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VanEck Morningstar Wide Moat ETF MOAT

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Market dataready · fetched 2026-11-11T14:57:49.588Z

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 · 2026-11-11T14:57:32.521638787Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:57:49.045474+00:00

Share price$116.71
1D-0.2%
$116.60$116.69$116.79$116.88$116.985:30 AM6:30 AM9:00 AM1:00 PMMOAT
Sold putSold call

VanEck Morningstar Wide Moat ETF options

Live interpolated MOAT call and put midpoint premiums by absolute delta.VanEck Morningstar Wide Moat ETF$1.42$2.04$2.66$3.28$3.89$-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 unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEMOAT PRICE$3.24$3.72$1.49$1.62$1.77$1.92$2.13$2.42$2.72$3.01
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
45Δ116.3523.2%1.6%
50Δ116.9021.5%1.2%
55Δ117.3420.1%1.0%
60Δ117.7618.8%0.7%
65Δ118.1817.8%0.6%
70Δ118.6117.3%0.4%
75Δ114.1921.9%0.6%119.0416.8%0.3%
80Δ113.5721.7%0.5%119.4716.2%0.2%

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
116.35
IV
23.2%
B/E move
1.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
116.90
IV
21.5%
B/E move
1.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
117.34
IV
20.1%
B/E move
1.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
117.76
IV
18.8%
B/E move
0.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
118.18
IV
17.8%
B/E move
0.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
118.61
IV
17.3%
B/E move
0.4%

75Δ

Calls
Pseudo strike
114.19
IV
21.9%
B/E move
0.6%
Puts
Pseudo strike
119.04
IV
16.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
113.57
IV
21.7%
B/E move
0.5%
Puts
Pseudo strike
119.47
IV
16.2%
B/E move
0.2%

Options history

IV · four-Friday blend17.10%
Daily EOD
MOAT16.5%20.8%25.2%2026-10-19: 24.59%2026-10-20: 18.84%2026-10-21: 23.56%2026-10-22: 21.92%2026-10-23: 23.80%2026-10-26: 18.72%2026-10-27: 18.28%2026-10-28: 20.00%2026-10-29: 19.63%2026-10-30: 17.10%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
24.59%
18.84%
23.56%
21.92%
23.80%
18.72%
18.28%
20.00%
19.63%
17.10%