IntraAlpha
Create free account Start free

VanEck Digital Transformation ETF DAPP

i

Market dataready · fetched 2026-11-12T01:37:30.281Z

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 · 2026-11-11T21:00:00.60124036Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:37:30.359074+00:00

Share price$14.49
1D+1.8%
AH$14.20$14.34$14.49$14.63$14.775:30 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$1.64$2.74$3.83$4.93$9.97$11.82$13.67$15.52$17.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DAPP spot · $14.49DAPP PRICE$1.02$1.02$1.03$1.08$0.66$0.90$1.14$1.38$1.59$1.79$1.98$2.11$1.02$0.85$1.07$1.16$1.23$1.33$1.43$1.58$1.76$1.95$2.46$3.35$4.61
PutsExpensive1.72×
Calls——
Skew——
Implied moveBearish±$2.33
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.81317.0%32.5%
25Δ27.00404.5%93.4%12.25212.8%21.4%
30Δ20.65299.6%49.6%12.90207.5%18.4%
35Δ17.84234.2%30.2%13.48187.2%15.0%
40Δ16.49198.8%21.2%14.04165.1%11.6%
45Δ14.7885.8%6.6%14.43152.1%9.6%
50Δ14.54100.1%6.5%14.82139.1%7.6%
55Δ14.29114.3%6.5%15.18130.2%6.1%
60Δ14.04128.6%6.5%15.53125.1%5.0%
65Δ13.70128.8%5.5%15.87119.9%4.0%
70Δ13.34125.9%4.4%16.47127.3%3.3%
75Δ12.98122.3%3.3%17.42145.0%2.9%
80Δ12.75109.9%2.6%18.75167.8%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.81
IV
317.0%
B/E move
32.5%

25Δ

Calls
Pseudo strike
27.00
IV
404.5%
B/E move
93.4%
Puts
Pseudo strike
12.25
IV
212.8%
B/E move
21.4%

30Δ

Calls
Pseudo strike
20.65
IV
299.6%
B/E move
49.6%
Puts
Pseudo strike
12.90
IV
207.5%
B/E move
18.4%

35Δ

Calls
Pseudo strike
17.84
IV
234.2%
B/E move
30.2%
Puts
Pseudo strike
13.48
IV
187.2%
B/E move
15.0%

40Δ

Calls
Pseudo strike
16.49
IV
198.8%
B/E move
21.2%
Puts
Pseudo strike
14.04
IV
165.1%
B/E move
11.6%

45Δ

Calls
Pseudo strike
14.78
IV
85.8%
B/E move
6.6%
Puts
Pseudo strike
14.43
IV
152.1%
B/E move
9.6%

50Δ

Calls
Pseudo strike
14.54
IV
100.1%
B/E move
6.5%
Puts
Pseudo strike
14.82
IV
139.1%
B/E move
7.6%

55Δ

Calls
Pseudo strike
14.29
IV
114.3%
B/E move
6.5%
Puts
Pseudo strike
15.18
IV
130.2%
B/E move
6.1%

60Δ

Calls
Pseudo strike
14.04
IV
128.6%
B/E move
6.5%
Puts
Pseudo strike
15.53
IV
125.1%
B/E move
5.0%

65Δ

Calls
Pseudo strike
13.70
IV
128.8%
B/E move
5.5%
Puts
Pseudo strike
15.87
IV
119.9%
B/E move
4.0%

70Δ

Calls
Pseudo strike
13.34
IV
125.9%
B/E move
4.4%
Puts
Pseudo strike
16.47
IV
127.3%
B/E move
3.3%

75Δ

Calls
Pseudo strike
12.98
IV
122.3%
B/E move
3.3%
Puts
Pseudo strike
17.42
IV
145.0%
B/E move
2.9%

80Δ

Calls
Pseudo strike
12.75
IV
109.9%
B/E move
2.6%
Puts
Pseudo strike
18.75
IV
167.8%
B/E move
2.4%

Options history

IV · four-Friday blend83.23%
Daily EOD
DAPP70.1%77.1%84.2%2026-10-19: 77.82%2026-10-20: 75.97%2026-10-21: 75.89%2026-10-22: 75.99%2026-10-23: 73.92%2026-10-26: 71.28%2026-10-27: 74.78%2026-10-28: 73.69%2026-10-29: 71.06%2026-10-30: 83.23%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
77.82%
75.97%
75.89%
75.99%
73.92%
71.28%
74.78%
73.69%
71.06%
83.23%