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VanEck Israel ETF ISRA

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Market datapartial · fetched 2026-10-22T21:34:41.874Z

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 · 2026-10-22T20:10:00.003677232Z

FundamentalsAlpha Vantage · unavailable

Share price$65.63
1D-0.3%
AH$65.31$65.52$65.74$65.95$66.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMISRA
Sold putSold callAH

VanEck Israel ETF options

Live interpolated ISRA call and put midpoint premiums by absolute delta.VanEck Israel ETF$1.22$2.30$3.37$4.45$5.52$58.04$61.88$65.72$69.56$73.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ISRA spot · $65.63ISRA PRICE$1.34$1.44$1.55$1.73$1.99$2.53$2.55$2.59$2.87$3.43$4.11$4.86$1.56$1.71$1.87$2.04$2.21$2.38$2.44$2.61$3.11$3.67$4.31$5.21
PutsExpensive1.38×
CallsExpensive1.71×
SkewBullish-0.99 pp
Implied moveBullish±$4.91
TiltBearish3.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ73.5252.1%14.1%60.2552.6%10.6%
30Δ70.7843.5%10.0%62.0945.4%8.0%
35Δ69.0037.7%7.5%63.4240.4%6.2%
40Δ67.8534.8%6.0%64.4536.6%4.9%
45Δ66.9133.4%5.0%65.3333.3%3.8%
50Δ66.1736.3%4.7%66.0730.6%3.0%
55Δ65.4431.8%3.6%66.6127.2%2.2%
60Δ64.7627.3%2.6%67.1924.9%1.6%
65Δ64.1626.3%2.1%67.8825.6%1.3%
70Δ63.3927.3%1.8%68.6326.1%1.0%
75Δ62.5428.5%1.5%69.4526.5%0.7%
80Δ61.5929.4%1.3%70.5227.5%0.5%

20Δ

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

25Δ

Calls
Pseudo strike
73.52
IV
52.1%
B/E move
14.1%
Puts
Pseudo strike
60.25
IV
52.6%
B/E move
10.6%

30Δ

Calls
Pseudo strike
70.78
IV
43.5%
B/E move
10.0%
Puts
Pseudo strike
62.09
IV
45.4%
B/E move
8.0%

35Δ

Calls
Pseudo strike
69.00
IV
37.7%
B/E move
7.5%
Puts
Pseudo strike
63.42
IV
40.4%
B/E move
6.2%

40Δ

Calls
Pseudo strike
67.85
IV
34.8%
B/E move
6.0%
Puts
Pseudo strike
64.45
IV
36.6%
B/E move
4.9%

45Δ

Calls
Pseudo strike
66.91
IV
33.4%
B/E move
5.0%
Puts
Pseudo strike
65.33
IV
33.3%
B/E move
3.8%

50Δ

Calls
Pseudo strike
66.17
IV
36.3%
B/E move
4.7%
Puts
Pseudo strike
66.07
IV
30.6%
B/E move
3.0%

55Δ

Calls
Pseudo strike
65.44
IV
31.8%
B/E move
3.6%
Puts
Pseudo strike
66.61
IV
27.2%
B/E move
2.2%

60Δ

Calls
Pseudo strike
64.76
IV
27.3%
B/E move
2.6%
Puts
Pseudo strike
67.19
IV
24.9%
B/E move
1.6%

65Δ

Calls
Pseudo strike
64.16
IV
26.3%
B/E move
2.1%
Puts
Pseudo strike
67.88
IV
25.6%
B/E move
1.3%

70Δ

Calls
Pseudo strike
63.39
IV
27.3%
B/E move
1.8%
Puts
Pseudo strike
68.63
IV
26.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
62.54
IV
28.5%
B/E move
1.5%
Puts
Pseudo strike
69.45
IV
26.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
61.59
IV
29.4%
B/E move
1.3%
Puts
Pseudo strike
70.52
IV
27.5%
B/E move
0.5%

Options history

No recorded observations