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VanEck Copper and Electrification Metals ETF EMET

i

Market dataready · fetched 2026-11-10T22:25:01.676Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-10T21:10:00.003344759Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:24:59.120369+00:00

NewsAlpha Vantage · collected 2026-11-10T01:00:30.091226+00:00

Share price$36.22
1D-0.5%
AH$35.86$36.08$36.29$36.50$36.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEMET
Sold putSold callAH

VanEck Copper and Electrification Metals ETF options

Live interpolated EMET call and put midpoint premiums by absolute delta.VanEck Copper and Electrification Metals ETF$1.08$1.76$2.44$3.12$3.81$29.60$33.05$36.49$39.94$43.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EMET spot · $36.22EMET PRICE$1.15$1.34$1.60$1.88$2.09$2.29$2.64$3.03$3.61$1.52$1.80$2.09$2.41$2.93
Puts——
Calls——
Skew——
Implied moveBearish±$3.40
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ37.7636.9%7.4%
45Δ37.1736.2%6.3%36.0935.7%4.6%
50Δ36.6236.6%5.5%36.6135.6%3.9%
55Δ36.0837.3%4.8%37.1435.4%3.2%
60Δ35.5835.9%4.0%37.6835.1%2.6%
65Δ35.0834.1%3.2%38.3636.7%2.2%
70Δ34.5334.0%2.6%
75Δ33.9734.2%2.1%
80Δ33.2435.4%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
37.76
IV
36.9%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
37.17
IV
36.2%
B/E move
6.3%
Puts
Pseudo strike
36.09
IV
35.7%
B/E move
4.6%

50Δ

Calls
Pseudo strike
36.62
IV
36.6%
B/E move
5.5%
Puts
Pseudo strike
36.61
IV
35.6%
B/E move
3.9%

55Δ

Calls
Pseudo strike
36.08
IV
37.3%
B/E move
4.8%
Puts
Pseudo strike
37.14
IV
35.4%
B/E move
3.2%

60Δ

Calls
Pseudo strike
35.58
IV
35.9%
B/E move
4.0%
Puts
Pseudo strike
37.68
IV
35.1%
B/E move
2.6%

65Δ

Calls
Pseudo strike
35.08
IV
34.1%
B/E move
3.2%
Puts
Pseudo strike
38.36
IV
36.7%
B/E move
2.2%

70Δ

Calls
Pseudo strike
34.53
IV
34.0%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
33.97
IV
34.2%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
33.24
IV
35.4%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend36.87%
Daily close
EMET30.0%41.8%53.7%2026-08-12: 38.53%2026-08-13: 40.57%2026-08-14: 41.38%2026-08-17: 42.40%2026-08-18: 44.99%2026-08-19: 46.26%2026-08-20: 52.06%2026-08-21: 38.58%2026-08-24: 39.29%2026-08-25: 39.18%2026-08-26: 39.00%2026-08-27: 37.36%2026-08-28: 36.91%2026-08-31: 35.97%2026-09-01: 36.36%2026-09-02: 36.78%2026-09-03: 35.67%2026-09-04: 35.48%2026-09-08: 37.15%2026-09-09: 37.02%2026-09-10: 37.63%2026-09-11: 37.08%2026-09-14: 39.18%2026-09-15: 40.35%2026-09-16: 42.70%2026-09-17: 44.73%2026-09-18: 34.84%2026-09-21: 34.66%2026-09-22: 34.38%2026-09-23: 34.39%2026-09-24: 33.52%2026-09-25: 33.41%2026-09-28: 34.53%2026-09-29: 33.82%2026-09-30: 33.05%2026-10-01: 32.97%2026-10-02: 32.93%2026-10-05: 32.74%2026-10-06: 32.63%2026-10-07: 33.52%2026-10-08: 33.05%2026-10-09: 33.00%2026-10-12: 35.64%2026-10-13: 36.14%2026-10-14: 38.82%2026-10-15: 43.35%2026-10-16: 31.63%2026-10-19: 33.10%2026-10-20: 33.52%2026-10-21: 32.92%2026-10-22: 33.90%2026-10-23: 34.42%2026-10-26: 33.06%2026-10-27: 33.22%2026-10-28: 33.49%2026-10-29: 33.80%2026-10-30: 35.57%2026-11-03: 34.24%2026-11-06: 35.54%2026-11-09: 36.87%Aug 12Sep 23Nov 9
60 observations2026-08-12 — 2026-11-09
Table
DateIV (%)
38.53%
40.57%
41.38%
42.40%
44.99%
46.26%
52.06%
38.58%
39.29%
39.18%
39.00%
37.36%
36.91%
35.97%
36.36%
36.78%
35.67%
35.48%
37.15%
37.02%
37.63%
37.08%
39.18%
40.35%
42.70%
44.73%
34.84%
34.66%
34.38%
34.39%
33.52%
33.41%
34.53%
33.82%
33.05%
32.97%
32.93%
32.74%
32.63%
33.52%
33.05%
33.00%
35.64%
36.14%
38.82%
43.35%
31.63%
33.10%
33.52%
32.92%
33.90%
34.42%
33.06%
33.22%
33.49%
33.80%
35.57%
34.24%
35.54%
36.87%

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