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VanEck Israel ETF ISRA

i

Market dataready · fetched 2026-11-12T16:54:08.779Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-11-12T16:43:53.292933518Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:54:07.786951+00:00

Share price$61.76
1D-0.3%
$61.50$61.63$61.75$61.88$62.005:30 AM6:30 AM9:00 AM1:00 PMISRA
Sold putSold call

VanEck Israel ETF options

Live interpolated ISRA call and put midpoint premiums by absolute delta.VanEck Israel ETF$6.01$6.71$7.42$8.13$8.83$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEISRA PRICE$6.08$6.77$7.46$6.76$7.20$8.63
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ66.6230.3%3.1%
65Δ59.4630.3%6.1%67.7128.1%2.0%
70Δ58.1529.1%5.1%69.5628.7%1.3%
75Δ56.8528.0%4.1%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.62
IV
30.3%
B/E move
3.1%

65Δ

Calls
Pseudo strike
59.46
IV
30.3%
B/E move
6.1%
Puts
Pseudo strike
67.71
IV
28.1%
B/E move
2.0%

70Δ

Calls
Pseudo strike
58.15
IV
29.1%
B/E move
5.1%
Puts
Pseudo strike
69.56
IV
28.7%
B/E move
1.3%

75Δ

Calls
Pseudo strike
56.85
IV
28.0%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend27.84%
Daily close
ISRA23.3%38.3%53.2%2026-08-14: 28.00%2026-08-17: 33.51%2026-08-18: 35.81%2026-08-19: 38.30%2026-08-20: 45.15%2026-08-21: 26.34%2026-08-24: 26.56%2026-08-25: 27.41%2026-08-26: 27.46%2026-08-27: 25.38%2026-08-28: 26.94%2026-08-31: 29.06%2026-09-01: 29.91%2026-09-02: 28.04%2026-09-03: 27.79%2026-09-04: 28.20%2026-09-08: 32.76%2026-09-09: 31.02%2026-09-10: 35.28%2026-09-11: 28.96%2026-09-14: 36.87%2026-09-15: 42.08%2026-09-16: 45.68%2026-09-17: 51.15%2026-09-18: 30.97%2026-09-21: 30.07%2026-09-22: 27.36%2026-09-23: 29.00%2026-09-24: 29.60%2026-09-25: 29.92%2026-09-28: 31.10%2026-09-29: 31.65%2026-09-30: 32.51%2026-10-01: 33.71%2026-10-02: 33.09%2026-10-05: 34.60%2026-10-06: 32.66%2026-10-07: 33.73%2026-10-08: 34.81%2026-10-09: 31.96%2026-10-12: 35.61%2026-10-13: 39.25%2026-10-14: 43.14%2026-10-15: 50.32%2026-10-16: 28.00%2026-10-19: 28.77%2026-10-20: 27.07%2026-10-21: 26.47%2026-10-22: 28.61%2026-10-23: 26.46%2026-10-26: 27.66%2026-10-27: 27.98%2026-10-28: 28.82%2026-10-29: 27.02%2026-10-30: 27.84%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
28.00%
33.51%
35.81%
38.30%
45.15%
26.34%
26.56%
27.41%
27.46%
25.38%
26.94%
29.06%
29.91%
28.04%
27.79%
28.20%
32.76%
31.02%
35.28%
28.96%
36.87%
42.08%
45.68%
51.15%
30.97%
30.07%
27.36%
29.00%
29.60%
29.92%
31.10%
31.65%
32.51%
33.71%
33.09%
34.60%
32.66%
33.73%
34.81%
31.96%
35.61%
39.25%
43.14%
50.32%
28.00%
28.77%
27.07%
26.47%
28.61%
26.46%
27.66%
27.98%
28.82%
27.02%
27.84%