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VanEck Africa Index ETF AFK

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Market datapartial · fetched 2026-10-22T18:25:14.038Z

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 · 2026-10-22T18:20:11.919189697Z

FundamentalsAlpha Vantage · unavailable

Share price$25.85
1D-2.3%
$25.75$25.95$26.14$26.33$26.525:30 AM6:30 AM9:00 AM1:00 PMAFK
Sold putSold call

VanEck Africa Index ETF options

Live interpolated AFK call and put midpoint premiums by absolute delta.VanEck Africa Index ETF$1.43$2.32$3.20$4.08$4.97$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEAFK PRICE$1.53$2.16$2.80$3.44$4.07$4.71
Puts——
CallsExpensive1.58×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ25.4338.9%4.3%
60Δ24.6741.3%3.8%
65Δ23.9043.8%3.3%
70Δ23.1446.3%2.8%
75Δ22.3848.8%2.3%
80Δ21.6251.2%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
25.43
IV
38.9%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
24.67
IV
41.3%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
23.90
IV
43.8%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
23.14
IV
46.3%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
22.38
IV
48.8%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
21.62
IV
51.2%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

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