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VanEck Social Sentiment ETF BUZZ

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Market dataready · fetched 2026-10-22T03:38:51.732Z

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 · 2026-10-22T00:00:00.128658847Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T03:38:49.742324+00:00

Share price$35.98
1D+0.2%
AH$35.62$35.76$35.91$36.05$36.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBUZZ
Sold putSold callAH

VanEck Social Sentiment ETF options

Live interpolated BUZZ call and put midpoint premiums by absolute delta.VanEck Social Sentiment ETF$0.82$2.31$3.79$5.28$6.77$29.91$32.82$35.72$38.63$41.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BUZZ spot · $35.98BUZZ PRICE$1.00$1.00$0.98$1.01$1.15$1.36$1.61$1.92$2.17$2.30$2.43$5.64$1.00$1.00$1.30$1.28$1.13$1.31$1.56$1.86$2.30$2.92$4.18$6.34$5.08
PutsExpensive1.55×
CallsExpensive1.43×
SkewBearish+4.98 pp
Implied moveBearish±$2.92
TiltBearish16.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.6778.3%17.5%
25Δ42.4072.2%20.6%32.6360.0%12.1%
30Δ39.7655.6%13.3%33.5259.5%10.4%
35Δ38.1943.5%8.9%34.5249.1%7.6%
40Δ37.3236.7%6.5%35.3536.1%4.9%
45Δ36.7334.6%5.3%35.8235.1%4.1%
50Δ36.2935.0%4.6%36.2935.1%3.5%
55Δ35.8335.7%4.0%36.7735.8%3.0%
60Δ35.3336.7%3.5%37.3638.0%2.6%
65Δ34.8836.5%3.0%38.0841.7%2.3%
70Δ34.5333.6%2.4%39.3949.7%2.1%
75Δ34.1730.7%1.7%41.6061.9%2.0%
80Δ31.3167.8%2.7%40.6746.3%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.67
IV
78.3%
B/E move
17.5%

25Δ

Calls
Pseudo strike
42.40
IV
72.2%
B/E move
20.6%
Puts
Pseudo strike
32.63
IV
60.0%
B/E move
12.1%

30Δ

Calls
Pseudo strike
39.76
IV
55.6%
B/E move
13.3%
Puts
Pseudo strike
33.52
IV
59.5%
B/E move
10.4%

35Δ

Calls
Pseudo strike
38.19
IV
43.5%
B/E move
8.9%
Puts
Pseudo strike
34.52
IV
49.1%
B/E move
7.6%

40Δ

Calls
Pseudo strike
37.32
IV
36.7%
B/E move
6.5%
Puts
Pseudo strike
35.35
IV
36.1%
B/E move
4.9%

45Δ

Calls
Pseudo strike
36.73
IV
34.6%
B/E move
5.3%
Puts
Pseudo strike
35.82
IV
35.1%
B/E move
4.1%

50Δ

Calls
Pseudo strike
36.29
IV
35.0%
B/E move
4.6%
Puts
Pseudo strike
36.29
IV
35.1%
B/E move
3.5%

55Δ

Calls
Pseudo strike
35.83
IV
35.7%
B/E move
4.0%
Puts
Pseudo strike
36.77
IV
35.8%
B/E move
3.0%

60Δ

Calls
Pseudo strike
35.33
IV
36.7%
B/E move
3.5%
Puts
Pseudo strike
37.36
IV
38.0%
B/E move
2.6%

65Δ

Calls
Pseudo strike
34.88
IV
36.5%
B/E move
3.0%
Puts
Pseudo strike
38.08
IV
41.7%
B/E move
2.3%

70Δ

Calls
Pseudo strike
34.53
IV
33.6%
B/E move
2.4%
Puts
Pseudo strike
39.39
IV
49.7%
B/E move
2.1%

75Δ

Calls
Pseudo strike
34.17
IV
30.7%
B/E move
1.7%
Puts
Pseudo strike
41.60
IV
61.9%
B/E move
2.0%

80Δ

Calls
Pseudo strike
31.31
IV
67.8%
B/E move
2.7%
Puts
Pseudo strike
40.67
IV
46.3%
B/E move
1.1%

Options history

No recorded observations