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VanEck ETF Trust VanEck Digital Native Economy ETF GENZ

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Market datapartial · fetched 2026-10-22T17:04:05.734Z

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 · 2026-10-22T15:29:51.402145006Z

FundamentalsAlpha Vantage · unavailable

Share price$38.36
1D-0.6%
$38.34$38.41$38.49$38.56$38.635:30 AM6:30 AM9:00 AM1:00 PMGENZ
Sold putSold call

VanEck ETF Trust VanEck Digital Native Economy ETF options

Live interpolated GENZ call and put midpoint premiums by absolute delta.VanEck ETF Trust VanEck Digital Native Economy ETF$0.18$1.39$2.59$3.80$5.00$34.78$36.76$38.73$40.70$42.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GENZ spot · $38.36GENZ PRICE$0.31$0.47$0.64$0.81$0.76$0.85$1.18$1.50$1.81$2.11$2.72$3.71$4.66$0.37$0.60$0.53$0.60$0.67$0.92$1.17$1.42$1.63$1.84$2.06$2.42$2.77
PutsExpensive1.14×
CallsExpensive1.56×
SkewBullish-6.83 pp
Implied moveBalanced±$2.35
TiltBullish11.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.2027.1%8.2%35.9929.7%7.1%
25Δ40.7328.3%7.4%36.0136.7%7.7%
30Δ40.4030.6%7.0%37.1724.9%4.5%
35Δ40.0733.0%6.6%37.5823.0%3.6%
40Δ39.4126.3%4.7%37.9921.0%2.7%
45Δ38.8423.1%3.5%38.3222.9%2.5%
50Δ38.5027.0%3.4%38.6424.8%2.3%
55Δ38.1530.9%3.4%38.9726.8%2.1%
60Δ37.7432.9%3.1%39.3226.4%1.8%
65Δ37.2733.3%2.6%39.6825.7%1.4%
70Δ36.5737.7%2.4%40.0425.2%1.0%
75Δ35.5545.7%2.3%40.5025.2%0.7%
80Δ34.4650.5%2.0%40.9625.2%0.4%

20Δ

Calls
Pseudo strike
41.20
IV
27.1%
B/E move
8.2%
Puts
Pseudo strike
35.99
IV
29.7%
B/E move
7.1%

25Δ

Calls
Pseudo strike
40.73
IV
28.3%
B/E move
7.4%
Puts
Pseudo strike
36.01
IV
36.7%
B/E move
7.7%

30Δ

Calls
Pseudo strike
40.40
IV
30.6%
B/E move
7.0%
Puts
Pseudo strike
37.17
IV
24.9%
B/E move
4.5%

35Δ

Calls
Pseudo strike
40.07
IV
33.0%
B/E move
6.6%
Puts
Pseudo strike
37.58
IV
23.0%
B/E move
3.6%

40Δ

Calls
Pseudo strike
39.41
IV
26.3%
B/E move
4.7%
Puts
Pseudo strike
37.99
IV
21.0%
B/E move
2.7%

45Δ

Calls
Pseudo strike
38.84
IV
23.1%
B/E move
3.5%
Puts
Pseudo strike
38.32
IV
22.9%
B/E move
2.5%

50Δ

Calls
Pseudo strike
38.50
IV
27.0%
B/E move
3.4%
Puts
Pseudo strike
38.64
IV
24.8%
B/E move
2.3%

55Δ

Calls
Pseudo strike
38.15
IV
30.9%
B/E move
3.4%
Puts
Pseudo strike
38.97
IV
26.8%
B/E move
2.1%

60Δ

Calls
Pseudo strike
37.74
IV
32.9%
B/E move
3.1%
Puts
Pseudo strike
39.32
IV
26.4%
B/E move
1.8%

65Δ

Calls
Pseudo strike
37.27
IV
33.3%
B/E move
2.6%
Puts
Pseudo strike
39.68
IV
25.7%
B/E move
1.4%

70Δ

Calls
Pseudo strike
36.57
IV
37.7%
B/E move
2.4%
Puts
Pseudo strike
40.04
IV
25.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
35.55
IV
45.7%
B/E move
2.3%
Puts
Pseudo strike
40.50
IV
25.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
34.46
IV
50.5%
B/E move
2.0%
Puts
Pseudo strike
40.96
IV
25.2%
B/E move
0.4%

Options history

No recorded observations