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VanEck Social Sentiment ETF BUZZ

i

Market dataready · fetched 2026-11-11T03:51:55.121Z

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: 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 · 2026-11-11T01:00:00.086136091Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T03:51:54.762290+00:00

Share price$32.12
1D+0.5%
AH$31.62$31.88$32.15$32.41$32.675:30 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$0.70$1.25$1.80$2.36$2.91$28.44$30.70$32.95$35.21$37.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BUZZ spot · $32.12BUZZ PRICE$1.07$1.07$1.07$1.13$0.76$1.00$1.25$1.47$1.58$1.68$1.90$2.30$2.75$1.12$1.17$1.17$1.36$1.45$1.51$1.57$1.81$2.07$2.32$2.58
Puts——
CallsExpensive1.45×
Skew——
Implied moveBearish±$2.70
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.94214.9%46.4%
25Δ39.41155.4%26.0%28.50129.5%14.8%
30Δ36.30119.1%16.4%29.78107.1%10.9%
35Δ34.74100.4%11.7%
40Δ32.9953.0%5.1%31.4272.4%5.8%
45Δ32.6457.6%4.7%31.9071.2%4.9%
50Δ32.2862.1%4.4%32.2865.4%4.0%
55Δ31.9364.7%4.0%32.6358.6%3.1%
60Δ31.5860.0%3.2%32.9751.8%2.2%
65Δ31.2255.3%2.4%33.3449.8%1.8%
70Δ30.8253.2%1.8%33.7048.2%1.5%
75Δ30.3255.7%1.5%34.0646.7%1.2%
80Δ29.7658.2%1.2%34.4345.1%0.8%

20Δ

Calls
Pseudo strike
45.94
IV
214.9%
B/E move
46.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
39.41
IV
155.4%
B/E move
26.0%
Puts
Pseudo strike
28.50
IV
129.5%
B/E move
14.8%

30Δ

Calls
Pseudo strike
36.30
IV
119.1%
B/E move
16.4%
Puts
Pseudo strike
29.78
IV
107.1%
B/E move
10.9%

35Δ

Calls
Pseudo strike
34.74
IV
100.4%
B/E move
11.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
32.99
IV
53.0%
B/E move
5.1%
Puts
Pseudo strike
31.42
IV
72.4%
B/E move
5.8%

45Δ

Calls
Pseudo strike
32.64
IV
57.6%
B/E move
4.7%
Puts
Pseudo strike
31.90
IV
71.2%
B/E move
4.9%

50Δ

Calls
Pseudo strike
32.28
IV
62.1%
B/E move
4.4%
Puts
Pseudo strike
32.28
IV
65.4%
B/E move
4.0%

55Δ

Calls
Pseudo strike
31.93
IV
64.7%
B/E move
4.0%
Puts
Pseudo strike
32.63
IV
58.6%
B/E move
3.1%

60Δ

Calls
Pseudo strike
31.58
IV
60.0%
B/E move
3.2%
Puts
Pseudo strike
32.97
IV
51.8%
B/E move
2.2%

65Δ

Calls
Pseudo strike
31.22
IV
55.3%
B/E move
2.4%
Puts
Pseudo strike
33.34
IV
49.8%
B/E move
1.8%

70Δ

Calls
Pseudo strike
30.82
IV
53.2%
B/E move
1.8%
Puts
Pseudo strike
33.70
IV
48.2%
B/E move
1.5%

75Δ

Calls
Pseudo strike
30.32
IV
55.7%
B/E move
1.5%
Puts
Pseudo strike
34.06
IV
46.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
29.76
IV
58.2%
B/E move
1.2%
Puts
Pseudo strike
34.43
IV
45.1%
B/E move
0.8%

Options history

IV · four-Friday blend38.33%
Daily close
BUZZ28.9%43.2%57.4%2026-08-12: 35.37%2026-08-13: 35.54%2026-08-17: 32.08%2026-08-18: 34.46%2026-08-19: 55.48%2026-08-20: 40.89%2026-08-21: 40.82%2026-08-24: 34.01%2026-08-25: 35.57%2026-08-26: 33.98%2026-08-27: 32.33%2026-08-28: 33.32%2026-08-31: 36.69%2026-09-01: 33.60%2026-09-02: 36.93%2026-09-03: 33.96%2026-09-04: 34.31%2026-09-08: 34.07%2026-09-09: 34.24%2026-09-10: 34.22%2026-09-11: 33.31%2026-09-14: 42.19%2026-09-15: 50.00%2026-09-16: 39.59%2026-09-18: 32.75%2026-09-21: 33.75%2026-09-22: 32.57%2026-09-23: 33.90%2026-09-24: 30.83%2026-09-25: 32.09%2026-09-28: 36.39%2026-09-29: 32.95%2026-09-30: 35.20%2026-10-01: 31.83%2026-10-02: 33.19%2026-10-05: 32.00%2026-10-06: 32.39%2026-10-07: 33.23%2026-10-08: 31.08%2026-10-09: 33.69%2026-10-12: 37.09%2026-10-13: 38.48%2026-10-14: 41.88%2026-10-15: 54.20%2026-10-16: 34.63%2026-10-19: 35.74%2026-10-20: 35.20%2026-10-21: 34.82%2026-10-22: 37.35%2026-10-23: 40.22%2026-10-26: 33.03%2026-10-27: 37.74%2026-10-28: 33.79%2026-10-29: 34.94%2026-10-30: 38.33%Aug 12Sep 23Oct 30
55 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
35.37%
35.54%
32.08%
34.46%
55.48%
40.89%
40.82%
34.01%
35.57%
33.98%
32.33%
33.32%
36.69%
33.60%
36.93%
33.96%
34.31%
34.07%
34.24%
34.22%
33.31%
42.19%
50.00%
39.59%
32.75%
33.75%
32.57%
33.90%
30.83%
32.09%
36.39%
32.95%
35.20%
31.83%
33.19%
32.00%
32.39%
33.23%
31.08%
33.69%
37.09%
38.48%
41.88%
54.20%
34.63%
35.74%
35.20%
34.82%
37.35%
40.22%
33.03%
37.74%
33.79%
34.94%
38.33%