.5%
45Δ27.5564.6%5.4%26.7462.3%4.3%
50Δ27.1459.0%4.2%27.0856.7%3.4%
55Δ26.8454.8%3.4%27.3052.7%2.8%
60Δ26.5951.3%2.8%27.5348.8%2.2%
65Δ26.3447.8%2.2%27.7644.8%1.7%
70Δ26.0944.3%1.6%27.9940.9%1.1%
75Δ25.7644.4%1.2%28.2639.8%0.8%
80Δ25.3846.6%1.0%28.5438.9%0.6%

20Δ

Calls
Pseudo strike
34.83
IV
164.2%
B/E move
31.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
31.29
IV
119.9%
B/E move
18.7%
Puts
Pseudo strike
25.39
IV
63.2%
B/E move
7.6%

30Δ

Calls
Pseudo strike
29.52
IV
92.7%
B/E move
12.1%
Puts
Pseudo strike
25.68
IV
68.7%
B/E move
7.1%

35Δ

Calls
Pseudo strike
28.59
IV
78.7%
B/E move
8.8%
Puts
Pseudo strike
25.97
IV
74.2%
B/E move
6.7%

40Δ

Calls
Pseudo strike
27.95
IV
70.3%
B/E move
6.7%
Puts
Pseudo strike
26.35
IV
68.8%
B/E move
5.5%

45Δ

Calls
Pseudo strike
27.55
IV
64.6%
B/E move
5.4%
Puts
Pseudo strike
26.74
IV
62.3%
B/E move
4.3%

50Δ

Calls
Pseudo strike
27.14
IV
59.0%
B/E move
4.2%
Puts
Pseudo strike
27.08
IV
56.7%
B/E move
3.4%

55Δ

Calls
Pseudo strike
26.84
IV
54.8%
B/E move
3.4%
Puts
Pseudo strike
27.30
IV
52.7%
B/E move
2.8%

60Δ

Calls
Pseudo strike
26.59
IV
51.3%
B/E move
2.8%
Puts
Pseudo strike
27.53
IV
48.8%
B/E move
2.2%

65Δ

Calls
Pseudo strike
26.34
IV
47.8%
B/E move
2.2%
Puts
Pseudo strike
27.76
IV
44.8%
B/E move
1.7%

70Δ

Calls
Pseudo strike
26.09
IV
44.3%
B/E move
1.6%
Puts
Pseudo strike
27.99
IV
40.9%
B/E move
1.1%

75Δ

Calls
Pseudo strike
25.76
IV
44.4%
B/E move
1.2%
Puts
Pseudo strike
28.26
IV
39.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
25.38
IV
46.6%
B/E move
1.0%
Puts
Pseudo strike
28.54
IV
38.9%
B/E move
0.6%

Options history

IV · four-Friday blend35.21%
Daily close
AFK26.4%43.6%60.9%2026-08-13: 43.73%2026-08-14: 44.30%2026-08-17: 49.56%2026-08-18: 51.03%2026-08-19: 55.77%2026-08-20: 57.46%2026-08-21: 31.38%2026-08-24: 28.75%2026-08-25: 30.05%2026-08-26: 29.75%2026-08-27: 28.98%2026-08-28: 31.30%2026-08-31: 30.22%2026-09-01: 29.48%2026-09-02: 31.26%2026-09-03: 31.62%2026-09-04: 30.73%2026-09-08: 32.21%2026-09-09: 32.80%2026-09-10: 35.05%2026-09-11: 36.60%2026-09-14: 39.50%2026-09-15: 42.46%2026-09-16: 41.49%2026-09-17: 54.32%2026-09-18: 29.43%2026-09-21: 30.36%2026-09-22: 29.08%2026-09-23: 30.60%2026-09-24: 31.05%2026-09-25: 29.65%2026-09-28: 30.20%2026-09-29: 29.14%2026-09-30: 31.10%2026-10-01: 34.57%2026-10-02: 33.86%2026-10-05: 34.89%2026-10-06: 34.70%2026-10-07: 36.60%2026-10-08: 34.86%2026-10-09: 36.85%2026-10-12: 41.16%2026-10-13: 42.83%2026-10-14: 48.91%2026-10-15: 58.54%2026-10-16: 30.81%2026-10-19: 32.33%2026-10-20: 31.75%2026-10-21: 31.84%2026-10-22: 32.18%2026-10-23: 32.87%2026-10-26: 32.96%2026-10-27: 32.98%2026-10-28: 33.04%2026-10-29: 33.22%2026-10-30: 35.21%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
43.73%
44.30%
49.56%
51.03%
55.77%
57.46%
31.38%
28.75%
30.05%
29.75%
28.98%
31.30%
30.22%
29.48%
31.26%
31.62%
30.73%
32.21%
32.80%
35.05%
36.60%
39.50%
42.46%
41.49%
54.32%
29.43%
30.36%
29.08%
30.60%
31.05%
29.65%
30.20%
29.14%
31.10%
34.57%
33.86%
34.89%
34.70%
36.60%
34.86%
36.85%
41.16%
42.83%
48.91%
58.54%
30.81%
32.33%
31.75%
31.84%
32.18%
32.87%
32.96%
32.98%
33.04%
33.22%
35.21%