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VanEck Brazil Small-Cap ETF BRF

i

Market datapartial · fetched 2026-11-12T17:46:34.340Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-12T16:43:03.163051988Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T17:38:34.653280+00:00

Share price$13.30
1D-0.7%
$13.29$13.32$13.35$13.38$13.415:30 AM6:30 AM9:00 AM1:00 PMBRF
Sold putSold call

VanEck Brazil Small-Cap ETF options

Live interpolated BRF call and put midpoint premiums by absolute delta.VanEck Brazil Small-Cap ETF$1.38$3.82$6.26$8.70$11.14$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEBRF PRICE$1.64$2.06$3.20$5.61$8.03$10.44
Puts——
Calls——
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
55Δ14.1553.7%6.0%
60Δ14.6756.9%5.2%
65Δ15.9162.6%4.4%
70Δ18.4473.1%3.5%
75Δ20.9783.5%2.7%
80Δ23.4993.9%1.8%

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
IV
B/E move
Puts
Pseudo strike
14.15
IV
53.7%
B/E move
6.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.67
IV
56.9%
B/E move
5.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.91
IV
62.6%
B/E move
4.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.44
IV
73.1%
B/E move
3.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.97
IV
83.5%
B/E move
2.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.49
IV
93.9%
B/E move
1.8%

Options history

IV · four-Friday blend42.17%
Daily close
BRF31.9%56.3%80.7%2026-08-14: 36.86%2026-08-17: 64.26%2026-08-18: 67.99%2026-08-19: 50.08%2026-08-21: 42.61%2026-08-24: 40.15%2026-08-25: 40.51%2026-08-26: 40.69%2026-08-27: 40.96%2026-08-28: 42.30%2026-08-31: 46.01%2026-09-01: 43.61%2026-09-02: 44.54%2026-09-03: 35.27%2026-09-04: 45.15%2026-09-08: 41.03%2026-09-09: 47.08%2026-09-10: 47.66%2026-09-11: 46.94%2026-09-14: 49.98%2026-09-15: 63.79%2026-09-16: 64.90%2026-09-17: 77.34%2026-09-18: 42.35%2026-09-21: 41.13%2026-09-22: 47.69%2026-09-23: 47.96%2026-09-24: 48.13%2026-09-25: 48.94%2026-09-28: 50.88%2026-09-29: 53.53%2026-09-30: 52.82%2026-10-01: 52.65%2026-10-02: 52.81%2026-10-06: 41.99%2026-10-07: 41.18%2026-10-08: 39.40%2026-10-09: 39.03%2026-10-12: 40.04%2026-10-16: 56.63%2026-10-19: 49.71%2026-10-20: 44.64%2026-10-21: 49.15%2026-10-22: 54.06%2026-10-23: 50.51%2026-10-26: 45.47%2026-10-27: 41.31%2026-10-28: 43.97%2026-10-29: 41.39%2026-10-30: 42.17%Aug 14Sep 21Oct 30
50 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
36.86%
64.26%
67.99%
50.08%
42.61%
40.15%
40.51%
40.69%
40.96%
42.30%
46.01%
43.61%
44.54%
35.27%
45.15%
41.03%
47.08%
47.66%
46.94%
49.98%
63.79%
64.90%
77.34%
42.35%
41.13%
47.69%
47.96%
48.13%
48.94%
50.88%
53.53%
52.82%
52.65%
52.81%
41.99%
41.18%
39.40%
39.03%
40.04%
56.63%
49.71%
44.64%
49.15%
54.06%
50.51%
45.47%
41.31%
43.97%
41.39%
42.17%