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VanEck India Growth Leaders ETF GLIN

i

Market dataready · fetched 2026-11-12T02:06:07.889Z

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 · 2026-11-12T01:00:00.136795611Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:06:07.558046+00:00

Share price$46.94
1D-0.4%
AH$46.90$46.96$47.02$47.08$47.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGLIN
Sold putSold callAH

VanEck India Growth Leaders ETF options

Live interpolated GLIN call and put midpoint premiums by absolute delta.VanEck India Growth Leaders ETF$0.42$0.80$1.18$1.56$1.95$44.60$45.91$47.21$48.52$49.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GLIN spot · $46.94GLIN PRICE$0.47$0.49$0.53$0.57$0.64$0.72$0.79$0.90$1.02$1.14$1.25$1.50$1.84$0.46$0.48$0.55$0.61$0.67$0.73$0.78$0.85$0.93$1.00$1.07$1.14
Puts——
CallsExpensive1.14×
Skew——
Implied moveBalanced±$1.57
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.1461.2%10.0%43.9653.8%7.3%
25Δ49.5246.9%6.5%45.0342.7%5.1%
30Δ48.6639.5%4.8%45.5838.6%4.1%
35Δ48.0434.4%3.6%46.0734.8%3.2%
40Δ47.7032.1%3.0%46.4031.9%2.6%
45Δ47.3730.0%2.4%46.7229.1%2.0%
50Δ47.0528.0%1.9%47.0226.3%1.5%
55Δ46.8026.9%1.6%47.2024.7%1.3%
60Δ46.5626.1%1.4%47.3823.1%1.0%
65Δ46.3325.2%1.1%47.5521.5%0.8%
70Δ46.0924.4%0.9%47.7319.9%0.6%
75Δ45.7624.8%0.7%47.9018.4%0.4%
80Δ45.3726.2%0.6%

20Δ

Calls
Pseudo strike
51.14
IV
61.2%
B/E move
10.0%
Puts
Pseudo strike
43.96
IV
53.8%
B/E move
7.3%

25Δ

Calls
Pseudo strike
49.52
IV
46.9%
B/E move
6.5%
Puts
Pseudo strike
45.03
IV
42.7%
B/E move
5.1%

30Δ

Calls
Pseudo strike
48.66
IV
39.5%
B/E move
4.8%
Puts
Pseudo strike
45.58
IV
38.6%
B/E move
4.1%

35Δ

Calls
Pseudo strike
48.04
IV
34.4%
B/E move
3.6%
Puts
Pseudo strike
46.07
IV
34.8%
B/E move
3.2%

40Δ

Calls
Pseudo strike
47.70
IV
32.1%
B/E move
3.0%
Puts
Pseudo strike
46.40
IV
31.9%
B/E move
2.6%

45Δ

Calls
Pseudo strike
47.37
IV
30.0%
B/E move
2.4%
Puts
Pseudo strike
46.72
IV
29.1%
B/E move
2.0%

50Δ

Calls
Pseudo strike
47.05
IV
28.0%
B/E move
1.9%
Puts
Pseudo strike
47.02
IV
26.3%
B/E move
1.5%

55Δ

Calls
Pseudo strike
46.80
IV
26.9%
B/E move
1.6%
Puts
Pseudo strike
47.20
IV
24.7%
B/E move
1.3%

60Δ

Calls
Pseudo strike
46.56
IV
26.1%
B/E move
1.4%
Puts
Pseudo strike
47.38
IV
23.1%
B/E move
1.0%

65Δ

Calls
Pseudo strike
46.33
IV
25.2%
B/E move
1.1%
Puts
Pseudo strike
47.55
IV
21.5%
B/E move
0.8%

70Δ

Calls
Pseudo strike
46.09
IV
24.4%
B/E move
0.9%
Puts
Pseudo strike
47.73
IV
19.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
45.76
IV
24.8%
B/E move
0.7%
Puts
Pseudo strike
47.90
IV
18.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
45.37
IV
26.2%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend21.15%
Daily close
GLIN17.6%26.2%34.7%2026-08-13: 22.96%2026-08-14: 23.34%2026-08-17: 25.17%2026-08-18: 26.80%2026-08-19: 28.70%2026-08-20: 33.32%2026-08-21: 19.42%2026-08-24: 20.16%2026-08-25: 19.53%2026-08-26: 19.25%2026-08-27: 19.61%2026-08-28: 19.33%2026-08-31: 19.96%2026-09-01: 19.92%2026-09-02: 20.17%2026-09-03: 20.65%2026-09-04: 20.38%2026-09-08: 21.89%2026-09-09: 22.58%2026-09-10: 23.33%2026-09-11: 23.46%2026-09-14: 24.70%2026-09-15: 28.33%2026-09-16: 29.53%2026-09-17: 33.56%2026-09-18: 20.28%2026-09-21: 19.69%2026-09-22: 19.81%2026-09-23: 19.82%2026-09-24: 20.33%2026-09-25: 18.80%2026-09-28: 20.33%2026-09-29: 20.50%2026-09-30: 21.00%2026-10-01: 20.81%2026-10-02: 20.48%2026-10-05: 20.65%2026-10-06: 21.25%2026-10-07: 22.53%2026-10-08: 23.19%2026-10-09: 23.10%2026-10-12: 25.70%2026-10-13: 25.24%2026-10-14: 28.11%2026-10-15: 32.89%2026-10-16: 20.84%2026-10-19: 21.25%2026-10-20: 21.01%2026-10-21: 21.31%2026-10-22: 21.11%2026-10-23: 21.28%2026-10-26: 21.71%2026-10-27: 21.12%2026-10-28: 21.26%2026-10-29: 20.96%2026-10-30: 21.15%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
22.96%
23.34%
25.17%
26.80%
28.70%
33.32%
19.42%
20.16%
19.53%
19.25%
19.61%
19.33%
19.96%
19.92%
20.17%
20.65%
20.38%
21.89%
22.58%
23.33%
23.46%
24.70%
28.33%
29.53%
33.56%
20.28%
19.69%
19.81%
19.82%
20.33%
18.80%
20.33%
20.50%
21.00%
20.81%
20.48%
20.65%
21.25%
22.53%
23.19%
23.10%
25.70%
25.24%
28.11%
32.89%
20.84%
21.25%
21.01%
21.31%
21.11%
21.28%
21.71%
21.12%
21.26%
20.96%
21.15%