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VanEck Video Gaming and eSports ETF ESPO

i

Market dataready · fetched 2026-11-12T02:18:35.707Z

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: 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 · 2026-11-11T21:00:00.170744424Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:18:35.881980+00:00

Share price$103.58
1D+0.3%
AH$103.18$103.40$103.62$103.84$104.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMESPO
Sold putSold callAH

VanEck Video Gaming and eSports ETF options

Live interpolated ESPO call and put midpoint premiums by absolute delta.VanEck Video Gaming and eSports ETF$1.12$2.25$3.39$4.53$5.67$95.10$99.11$103.11$107.12$111.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —OPTION PRICELive ESPO spot · $103.58ESPO PRICE$1.46$1.64$1.82$2.04$2.31$2.63$3.01$3.60$4.38$5.34$1.24$1.33$1.44$1.58$1.73$1.84$2.02$2.13$2.23$2.44$2.79$3.20$3.64
PutsExpensive2.04×
Calls——
Skew——
Implied moveBalanced±$4.06
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ95.6465.9%8.9%
25Δ98.3853.5%6.3%
30Δ100.1745.4%4.7%
35Δ106.4340.0%4.2%101.4040.4%3.6%
40Δ105.4137.0%3.3%102.3436.8%2.9%
45Δ104.5634.3%2.7%103.1532.7%2.2%
50Δ103.8332.5%2.2%103.7830.3%1.8%
55Δ103.1731.4%1.8%104.3027.6%1.4%
60Δ102.5430.9%1.5%104.7524.9%1.0%
65Δ101.8830.8%1.3%105.2423.4%0.8%
70Δ101.1032.1%1.1%105.7723.2%0.6%
75Δ100.1534.0%0.9%106.3323.0%0.4%
80Δ99.0136.1%0.7%106.9222.7%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
95.64
IV
65.9%
B/E move
8.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
98.38
IV
53.5%
B/E move
6.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
100.17
IV
45.4%
B/E move
4.7%

35Δ

Calls
Pseudo strike
106.43
IV
40.0%
B/E move
4.2%
Puts
Pseudo strike
101.40
IV
40.4%
B/E move
3.6%

40Δ

Calls
Pseudo strike
105.41
IV
37.0%
B/E move
3.3%
Puts
Pseudo strike
102.34
IV
36.8%
B/E move
2.9%

45Δ

Calls
Pseudo strike
104.56
IV
34.3%
B/E move
2.7%
Puts
Pseudo strike
103.15
IV
32.7%
B/E move
2.2%

50Δ

Calls
Pseudo strike
103.83
IV
32.5%
B/E move
2.2%
Puts
Pseudo strike
103.78
IV
30.3%
B/E move
1.8%

55Δ

Calls
Pseudo strike
103.17
IV
31.4%
B/E move
1.8%
Puts
Pseudo strike
104.30
IV
27.6%
B/E move
1.4%

60Δ

Calls
Pseudo strike
102.54
IV
30.9%
B/E move
1.5%
Puts
Pseudo strike
104.75
IV
24.9%
B/E move
1.0%

65Δ

Calls
Pseudo strike
101.88
IV
30.8%
B/E move
1.3%
Puts
Pseudo strike
105.24
IV
23.4%
B/E move
0.8%

70Δ

Calls
Pseudo strike
101.10
IV
32.1%
B/E move
1.1%
Puts
Pseudo strike
105.77
IV
23.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
100.15
IV
34.0%
B/E move
0.9%
Puts
Pseudo strike
106.33
IV
23.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
99.01
IV
36.1%
B/E move
0.7%
Puts
Pseudo strike
106.92
IV
22.7%
B/E move
0.3%

Options history

IV · four-Friday blend24.43%
Daily close
ESPO18.9%26.8%34.8%2026-08-13: 23.58%2026-08-17: 26.04%2026-08-18: 27.74%2026-08-19: 29.34%2026-08-20: 33.68%2026-08-21: 21.87%2026-08-24: 22.15%2026-08-25: 21.38%2026-08-26: 21.66%2026-08-27: 21.34%2026-08-28: 20.69%2026-08-31: 20.78%2026-09-01: 21.04%2026-09-02: 21.58%2026-09-03: 20.67%2026-09-04: 20.69%2026-09-08: 22.12%2026-09-09: 22.99%2026-09-10: 23.90%2026-09-11: 22.93%2026-09-14: 24.73%2026-09-15: 26.72%2026-09-16: 28.18%2026-09-17: 31.53%2026-09-18: 19.99%2026-09-21: 20.21%2026-09-22: 20.60%2026-09-23: 21.01%2026-09-24: 21.42%2026-09-25: 21.17%2026-09-28: 21.59%2026-09-29: 21.58%2026-09-30: 21.67%2026-10-01: 22.29%2026-10-02: 21.58%2026-10-05: 21.13%2026-10-06: 21.15%2026-10-07: 21.51%2026-10-08: 22.24%2026-10-09: 21.21%2026-10-12: 23.67%2026-10-14: 27.02%2026-10-16: 22.18%2026-10-19: 21.88%2026-10-21: 21.90%2026-10-22: 23.52%2026-10-23: 23.84%2026-10-26: 23.30%2026-10-27: 22.71%2026-10-28: 22.68%2026-10-29: 22.20%2026-10-30: 24.43%Aug 13Sep 21Oct 30
52 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
23.58%
26.04%
27.74%
29.34%
33.68%
21.87%
22.15%
21.38%
21.66%
21.34%
20.69%
20.78%
21.04%
21.58%
20.67%
20.69%
22.12%
22.99%
23.90%
22.93%
24.73%
26.72%
28.18%
31.53%
19.99%
20.21%
20.60%
21.01%
21.42%
21.17%
21.59%
21.58%
21.67%
22.29%
21.58%
21.13%
21.15%
21.51%
22.24%
21.21%
23.67%
27.02%
22.18%
21.88%
21.90%
23.52%
23.84%
23.30%
22.71%
22.68%
22.20%
24.43%