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EMQQ The Emerging Markets Internet ETF EMQQ

i

Market datapartial · fetched 2026-11-11T14:57:58.074Z

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 · 2026-11-11T14:42:33.588867944Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:57:56.633838+00:00

Share price$30.58
1D+0.1%
$30.52$30.56$30.61$30.65$30.695:30 AM6:30 AM9:00 AM1:00 PMEMQQ
Sold putSold call

EMQQ The Emerging Markets Internet ETF options

Live interpolated EMQQ call and put midpoint premiums by absolute delta.EMQQ The Emerging Markets Internet ETF$0.99$2.25$3.51$4.77$6.03$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEEMQQ PRICE$1.13$1.51$1.88$2.26$2.64$3.02$3.40$3.77$4.15$4.53$4.91$5.29$5.66
PutsExpensive1.95×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.8645.6%15.8%
25Δ27.5845.4%14.7%
30Δ28.3045.2%13.6%
35Δ29.0245.0%12.5%
40Δ29.7444.8%11.4%
45Δ30.4644.6%10.3%
50Δ31.1844.4%9.1%
55Δ31.9044.2%8.0%
60Δ32.6244.0%6.9%
65Δ33.3443.8%5.8%
70Δ34.0643.5%4.7%
75Δ34.7843.3%3.5%
80Δ35.5043.1%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.86
IV
45.6%
B/E move
15.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.58
IV
45.4%
B/E move
14.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.30
IV
45.2%
B/E move
13.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.02
IV
45.0%
B/E move
12.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.74
IV
44.8%
B/E move
11.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.46
IV
44.6%
B/E move
10.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.18
IV
44.4%
B/E move
9.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.90
IV
44.2%
B/E move
8.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.62
IV
44.0%
B/E move
6.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.34
IV
43.8%
B/E move
5.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.06
IV
43.5%
B/E move
4.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.78
IV
43.3%
B/E move
3.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.50
IV
43.1%
B/E move
2.4%

Options history

IV · four-Friday blend31.94%
Daily close
EMQQ20.7%38.4%56.0%2026-08-13: 36.35%2026-08-14: 38.13%2026-08-17: 42.03%2026-08-18: 41.88%2026-08-19: 48.42%2026-08-20: 51.04%2026-08-21: 26.65%2026-08-24: 26.52%2026-08-25: 25.53%2026-08-26: 26.10%2026-08-27: 26.54%2026-08-28: 26.32%2026-08-31: 26.47%2026-09-01: 26.75%2026-09-02: 23.17%2026-09-03: 26.78%2026-09-04: 27.10%2026-09-08: 29.09%2026-09-09: 30.33%2026-09-10: 31.63%2026-09-11: 32.05%2026-09-14: 35.57%2026-09-15: 38.12%2026-09-17: 53.58%2026-09-18: 26.44%2026-09-21: 26.91%2026-09-22: 26.19%2026-09-23: 26.70%2026-09-24: 27.06%2026-09-25: 27.03%2026-09-28: 26.32%2026-09-29: 26.88%2026-09-30: 27.47%2026-10-01: 28.34%2026-10-02: 28.68%2026-10-05: 27.76%2026-10-06: 28.62%2026-10-07: 28.91%2026-10-08: 30.18%2026-10-09: 29.96%2026-10-12: 33.11%2026-10-13: 35.71%2026-10-14: 40.04%2026-10-15: 50.56%2026-10-16: 24.60%2026-10-19: 25.48%2026-10-20: 27.03%2026-10-21: 27.30%2026-10-22: 28.59%2026-10-23: 28.44%2026-10-26: 30.90%2026-10-27: 30.55%2026-10-28: 31.22%2026-10-29: 31.48%2026-10-30: 31.94%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
36.35%
38.13%
42.03%
41.88%
48.42%
51.04%
26.65%
26.52%
25.53%
26.10%
26.54%
26.32%
26.47%
26.75%
23.17%
26.78%
27.10%
29.09%
30.33%
31.63%
32.05%
35.57%
38.12%
53.58%
26.44%
26.91%
26.19%
26.70%
27.06%
27.03%
26.32%
26.88%
27.47%
28.34%
28.68%
27.76%
28.62%
28.91%
30.18%
29.96%
33.11%
35.71%
40.04%
50.56%
24.60%
25.48%
27.03%
27.30%
28.59%
28.44%
30.90%
30.55%
31.22%
31.48%
31.94%