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VanEck India Growth Leaders ETF GLIN

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Market datapartial · fetched 2026-10-22T21:24:14.212Z

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 · 2026-10-22T20:10:00.003714477Z

FundamentalsAlpha Vantage · unavailable

Share price$44.70
1D+0.8%
AH$44.29$44.40$44.51$44.62$44.735:30 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$0.35$1.18$2.00$2.82$3.64$40.91$42.79$44.67$46.56$48.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GLIN spot · $44.70GLIN PRICE$0.51$0.55$0.62$0.68$0.76$0.84$0.93$1.08$1.22$1.36$1.62$1.90$2.20$0.56$0.44$0.59$0.75$0.89$1.03$1.17$1.36$1.57$1.77$2.20$2.66$3.41
PutsExpensive1.11×
CallsCheap0.94×
SkewBearish+1.83 pp
Implied moveBearish±$2.11
TiltBearish12.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.4638.5%11.8%41.1938.2%9.1%
25Δ47.7330.4%8.0%43.0422.6%4.7%
30Δ46.8326.9%6.2%43.4223.2%4.2%
35Δ46.1724.0%4.8%43.8123.9%3.7%
40Δ45.7022.1%3.9%44.1823.9%3.2%
45Δ45.3020.5%3.2%44.5523.1%2.6%
50Δ44.9319.1%2.6%44.9222.4%2.1%
55Δ44.6318.8%2.2%45.2822.0%1.7%
60Δ44.3318.4%1.9%45.6421.8%1.4%
65Δ44.0318.0%1.5%45.9921.6%1.1%
70Δ43.6718.3%1.3%46.5222.9%0.9%
75Δ43.3018.7%1.1%47.0724.2%0.7%
80Δ42.9119.0%0.9%47.9026.5%0.5%

20Δ

Calls
Pseudo strike
49.46
IV
38.5%
B/E move
11.8%
Puts
Pseudo strike
41.19
IV
38.2%
B/E move
9.1%

25Δ

Calls
Pseudo strike
47.73
IV
30.4%
B/E move
8.0%
Puts
Pseudo strike
43.04
IV
22.6%
B/E move
4.7%

30Δ

Calls
Pseudo strike
46.83
IV
26.9%
B/E move
6.2%
Puts
Pseudo strike
43.42
IV
23.2%
B/E move
4.2%

35Δ

Calls
Pseudo strike
46.17
IV
24.0%
B/E move
4.8%
Puts
Pseudo strike
43.81
IV
23.9%
B/E move
3.7%

40Δ

Calls
Pseudo strike
45.70
IV
22.1%
B/E move
3.9%
Puts
Pseudo strike
44.18
IV
23.9%
B/E move
3.2%

45Δ

Calls
Pseudo strike
45.30
IV
20.5%
B/E move
3.2%
Puts
Pseudo strike
44.55
IV
23.1%
B/E move
2.6%

50Δ

Calls
Pseudo strike
44.93
IV
19.1%
B/E move
2.6%
Puts
Pseudo strike
44.92
IV
22.4%
B/E move
2.1%

55Δ

Calls
Pseudo strike
44.63
IV
18.8%
B/E move
2.2%
Puts
Pseudo strike
45.28
IV
22.0%
B/E move
1.7%

60Δ

Calls
Pseudo strike
44.33
IV
18.4%
B/E move
1.9%
Puts
Pseudo strike
45.64
IV
21.8%
B/E move
1.4%

65Δ

Calls
Pseudo strike
44.03
IV
18.0%
B/E move
1.5%
Puts
Pseudo strike
45.99
IV
21.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
43.67
IV
18.3%
B/E move
1.3%
Puts
Pseudo strike
46.52
IV
22.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
43.30
IV
18.7%
B/E move
1.1%
Puts
Pseudo strike
47.07
IV
24.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
42.91
IV
19.0%
B/E move
0.9%
Puts
Pseudo strike
47.90
IV
26.5%
B/E move
0.5%

Options history

No recorded observations