IntraAlpha
Create free account Start free

VanEck Morningstar Wide Moat ETF MOAT

i

Market dataready · fetched 2026-10-22T20:11:23.363Z

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 · 2026-10-22T20:10:04.648373665Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T20:11:22.967940+00:00

Share price$113.11
1D+1.1%
AH$111.16$111.68$112.21$112.73$113.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMOAT
Sold putSold callAH

VanEck Morningstar Wide Moat ETF options

Live interpolated MOAT call and put midpoint premiums by absolute delta.VanEck Morningstar Wide Moat ETF$0.43$1.72$3.02$4.31$5.61$104.07$107.74$111.40$115.07$118.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MOAT spot · $113.11MOAT PRICE$0.57$0.86$1.16$0.86$1.14$1.43$1.56$1.66$1.84$2.04$2.26$2.54$2.82$1.22$1.35$1.48$1.62$1.80$2.06$2.48$2.97$3.56$4.36$5.04$5.23
PutsExpensive1.89×
CallsFair0.96×
SkewBearish+9.11 pp
Implied moveBearish±$4.04
TiltBearish23.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ117.8415.5%4.7%105.4432.9%7.9%
25Δ117.4317.5%4.6%108.0827.3%5.6%
30Δ117.0219.6%4.5%109.8623.6%4.2%
35Δ114.9511.5%2.4%111.1420.9%3.2%
40Δ114.5112.5%2.2%112.0819.2%2.5%
45Δ114.0713.4%2.1%112.8718.4%2.0%
50Δ113.5812.6%1.8%113.6318.8%1.7%
55Δ113.0711.5%1.4%114.4219.3%1.5%
60Δ112.6510.9%1.2%115.2819.9%1.2%
65Δ112.2410.5%1.0%116.3021.0%1.0%
70Δ111.8210.1%0.9%117.2421.2%0.8%
75Δ111.419.8%0.7%117.8119.1%0.5%
80Δ110.979.5%0.6%

20Δ

Calls
Pseudo strike
117.84
IV
15.5%
B/E move
4.7%
Puts
Pseudo strike
105.44
IV
32.9%
B/E move
7.9%

25Δ

Calls
Pseudo strike
117.43
IV
17.5%
B/E move
4.6%
Puts
Pseudo strike
108.08
IV
27.3%
B/E move
5.6%

30Δ

Calls
Pseudo strike
117.02
IV
19.6%
B/E move
4.5%
Puts
Pseudo strike
109.86
IV
23.6%
B/E move
4.2%

35Δ

Calls
Pseudo strike
114.95
IV
11.5%
B/E move
2.4%
Puts
Pseudo strike
111.14
IV
20.9%
B/E move
3.2%

40Δ

Calls
Pseudo strike
114.51
IV
12.5%
B/E move
2.2%
Puts
Pseudo strike
112.08
IV
19.2%
B/E move
2.5%

45Δ

Calls
Pseudo strike
114.07
IV
13.4%
B/E move
2.1%
Puts
Pseudo strike
112.87
IV
18.4%
B/E move
2.0%

50Δ

Calls
Pseudo strike
113.58
IV
12.6%
B/E move
1.8%
Puts
Pseudo strike
113.63
IV
18.8%
B/E move
1.7%

55Δ

Calls
Pseudo strike
113.07
IV
11.5%
B/E move
1.4%
Puts
Pseudo strike
114.42
IV
19.3%
B/E move
1.5%

60Δ

Calls
Pseudo strike
112.65
IV
10.9%
B/E move
1.2%
Puts
Pseudo strike
115.28
IV
19.9%
B/E move
1.2%

65Δ

Calls
Pseudo strike
112.24
IV
10.5%
B/E move
1.0%
Puts
Pseudo strike
116.30
IV
21.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
111.82
IV
10.1%
B/E move
0.9%
Puts
Pseudo strike
117.24
IV
21.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
111.41
IV
9.8%
B/E move
0.7%
Puts
Pseudo strike
117.81
IV
19.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
110.97
IV
9.5%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations