IntraAlpha
Create free account Start free

VanEck Brazil Small-Cap ETF BRF

i

Market datapartial · fetched 2026-10-23T06:03:35.398Z

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 · 2026-10-23T00:00:00.103661431Z

FundamentalsAlpha Vantage · unavailable

Share price$19.67
1D+0.0%
AH$19.68$19.69$19.69$19.69$19.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBRF
Sold putSold callAH

VanEck Brazil Small-Cap ETF options

Live interpolated BRF call and put midpoint premiums by absolute delta.VanEck Brazil Small-Cap ETF$0.35$1.31$2.27$3.22$4.18$14.65$17.21$19.77$22.32$24.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BRF spot · $19.67BRF PRICE$0.46$0.54$0.66$0.79$0.92$1.16$1.39$1.68$1.98$2.39$2.84$3.32$3.90$0.64$0.80$0.95$1.13$1.32$1.49$1.66$1.86$2.06$2.27$2.48$2.70$3.06
PutsExpensive1.25×
CallsExpensive1.21×
SkewBullish-7.68 pp
Implied moveBearish±$3.05
TiltBalanced0.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.6883.0%27.8%16.4092.3%19.9%
25Δ23.1372.6%20.3%17.2586.3%16.4%
30Δ22.2869.1%16.6%17.9980.8%13.4%
35Δ21.6167.1%13.9%18.5777.9%11.4%
40Δ21.0165.7%11.5%19.1274.9%9.5%
45Δ20.5668.6%10.4%19.6071.1%7.9%
50Δ20.1271.6%9.3%20.0767.5%6.4%
55Δ19.6274.5%8.3%20.4964.8%5.3%
60Δ19.1177.4%7.2%20.9162.0%4.2%
65Δ18.5381.8%6.3%21.2959.1%3.3%
70Δ17.9186.3%5.5%21.6656.1%2.5%
75Δ17.2288.4%4.4%22.0453.3%1.7%
80Δ16.4591.2%3.5%22.5051.4%1.2%

20Δ

Calls
Pseudo strike
24.68
IV
83.0%
B/E move
27.8%
Puts
Pseudo strike
16.40
IV
92.3%
B/E move
19.9%

25Δ

Calls
Pseudo strike
23.13
IV
72.6%
B/E move
20.3%
Puts
Pseudo strike
17.25
IV
86.3%
B/E move
16.4%

30Δ

Calls
Pseudo strike
22.28
IV
69.1%
B/E move
16.6%
Puts
Pseudo strike
17.99
IV
80.8%
B/E move
13.4%

35Δ

Calls
Pseudo strike
21.61
IV
67.1%
B/E move
13.9%
Puts
Pseudo strike
18.57
IV
77.9%
B/E move
11.4%

40Δ

Calls
Pseudo strike
21.01
IV
65.7%
B/E move
11.5%
Puts
Pseudo strike
19.12
IV
74.9%
B/E move
9.5%

45Δ

Calls
Pseudo strike
20.56
IV
68.6%
B/E move
10.4%
Puts
Pseudo strike
19.60
IV
71.1%
B/E move
7.9%

50Δ

Calls
Pseudo strike
20.12
IV
71.6%
B/E move
9.3%
Puts
Pseudo strike
20.07
IV
67.5%
B/E move
6.4%

55Δ

Calls
Pseudo strike
19.62
IV
74.5%
B/E move
8.3%
Puts
Pseudo strike
20.49
IV
64.8%
B/E move
5.3%

60Δ

Calls
Pseudo strike
19.11
IV
77.4%
B/E move
7.2%
Puts
Pseudo strike
20.91
IV
62.0%
B/E move
4.2%

65Δ

Calls
Pseudo strike
18.53
IV
81.8%
B/E move
6.3%
Puts
Pseudo strike
21.29
IV
59.1%
B/E move
3.3%

70Δ

Calls
Pseudo strike
17.91
IV
86.3%
B/E move
5.5%
Puts
Pseudo strike
21.66
IV
56.1%
B/E move
2.5%

75Δ

Calls
Pseudo strike
17.22
IV
88.4%
B/E move
4.4%
Puts
Pseudo strike
22.04
IV
53.3%
B/E move
1.7%

80Δ

Calls
Pseudo strike
16.45
IV
91.2%
B/E move
3.5%
Puts
Pseudo strike
22.50
IV
51.4%
B/E move
1.2%

Options history

BRF44.3146.9149.512026-10-20: 44.67%2026-10-21: 49.16%Oct 20Oct 21
Table
DateIV
44.67%
49.16%