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VanEck J. P. Morgan EM Local Currency Bond ETF EMLC

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Market datapartial · fetched 2026-10-22T23:43:18.972Z

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 · 2026-10-22T22:30:00.00424768Z

FundamentalsAlpha Vantage · unavailable

Share price$24.84
1D+0.0%
AH$24.81$24.83$24.85$24.87$24.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEMLC
Sold putSold callAH

VanEck J. P. Morgan EM Local Currency Bond ETF options

Live interpolated EMLC call and put midpoint premiums by absolute delta.VanEck J. P. Morgan EM Local Currency Bond ETF$0.36$2.11$3.86$5.61$7.36$20.47$22.43$24.40$26.37$28.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EMLC spot · $24.84EMLC PRICE$0.55$0.72$0.72$0.71$0.68$0.65$0.64$0.82$1.01$1.19$1.38$1.56$1.75$0.72$0.69$0.69$0.75$0.82$0.89$1.01$1.51$2.02$2.52$1.55$5.88$6.85
PutsExpensive2.72×
CallsExpensive2.19×
SkewBearish+12.61 pp
Implied moveBearish±$1.65
TiltBearish35.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.2380.2%27.9%21.0582.9%18.2%
25Δ29.5877.4%22.0%22.5161.0%12.1%
30Δ27.7560.4%14.6%23.3848.7%8.7%
35Δ26.6948.6%10.3%23.9742.5%6.5%
40Δ26.1140.1%7.9%24.3439.0%5.3%
45Δ25.5331.5%5.4%24.6935.7%4.2%
50Δ24.9823.7%3.1%25.0733.4%3.2%
55Δ24.7223.9%2.8%25.6139.0%3.0%
60Δ24.4524.1%2.5%26.1644.6%2.8%
65Δ24.1924.4%2.2%26.7050.1%2.7%
70Δ23.9324.6%1.9%26.1129.1%1.1%
75Δ23.6624.8%1.5%30.0483.6%2.8%
80Δ23.4025.1%1.2%31.1983.2%2.0%

20Δ

Calls
Pseudo strike
31.23
IV
80.2%
B/E move
27.9%
Puts
Pseudo strike
21.05
IV
82.9%
B/E move
18.2%

25Δ

Calls
Pseudo strike
29.58
IV
77.4%
B/E move
22.0%
Puts
Pseudo strike
22.51
IV
61.0%
B/E move
12.1%

30Δ

Calls
Pseudo strike
27.75
IV
60.4%
B/E move
14.6%
Puts
Pseudo strike
23.38
IV
48.7%
B/E move
8.7%

35Δ

Calls
Pseudo strike
26.69
IV
48.6%
B/E move
10.3%
Puts
Pseudo strike
23.97
IV
42.5%
B/E move
6.5%

40Δ

Calls
Pseudo strike
26.11
IV
40.1%
B/E move
7.9%
Puts
Pseudo strike
24.34
IV
39.0%
B/E move
5.3%

45Δ

Calls
Pseudo strike
25.53
IV
31.5%
B/E move
5.4%
Puts
Pseudo strike
24.69
IV
35.7%
B/E move
4.2%

50Δ

Calls
Pseudo strike
24.98
IV
23.7%
B/E move
3.1%
Puts
Pseudo strike
25.07
IV
33.4%
B/E move
3.2%

55Δ

Calls
Pseudo strike
24.72
IV
23.9%
B/E move
2.8%
Puts
Pseudo strike
25.61
IV
39.0%
B/E move
3.0%

60Δ

Calls
Pseudo strike
24.45
IV
24.1%
B/E move
2.5%
Puts
Pseudo strike
26.16
IV
44.6%
B/E move
2.8%

65Δ

Calls
Pseudo strike
24.19
IV
24.4%
B/E move
2.2%
Puts
Pseudo strike
26.70
IV
50.1%
B/E move
2.7%

70Δ

Calls
Pseudo strike
23.93
IV
24.6%
B/E move
1.9%
Puts
Pseudo strike
26.11
IV
29.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
23.66
IV
24.8%
B/E move
1.5%
Puts
Pseudo strike
30.04
IV
83.6%
B/E move
2.8%

80Δ

Calls
Pseudo strike
23.40
IV
25.1%
B/E move
1.2%
Puts
Pseudo strike
31.19
IV
83.2%
B/E move
2.0%

Options history

EMLC25.2125.2525.302026-10-20: 25.23%2026-10-21: 25.27%Oct 20Oct 21
Table
DateIV
25.23%
25.27%