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VanEck Digital Transformation ETF DAPP

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Market datapartial · fetched 2026-10-22T18:32:47.694Z

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 · 2026-10-22T18:32:21.900618366Z

FundamentalsAlpha Vantage · unavailable

Share price$15.23
1D-4.3%
$15.14$15.34$15.55$15.75$15.955:30 AM6:30 AM9:00 AM1:00 PMDAPP
Sold putSold call

VanEck Digital Transformation ETF options

Live interpolated DAPP call and put midpoint premiums by absolute delta.VanEck Digital Transformation ETF$0.54$1.32$2.11$2.90$3.69$9.76$13.18$16.59$20.01$23.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DAPP spot · $15.22DAPP PRICE$0.62$1.04$1.27$1.32$1.39$1.50$1.33$1.71$2.09$2.45$2.80$3.13$3.46$1.28$1.33$1.42$1.35$0.93$1.10$1.71$2.04$2.14$2.25$2.38$2.52$2.66
PutsExpensive1.30×
CallsExpensive2.31×
SkewBullish-34.92 pp
Implied moveBearish±$3.04
TiltBullish2.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.77136.5%53.6%11.15198.6%35.2%
25Δ26.13198.7%78.4%12.43162.7%27.1%
30Δ24.47204.8%69.1%13.40139.4%21.3%
35Δ20.46165.4%43.0%14.17113.2%15.8%
40Δ18.30140.5%29.3%14.7570.1%9.2%
45Δ17.01125.3%21.5%15.2963.2%6.8%
50Δ15.6686.9%11.6%15.7982.5%7.6%
55Δ15.2799.9%11.5%16.1986.8%7.0%
60Δ14.81109.8%11.0%16.5279.8%5.6%
65Δ14.20113.5%9.4%16.8572.8%4.1%
70Δ13.61112.3%7.7%17.1466.8%3.0%
75Δ13.02108.7%6.0%17.3961.5%2.3%
80Δ12.43105.1%4.3%17.6556.2%1.5%

20Δ

Calls
Pseudo strike
22.77
IV
136.5%
B/E move
53.6%
Puts
Pseudo strike
11.15
IV
198.6%
B/E move
35.2%

25Δ

Calls
Pseudo strike
26.13
IV
198.7%
B/E move
78.4%
Puts
Pseudo strike
12.43
IV
162.7%
B/E move
27.1%

30Δ

Calls
Pseudo strike
24.47
IV
204.8%
B/E move
69.1%
Puts
Pseudo strike
13.40
IV
139.4%
B/E move
21.3%

35Δ

Calls
Pseudo strike
20.46
IV
165.4%
B/E move
43.0%
Puts
Pseudo strike
14.17
IV
113.2%
B/E move
15.8%

40Δ

Calls
Pseudo strike
18.30
IV
140.5%
B/E move
29.3%
Puts
Pseudo strike
14.75
IV
70.1%
B/E move
9.2%

45Δ

Calls
Pseudo strike
17.01
IV
125.3%
B/E move
21.5%
Puts
Pseudo strike
15.29
IV
63.2%
B/E move
6.8%

50Δ

Calls
Pseudo strike
15.66
IV
86.9%
B/E move
11.6%
Puts
Pseudo strike
15.79
IV
82.5%
B/E move
7.6%

55Δ

Calls
Pseudo strike
15.27
IV
99.9%
B/E move
11.5%
Puts
Pseudo strike
16.19
IV
86.8%
B/E move
7.0%

60Δ

Calls
Pseudo strike
14.81
IV
109.8%
B/E move
11.0%
Puts
Pseudo strike
16.52
IV
79.8%
B/E move
5.6%

65Δ

Calls
Pseudo strike
14.20
IV
113.5%
B/E move
9.4%
Puts
Pseudo strike
16.85
IV
72.8%
B/E move
4.1%

70Δ

Calls
Pseudo strike
13.61
IV
112.3%
B/E move
7.7%
Puts
Pseudo strike
17.14
IV
66.8%
B/E move
3.0%

75Δ

Calls
Pseudo strike
13.02
IV
108.7%
B/E move
6.0%
Puts
Pseudo strike
17.39
IV
61.5%
B/E move
2.3%

80Δ

Calls
Pseudo strike
12.43
IV
105.1%
B/E move
4.3%
Puts
Pseudo strike
17.65
IV
56.2%
B/E move
1.5%

Options history

DAPP75.8275.9376.052026-10-20: 75.97%2026-10-21: 75.89%Oct 20Oct 21
Table
DateIV
75.97%
75.89%