IntraAlpha
Create free account Start free

VanEck ChiNext Innovators ETF CNXT

i

Market dataready · fetched 2026-11-13T19:11:44.556Z

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 · 2026-11-13T19:01:51.789795431Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T19:11:44.174142+00:00

Share price$34.69
1D-0.9%
$34.63$34.73$34.83$34.92$35.025:30 AM6:30 AM9:00 AM1:00 PMCNXT
Sold putSold call

VanEck ChiNext Innovators ETF options

Live interpolated CNXT call and put midpoint premiums by absolute delta.VanEck ChiNext Innovators ETF$0.42$0.83$1.23$1.64$2.05$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICECNXT PRICE$0.46$0.50$0.54$0.57$0.61$0.65$0.86$1.07$1.29$1.58$1.93$0.96$1.05$1.13$1.22$1.31$1.40
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.44167.2%43.9%
25Δ46.58142.3%35.7%
30Δ43.73117.3%27.6%
35Δ40.8792.3%19.5%
40Δ38.0267.3%11.4%
45Δ35.1742.3%3.3%
50Δ34.7344.2%2.6%
55Δ34.4447.7%2.4%35.0141.2%1.8%
60Δ34.1551.2%2.2%35.2038.9%1.5%
65Δ33.7854.9%1.9%35.3936.5%1.2%
70Δ33.3358.6%1.7%35.5734.2%1.0%
75Δ35.7631.8%0.7%
80Δ35.9429.4%0.4%

20Δ

Calls
Pseudo strike
49.44
IV
167.2%
B/E move
43.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
46.58
IV
142.3%
B/E move
35.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
43.73
IV
117.3%
B/E move
27.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
40.87
IV
92.3%
B/E move
19.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
38.02
IV
67.3%
B/E move
11.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
35.17
IV
42.3%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
34.73
IV
44.2%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
34.44
IV
47.7%
B/E move
2.4%
Puts
Pseudo strike
35.01
IV
41.2%
B/E move
1.8%

60Δ

Calls
Pseudo strike
34.15
IV
51.2%
B/E move
2.2%
Puts
Pseudo strike
35.20
IV
38.9%
B/E move
1.5%

65Δ

Calls
Pseudo strike
33.78
IV
54.9%
B/E move
1.9%
Puts
Pseudo strike
35.39
IV
36.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
33.33
IV
58.6%
B/E move
1.7%
Puts
Pseudo strike
35.57
IV
34.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.76
IV
31.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.94
IV
29.4%
B/E move
0.4%

Options history

IV · four-Friday blend41.89%
Daily EOD
CNXT38.4%41.7%45.1%2026-10-19: 38.82%2026-10-20: 39.18%2026-10-21: 40.06%2026-10-22: 40.37%2026-10-23: 43.13%2026-10-26: 41.70%2026-10-27: 42.04%2026-10-28: 42.37%2026-10-29: 44.60%2026-10-30: 41.89%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.82%
39.18%
40.06%
40.37%
43.13%
41.70%
42.04%
42.37%
44.60%
41.89%