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VanEck Alternative Asset Manager ETF GPZ

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Market datapartial · fetched 2026-10-22T21:29:59.131Z

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 · 2026-10-22T20:10:00.001771761Z

FundamentalsAlpha Vantage · unavailable

Share price$22.07
1D+3.4%
AH$21.28$21.49$21.71$21.92$22.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGPZ
Sold putSold callAH

VanEck Alternative Asset Manager ETF options

Live interpolated GPZ call and put midpoint premiums by absolute delta.VanEck Alternative Asset Manager ETF$0.37$0.88$1.40$1.91$2.43$18.49$20.29$22.09$23.89$25.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GPZ spot · $22.07GPZ PRICE$0.42$0.44$0.47$0.54$0.61$0.68$0.75$0.83$1.02$1.21$1.39$1.67$2.06$0.51$0.48$0.43$0.56$0.69$0.82$0.96$1.10$1.24$1.41$1.66$1.91$2.28
PutsCheap0.82×
CallsCheap0.82×
SkewBullish-0.54 pp
Implied moveBearish±$1.71
TiltBearish7.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.4567.0%21.8%19.1967.8%15.4%
25Δ24.8552.3%14.6%20.3848.7%9.9%
30Δ23.8042.9%10.0%21.2032.5%5.9%
35Δ23.3039.3%8.0%21.4633.7%5.3%
40Δ22.8836.3%6.4%21.7235.0%4.7%
45Δ22.5834.3%5.4%21.9836.2%4.1%
50Δ22.2932.2%4.4%22.2535.7%3.5%
55Δ21.9930.3%3.4%22.5235.0%2.9%
60Δ21.7131.2%3.0%22.7934.3%2.3%
65Δ21.4332.1%2.6%23.0833.7%1.8%
70Δ21.1633.0%2.2%23.4233.8%1.4%
75Δ20.8034.5%1.8%23.7533.9%1.1%
80Δ20.3437.0%1.5%24.2034.9%0.7%

20Δ

Calls
Pseudo strike
26.45
IV
67.0%
B/E move
21.8%
Puts
Pseudo strike
19.19
IV
67.8%
B/E move
15.4%

25Δ

Calls
Pseudo strike
24.85
IV
52.3%
B/E move
14.6%
Puts
Pseudo strike
20.38
IV
48.7%
B/E move
9.9%

30Δ

Calls
Pseudo strike
23.80
IV
42.9%
B/E move
10.0%
Puts
Pseudo strike
21.20
IV
32.5%
B/E move
5.9%

35Δ

Calls
Pseudo strike
23.30
IV
39.3%
B/E move
8.0%
Puts
Pseudo strike
21.46
IV
33.7%
B/E move
5.3%

40Δ

Calls
Pseudo strike
22.88
IV
36.3%
B/E move
6.4%
Puts
Pseudo strike
21.72
IV
35.0%
B/E move
4.7%

45Δ

Calls
Pseudo strike
22.58
IV
34.3%
B/E move
5.4%
Puts
Pseudo strike
21.98
IV
36.2%
B/E move
4.1%

50Δ

Calls
Pseudo strike
22.29
IV
32.2%
B/E move
4.4%
Puts
Pseudo strike
22.25
IV
35.7%
B/E move
3.5%

55Δ

Calls
Pseudo strike
21.99
IV
30.3%
B/E move
3.4%
Puts
Pseudo strike
22.52
IV
35.0%
B/E move
2.9%

60Δ

Calls
Pseudo strike
21.71
IV
31.2%
B/E move
3.0%
Puts
Pseudo strike
22.79
IV
34.3%
B/E move
2.3%

65Δ

Calls
Pseudo strike
21.43
IV
32.1%
B/E move
2.6%
Puts
Pseudo strike
23.08
IV
33.7%
B/E move
1.8%

70Δ

Calls
Pseudo strike
21.16
IV
33.0%
B/E move
2.2%
Puts
Pseudo strike
23.42
IV
33.8%
B/E move
1.4%

75Δ

Calls
Pseudo strike
20.80
IV
34.5%
B/E move
1.8%
Puts
Pseudo strike
23.75
IV
33.9%
B/E move
1.1%

80Δ

Calls
Pseudo strike
20.34
IV
37.0%
B/E move
1.5%
Puts
Pseudo strike
24.20
IV
34.9%
B/E move
0.7%

Options history

No recorded observations