IntraAlpha
Create free account Start free

VanEck Digital Transformation ETF DAPP

i

Market datapartial · fetched 2026-10-22T22:57:42.722Z

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 · 2026-10-22T20:00:00.598240876Z

FundamentalsAlpha Vantage · unavailable

Share price$15.39
1D-3.1%
AH$15.14$15.34$15.55$15.75$15.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDAPP
Sold putSold callAH

VanEck Digital Transformation ETF options

Live interpolated DAPP call and put midpoint premiums by absolute delta.VanEck Digital Transformation ETF$0.54$1.21$1.89$2.57$3.25$9.93$13.05$16.17$19.30$22.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DAPP spot · $15.39DAPP PRICE$0.61$1.04$1.27$1.32$1.39$1.49$1.23$1.62$2.00$2.31$2.54$2.59$2.63$1.28$1.34$1.43$1.22$0.80$1.39$1.98$2.10$2.22$2.37$2.56$2.76$3.05
PutsExpensive1.40×
CallsExpensive2.37×
SkewBullish-24.61 pp
Implied moveBearish±$3.21
TiltBearish5.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.68132.5%51.3%11.27198.3%35.1%
25Δ26.10195.9%76.3%12.57162.8%27.0%
30Δ24.51202.5%67.6%13.55139.7%21.3%
35Δ20.54163.1%42.0%14.35104.0%14.7%
40Δ18.43138.8%28.8%15.0457.7%7.5%
45Δ17.14122.8%21.0%15.5276.9%8.2%
50Δ15.7678.9%10.4%16.0195.5%8.8%
55Δ15.3791.3%10.4%16.3888.3%7.2%
60Δ14.96102.9%10.2%16.7581.1%5.6%
65Δ14.39103.7%8.5%17.1274.9%4.2%
70Δ13.90100.5%6.8%17.4670.4%3.2%
75Δ13.6088.6%5.1%17.8066.0%2.3%
80Δ13.2976.6%3.5%18.2262.6%1.5%

20Δ

Calls
Pseudo strike
22.68
IV
132.5%
B/E move
51.3%
Puts
Pseudo strike
11.27
IV
198.3%
B/E move
35.1%

25Δ

Calls
Pseudo strike
26.10
IV
195.9%
B/E move
76.3%
Puts
Pseudo strike
12.57
IV
162.8%
B/E move
27.0%

30Δ

Calls
Pseudo strike
24.51
IV
202.5%
B/E move
67.6%
Puts
Pseudo strike
13.55
IV
139.7%
B/E move
21.3%

35Δ

Calls
Pseudo strike
20.54
IV
163.1%
B/E move
42.0%
Puts
Pseudo strike
14.35
IV
104.0%
B/E move
14.7%

40Δ

Calls
Pseudo strike
18.43
IV
138.8%
B/E move
28.8%
Puts
Pseudo strike
15.04
IV
57.7%
B/E move
7.5%

45Δ

Calls
Pseudo strike
17.14
IV
122.8%
B/E move
21.0%
Puts
Pseudo strike
15.52
IV
76.9%
B/E move
8.2%

50Δ

Calls
Pseudo strike
15.76
IV
78.9%
B/E move
10.4%
Puts
Pseudo strike
16.01
IV
95.5%
B/E move
8.8%

55Δ

Calls
Pseudo strike
15.37
IV
91.3%
B/E move
10.4%
Puts
Pseudo strike
16.38
IV
88.3%
B/E move
7.2%

60Δ

Calls
Pseudo strike
14.96
IV
102.9%
B/E move
10.2%
Puts
Pseudo strike
16.75
IV
81.1%
B/E move
5.6%

65Δ

Calls
Pseudo strike
14.39
IV
103.7%
B/E move
8.5%
Puts
Pseudo strike
17.12
IV
74.9%
B/E move
4.2%

70Δ

Calls
Pseudo strike
13.90
IV
100.5%
B/E move
6.8%
Puts
Pseudo strike
17.46
IV
70.4%
B/E move
3.2%

75Δ

Calls
Pseudo strike
13.60
IV
88.6%
B/E move
5.1%
Puts
Pseudo strike
17.80
IV
66.0%
B/E move
2.3%

80Δ

Calls
Pseudo strike
13.29
IV
76.6%
B/E move
3.5%
Puts
Pseudo strike
18.22
IV
62.6%
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%