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VanEck Social Sentiment ETF BUZZ

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Market dataready · fetched 2026-10-22T06:52:10.993Z

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 2026-10-22T06:52:10.335644+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$2.30$3.78$5.26$6.74$29.86$32.79$35.72$38.65$41.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION 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$2.44$5.61$1.00$1.00$1.30$1.28$1.13$1.30$1.55$1.85$2.30$2.91$4.15$6.31$5.10
PutsExpensive1.57×
CallsExpensive1.44×
SkewBearish+5.11 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
20Δ30.6778.5%17.5%
25Δ42.4072.4%20.6%32.6360.2%12.1%
30Δ39.7655.7%13.3%33.5260.1%10.4%
35Δ38.1943.6%8.9%34.5249.7%7.6%
40Δ37.3137.2%6.5%35.3436.4%4.9%
45Δ36.7335.1%5.3%35.8135.5%4.1%
50Δ36.2935.3%4.6%36.2935.6%3.5%
55Δ35.8235.9%4.0%36.7636.4%3.0%
60Δ35.3337.2%3.5%37.3538.5%2.6%
65Δ34.8837.1%3.0%38.0642.2%2.3%
70Δ34.5234.2%2.4%39.3650.3%2.1%
75Δ34.1731.3%1.7%41.5762.7%2.0%
80Δ31.3468.5%2.7%40.7047.3%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.67
IV
78.5%
B/E move
17.5%

25Δ

Calls
Pseudo strike
42.40
IV
72.4%
B/E move
20.6%
Puts
Pseudo strike
32.63
IV
60.2%
B/E move
12.1%

30Δ

Calls
Pseudo strike
39.76
IV
55.7%
B/E move
13.3%
Puts
Pseudo strike
33.52
IV
60.1%
B/E move
10.4%

35Δ

Calls
Pseudo strike
38.19
IV
43.6%
B/E move
8.9%
Puts
Pseudo strike
34.52
IV
49.7%
B/E move
7.6%

40Δ

Calls
Pseudo strike
37.31
IV
37.2%
B/E move
6.5%
Puts
Pseudo strike
35.34
IV
36.4%
B/E move
4.9%

45Δ

Calls
Pseudo strike
36.73
IV
35.1%
B/E move
5.3%
Puts
Pseudo strike
35.81
IV
35.5%
B/E move
4.1%

50Δ

Calls
Pseudo strike
36.29
IV
35.3%
B/E move
4.6%
Puts
Pseudo strike
36.29
IV
35.6%
B/E move
3.5%

55Δ

Calls
Pseudo strike
35.82
IV
35.9%
B/E move
4.0%
Puts
Pseudo strike
36.76
IV
36.4%
B/E move
3.0%

60Δ

Calls
Pseudo strike
35.33
IV
37.2%
B/E move
3.5%
Puts
Pseudo strike
37.35
IV
38.5%
B/E move
2.6%

65Δ

Calls
Pseudo strike
34.88
IV
37.1%
B/E move
3.0%
Puts
Pseudo strike
38.06
IV
42.2%
B/E move
2.3%

70Δ

Calls
Pseudo strike
34.52
IV
34.2%
B/E move
2.4%
Puts
Pseudo strike
39.36
IV
50.3%
B/E move
2.1%

75Δ

Calls
Pseudo strike
34.17
IV
31.3%
B/E move
1.7%
Puts
Pseudo strike
41.57
IV
62.7%
B/E move
2.0%

80Δ

Calls
Pseudo strike
31.34
IV
68.5%
B/E move
2.7%
Puts
Pseudo strike
40.70
IV
47.3%
B/E move
1.1%

Options history

No recorded observations