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VanEck ChiNext Innovators ETF CNXT

i

Market dataready · fetched 2026-10-23T06:53:44.884Z

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 · 2026-10-23T00:00:00.176272457Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T06:53:44.487841+00:00

Share price$37.07
1D-0.7%
AH$37.03$37.16$37.30$37.43$37.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCNXT
Sold putSold callAH

VanEck ChiNext Innovators ETF options

Live interpolated CNXT call and put midpoint premiums by absolute delta.VanEck ChiNext Innovators ETF$0.55$1.78$3.01$4.24$5.47$30.22$35.06$39.89$44.73$49.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CNXT spot · $37.07CNXT PRICE$0.79$0.75$0.74$0.91$1.25$1.59$1.84$2.12$2.77$3.00$3.09$4.04$5.11$0.68$0.81$0.97$1.32$1.53$1.46$1.73$2.09$2.38$2.65$3.67$4.04$4.75
PutsCheap0.94×
CallsExpensive2.04×
SkewBullish-5.28 pp
Implied moveBullish±$3.57
TiltBalanced0.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.4575.2%24.7%32.3159.4%14.7%
25Δ41.5052.4%14.0%33.7552.0%11.2%
30Δ39.6640.0%9.0%35.0746.0%8.0%
35Δ39.0540.0%7.8%35.6349.5%7.4%
40Δ38.5944.3%7.5%36.2248.8%6.4%
45Δ38.1448.9%7.2%36.8639.6%4.5%
50Δ37.5448.7%6.2%37.4239.0%3.7%
55Δ36.8748.0%5.2%37.9540.6%3.3%
60Δ36.1755.1%5.0%38.4639.6%2.7%
65Δ35.6052.3%4.1%38.9638.5%2.1%
70Δ35.0746.3%2.9%40.0345.3%1.9%
75Δ33.9249.1%2.4%40.5943.1%1.4%
80Δ32.6953.2%2.0%41.4843.6%0.9%

20Δ

Calls
Pseudo strike
45.45
IV
75.2%
B/E move
24.7%
Puts
Pseudo strike
32.31
IV
59.4%
B/E move
14.7%

25Δ

Calls
Pseudo strike
41.50
IV
52.4%
B/E move
14.0%
Puts
Pseudo strike
33.75
IV
52.0%
B/E move
11.2%

30Δ

Calls
Pseudo strike
39.66
IV
40.0%
B/E move
9.0%
Puts
Pseudo strike
35.07
IV
46.0%
B/E move
8.0%

35Δ

Calls
Pseudo strike
39.05
IV
40.0%
B/E move
7.8%
Puts
Pseudo strike
35.63
IV
49.5%
B/E move
7.4%

40Δ

Calls
Pseudo strike
38.59
IV
44.3%
B/E move
7.5%
Puts
Pseudo strike
36.22
IV
48.8%
B/E move
6.4%

45Δ

Calls
Pseudo strike
38.14
IV
48.9%
B/E move
7.2%
Puts
Pseudo strike
36.86
IV
39.6%
B/E move
4.5%

50Δ

Calls
Pseudo strike
37.54
IV
48.7%
B/E move
6.2%
Puts
Pseudo strike
37.42
IV
39.0%
B/E move
3.7%

55Δ

Calls
Pseudo strike
36.87
IV
48.0%
B/E move
5.2%
Puts
Pseudo strike
37.95
IV
40.6%
B/E move
3.3%

60Δ

Calls
Pseudo strike
36.17
IV
55.1%
B/E move
5.0%
Puts
Pseudo strike
38.46
IV
39.6%
B/E move
2.7%

65Δ

Calls
Pseudo strike
35.60
IV
52.3%
B/E move
4.1%
Puts
Pseudo strike
38.96
IV
38.5%
B/E move
2.1%

70Δ

Calls
Pseudo strike
35.07
IV
46.3%
B/E move
2.9%
Puts
Pseudo strike
40.03
IV
45.3%
B/E move
1.9%

75Δ

Calls
Pseudo strike
33.92
IV
49.1%
B/E move
2.4%
Puts
Pseudo strike
40.59
IV
43.1%
B/E move
1.4%

80Δ

Calls
Pseudo strike
32.69
IV
53.2%
B/E move
2.0%
Puts
Pseudo strike
41.48
IV
43.6%
B/E move
0.9%

Options history

CNXT39.1139.6240.132026-10-20: 39.18%2026-10-21: 40.06%Oct 20Oct 21
Table
DateIV
39.18%
40.06%