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VanEck Africa Index ETF AFK

i

Market dataready · fetched 2026-10-22T12:34:00.598Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T00:00:00.11678955Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T12:33:05.205324+00:00

Share price$26.57
1D-1.2%
AH$26.50$26.61$26.71$26.81$26.925:30 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$0.63$1.03$1.42$1.81$2.20$22.85$24.78$26.72$28.66$30.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AFK spot · $26.57AFK PRICE$0.68$0.68$0.71$0.79$0.86$0.94$1.02$1.12$1.21$1.36$1.58$1.81$2.09$0.70$0.73$0.80$0.87$0.94$1.02$1.09$1.18$1.30$1.41$1.53$1.67$2.03
PutsExpensive1.11×
CallsExpensive1.53×
SkewBullish-4.02 pp
Implied moveBearish±$2.12
TiltBalanced1.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.1790.2%31.2%22.8174.7%16.8%
25Δ30.7965.9%18.4%24.1160.0%12.0%
30Δ29.2553.9%12.8%24.9651.4%9.1%
35Δ28.3947.9%9.8%25.5345.9%7.2%
40Δ27.7543.2%7.7%26.0640.9%5.5%
45Δ27.2539.4%6.1%26.4037.7%4.5%
50Δ26.8436.4%4.9%26.7534.5%3.4%
55Δ26.5234.1%4.0%27.0731.8%2.6%
60Δ26.2031.9%3.2%27.3130.1%2.1%
65Δ25.8830.5%2.5%27.5528.4%1.6%
70Δ25.5430.7%2.1%27.7926.8%1.1%
75Δ25.2130.8%1.7%28.0525.4%0.7%
80Δ24.8331.0%1.3%28.4825.9%0.5%

20Δ

Calls
Pseudo strike
34.17
IV
90.2%
B/E move
31.2%
Puts
Pseudo strike
22.81
IV
74.7%
B/E move
16.8%

25Δ

Calls
Pseudo strike
30.79
IV
65.9%
B/E move
18.4%
Puts
Pseudo strike
24.11
IV
60.0%
B/E move
12.0%

30Δ

Calls
Pseudo strike
29.25
IV
53.9%
B/E move
12.8%
Puts
Pseudo strike
24.96
IV
51.4%
B/E move
9.1%

35Δ

Calls
Pseudo strike
28.39
IV
47.9%
B/E move
9.8%
Puts
Pseudo strike
25.53
IV
45.9%
B/E move
7.2%

40Δ

Calls
Pseudo strike
27.75
IV
43.2%
B/E move
7.7%
Puts
Pseudo strike
26.06
IV
40.9%
B/E move
5.5%

45Δ

Calls
Pseudo strike
27.25
IV
39.4%
B/E move
6.1%
Puts
Pseudo strike
26.40
IV
37.7%
B/E move
4.5%

50Δ

Calls
Pseudo strike
26.84
IV
36.4%
B/E move
4.9%
Puts
Pseudo strike
26.75
IV
34.5%
B/E move
3.4%

55Δ

Calls
Pseudo strike
26.52
IV
34.1%
B/E move
4.0%
Puts
Pseudo strike
27.07
IV
31.8%
B/E move
2.6%

60Δ

Calls
Pseudo strike
26.20
IV
31.9%
B/E move
3.2%
Puts
Pseudo strike
27.31
IV
30.1%
B/E move
2.1%

65Δ

Calls
Pseudo strike
25.88
IV
30.5%
B/E move
2.5%
Puts
Pseudo strike
27.55
IV
28.4%
B/E move
1.6%

70Δ

Calls
Pseudo strike
25.54
IV
30.7%
B/E move
2.1%
Puts
Pseudo strike
27.79
IV
26.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
25.21
IV
30.8%
B/E move
1.7%
Puts
Pseudo strike
28.05
IV
25.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
24.83
IV
31.0%
B/E move
1.3%
Puts
Pseudo strike
28.48
IV
25.9%
B/E move
0.5%

Options history

AFK31.7231.7931.862026-10-20: 31.75%2026-10-21: 31.83%Oct 20Oct 21
Table
DateIV
31.75%
31.83%