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VanEck Video Gaming and eSports ETF ESPO

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Market datapartial · fetched 2026-10-22T15:24:45.431Z

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 · 2026-10-22T15:16:19.072276989Z

FundamentalsAlpha Vantage · unavailable

Share price$100.59
1D-0.0%
$100.29$100.43$100.57$100.71$100.865:30 AM6:30 AM9:00 AM1:00 PMESPO
Sold putSold call

VanEck Video Gaming and eSports ETF options

Live interpolated ESPO call and put midpoint premiums by absolute delta.VanEck Video Gaming and eSports ETF$1.17$3.12$5.06$7.00$8.95$91.35$96.09$100.83$105.57$110.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ESPO spot · $100.59ESPO PRICE$1.47$1.71$1.97$2.27$2.74$3.26$3.92$4.71$5.67$6.75$8.39$1.38$1.55$1.73$1.97$2.15$2.44$2.81$3.20$3.57$4.03$4.56$5.16$5.85
PutsExpensive1.61×
CallsExpensive1.51×
SkewBullish-1.69 pp
Implied moveBalanced±$5.55
TiltBullish2.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.1541.1%9.8%
25Δ94.9534.6%7.1%
30Δ105.6428.3%6.5%96.8330.6%5.5%
35Δ104.2226.5%5.3%98.1928.2%4.4%
40Δ103.0225.4%4.4%99.3225.6%3.4%
45Δ102.0324.5%3.7%100.2724.3%2.7%
50Δ101.1625.3%3.3%101.1323.8%2.3%
55Δ100.2425.9%2.9%101.9623.3%1.8%
60Δ99.2627.0%2.6%102.7322.4%1.4%
65Δ98.1628.3%2.3%103.5221.8%1.1%
70Δ96.9029.7%2.0%104.3521.4%0.8%
75Δ95.5030.9%1.7%105.2121.0%0.5%
80Δ93.6033.5%1.4%106.1320.6%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.15
IV
41.1%
B/E move
9.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
94.95
IV
34.6%
B/E move
7.1%

30Δ

Calls
Pseudo strike
105.64
IV
28.3%
B/E move
6.5%
Puts
Pseudo strike
96.83
IV
30.6%
B/E move
5.5%

35Δ

Calls
Pseudo strike
104.22
IV
26.5%
B/E move
5.3%
Puts
Pseudo strike
98.19
IV
28.2%
B/E move
4.4%

40Δ

Calls
Pseudo strike
103.02
IV
25.4%
B/E move
4.4%
Puts
Pseudo strike
99.32
IV
25.6%
B/E move
3.4%

45Δ

Calls
Pseudo strike
102.03
IV
24.5%
B/E move
3.7%
Puts
Pseudo strike
100.27
IV
24.3%
B/E move
2.7%

50Δ

Calls
Pseudo strike
101.16
IV
25.3%
B/E move
3.3%
Puts
Pseudo strike
101.13
IV
23.8%
B/E move
2.3%

55Δ

Calls
Pseudo strike
100.24
IV
25.9%
B/E move
2.9%
Puts
Pseudo strike
101.96
IV
23.3%
B/E move
1.8%

60Δ

Calls
Pseudo strike
99.26
IV
27.0%
B/E move
2.6%
Puts
Pseudo strike
102.73
IV
22.4%
B/E move
1.4%

65Δ

Calls
Pseudo strike
98.16
IV
28.3%
B/E move
2.3%
Puts
Pseudo strike
103.52
IV
21.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
96.90
IV
29.7%
B/E move
2.0%
Puts
Pseudo strike
104.35
IV
21.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
95.50
IV
30.9%
B/E move
1.7%
Puts
Pseudo strike
105.21
IV
21.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
93.60
IV
33.5%
B/E move
1.4%
Puts
Pseudo strike
106.13
IV
20.6%
B/E move
0.3%

Options history

No recorded observations