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VanEck Digital India ETF DGIN

i

Market dataready · fetched 2026-10-22T20:54:10.023Z

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 · 2026-10-22T20:10:00.003671274Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T20:46:31.949684+00:00

Share price$34.62
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$1.16$1.62$2.08$2.54$30.49$32.58$34.67$36.76$38.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DGIN spot · $34.62DGIN PRICE$0.75$0.75$0.79$0.84$0.91$0.99$1.08$1.18$1.28$1.39$1.57$1.74$1.92$0.76$0.81$0.86$0.93$1.01$1.11$1.21$1.32$1.44$1.56$1.67$2.04$2.41
PutsExpensive1.84×
CallsExpensive1.82×
SkewBullish-0.99 pp
Implied moveBearish±$2.29
TiltBearish6.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.5976.0%25.2%30.3364.0%14.6%
25Δ39.1155.7%15.1%31.8052.1%10.5%
30Δ37.5045.5%10.6%32.8043.8%7.8%
35Δ36.5038.9%7.8%33.4738.6%6.0%
40Δ35.8134.6%6.1%34.0534.5%4.6%
45Δ35.3231.8%4.9%34.4532.0%3.7%
50Δ34.8929.4%3.9%34.8429.6%2.9%
55Δ34.5627.5%3.2%35.1727.7%2.2%
60Δ34.2425.6%2.6%35.4426.1%1.8%
65Δ33.9324.0%2.0%35.7224.4%1.3%
70Δ33.6423.2%1.7%36.0022.8%0.9%
75Δ33.3522.4%1.3%36.4423.5%0.6%
80Δ33.0521.6%1.0%36.8924.2%0.4%

20Δ

Calls
Pseudo strike
42.59
IV
76.0%
B/E move
25.2%
Puts
Pseudo strike
30.33
IV
64.0%
B/E move
14.6%

25Δ

Calls
Pseudo strike
39.11
IV
55.7%
B/E move
15.1%
Puts
Pseudo strike
31.80
IV
52.1%
B/E move
10.5%

30Δ

Calls
Pseudo strike
37.50
IV
45.5%
B/E move
10.6%
Puts
Pseudo strike
32.80
IV
43.8%
B/E move
7.8%

35Δ

Calls
Pseudo strike
36.50
IV
38.9%
B/E move
7.8%
Puts
Pseudo strike
33.47
IV
38.6%
B/E move
6.0%

40Δ

Calls
Pseudo strike
35.81
IV
34.6%
B/E move
6.1%
Puts
Pseudo strike
34.05
IV
34.5%
B/E move
4.6%

45Δ

Calls
Pseudo strike
35.32
IV
31.8%
B/E move
4.9%
Puts
Pseudo strike
34.45
IV
32.0%
B/E move
3.7%

50Δ

Calls
Pseudo strike
34.89
IV
29.4%
B/E move
3.9%
Puts
Pseudo strike
34.84
IV
29.6%
B/E move
2.9%

55Δ

Calls
Pseudo strike
34.56
IV
27.5%
B/E move
3.2%
Puts
Pseudo strike
35.17
IV
27.7%
B/E move
2.2%

60Δ

Calls
Pseudo strike
34.24
IV
25.6%
B/E move
2.6%
Puts
Pseudo strike
35.44
IV
26.1%
B/E move
1.8%

65Δ

Calls
Pseudo strike
33.93
IV
24.0%
B/E move
2.0%
Puts
Pseudo strike
35.72
IV
24.4%
B/E move
1.3%

70Δ

Calls
Pseudo strike
33.64
IV
23.2%
B/E move
1.7%
Puts
Pseudo strike
36.00
IV
22.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
33.35
IV
22.4%
B/E move
1.3%
Puts
Pseudo strike
36.44
IV
23.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
33.05
IV
21.6%
B/E move
1.0%
Puts
Pseudo strike
36.89
IV
24.2%
B/E move
0.4%

Options history

DGIN26.3626.9227.492026-10-20: 26.43%2026-10-21: 27.41%Oct 20Oct 21
Table
DateIV
26.43%
27.41%