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VanEck Digital India ETF DGIN

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Market dataready · fetched 2026-10-22T08:04:37.801Z

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 · 2026-10-22T00:00:00.069691779Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T08:04:35.812768+00:00

Share price$34.77
1D+0.2%
AH$34.69$34.74$34.79$34.83$34.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDGIN
Sold putSold callAH

VanEck Digital India ETF options

Live interpolated DGIN call and put midpoint premiums by absolute delta.VanEck Digital India ETF$0.70$1.13$1.56$1.99$2.42$30.66$32.76$34.86$36.96$39.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DGIN spot · $34.77DGIN PRICE$0.75$0.75$0.78$0.84$0.91$1.02$1.12$1.20$1.29$1.37$1.58$1.87$2.17$0.76$0.80$0.87$0.94$1.02$1.11$1.20$1.30$1.40$1.50$1.69$1.99$2.30
PutsExpensive1.39×
CallsExpensive1.84×
SkewBullish-1.79 pp
Implied moveBearish±$2.32
TiltBearish3.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.7274.9%25.0%30.4663.4%14.6%
25Δ39.2755.0%15.1%32.0050.4%10.2%
30Δ37.6344.7%10.5%32.9543.4%7.7%
35Δ36.6438.3%7.8%33.6238.2%6.0%
40Δ35.9434.2%6.0%34.1834.2%4.6%
45Δ35.4832.1%5.0%34.6031.6%3.7%
50Δ35.0229.9%4.0%35.0129.0%2.8%
55Δ34.7127.8%3.3%35.2927.1%2.2%
60Δ34.4125.6%2.7%35.5725.2%1.7%
65Δ34.1123.5%2.0%35.8523.3%1.2%
70Δ33.7623.1%1.6%36.1722.4%0.8%
75Δ33.3723.8%1.4%36.5522.8%0.6%
80Δ32.9824.5%1.1%36.9423.1%0.4%

20Δ

Calls
Pseudo strike
42.72
IV
74.9%
B/E move
25.0%
Puts
Pseudo strike
30.46
IV
63.4%
B/E move
14.6%

25Δ

Calls
Pseudo strike
39.27
IV
55.0%
B/E move
15.1%
Puts
Pseudo strike
32.00
IV
50.4%
B/E move
10.2%

30Δ

Calls
Pseudo strike
37.63
IV
44.7%
B/E move
10.5%
Puts
Pseudo strike
32.95
IV
43.4%
B/E move
7.7%

35Δ

Calls
Pseudo strike
36.64
IV
38.3%
B/E move
7.8%
Puts
Pseudo strike
33.62
IV
38.2%
B/E move
6.0%

40Δ

Calls
Pseudo strike
35.94
IV
34.2%
B/E move
6.0%
Puts
Pseudo strike
34.18
IV
34.2%
B/E move
4.6%

45Δ

Calls
Pseudo strike
35.48
IV
32.1%
B/E move
5.0%
Puts
Pseudo strike
34.60
IV
31.6%
B/E move
3.7%

50Δ

Calls
Pseudo strike
35.02
IV
29.9%
B/E move
4.0%
Puts
Pseudo strike
35.01
IV
29.0%
B/E move
2.8%

55Δ

Calls
Pseudo strike
34.71
IV
27.8%
B/E move
3.3%
Puts
Pseudo strike
35.29
IV
27.1%
B/E move
2.2%

60Δ

Calls
Pseudo strike
34.41
IV
25.6%
B/E move
2.7%
Puts
Pseudo strike
35.57
IV
25.2%
B/E move
1.7%

65Δ

Calls
Pseudo strike
34.11
IV
23.5%
B/E move
2.0%
Puts
Pseudo strike
35.85
IV
23.3%
B/E move
1.2%

70Δ

Calls
Pseudo strike
33.76
IV
23.1%
B/E move
1.6%
Puts
Pseudo strike
36.17
IV
22.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
33.37
IV
23.8%
B/E move
1.4%
Puts
Pseudo strike
36.55
IV
22.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
32.98
IV
24.5%
B/E move
1.1%
Puts
Pseudo strike
36.94
IV
23.1%
B/E move
0.4%

Options history

No recorded observations