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VanEck Morningstar Wide Moat ETF MOAT

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Market datapartial · fetched 2026-10-22T21:57:31.296Z

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 · 2026-10-22T21:51:11.005538252Z

FundamentalsAlpha Vantage · unavailable

Share price$113.04
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$0.44$1.72$3.00$4.28$5.56$104.08$107.72$111.37$115.01$118.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MOAT spot · $113.04MOAT PRICE$0.58$0.87$1.17$0.88$1.17$1.46$1.57$1.68$1.88$2.09$2.35$2.64$3.14$1.22$1.35$1.48$1.61$1.78$2.04$2.43$2.91$3.47$4.21$5.00$5.19
PutsExpensive1.87×
CallsFair0.98×
SkewBearish+8.57 pp
Implied moveBearish±$4.01
TiltBearish20.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ117.8315.7%4.7%105.3932.8%7.8%
25Δ117.4217.8%4.6%108.0227.3%5.6%
30Δ117.0119.9%4.5%109.8023.5%4.2%
35Δ114.9111.8%2.4%111.0820.9%3.2%
40Δ114.4712.8%2.3%112.0219.0%2.5%
45Δ114.0313.8%2.2%112.8018.2%2.0%
50Δ113.5112.7%1.8%113.5618.4%1.7%
55Δ112.9911.6%1.4%114.3318.9%1.4%
60Δ112.5611.2%1.2%115.1619.4%1.2%
65Δ112.1310.8%1.0%116.1320.4%1.0%
70Δ111.6910.5%0.9%117.1621.0%0.8%
75Δ111.2510.2%0.7%117.6919.0%0.5%
80Δ110.5410.4%0.6%

20Δ

Calls
Pseudo strike
117.83
IV
15.7%
B/E move
4.7%
Puts
Pseudo strike
105.39
IV
32.8%
B/E move
7.8%

25Δ

Calls
Pseudo strike
117.42
IV
17.8%
B/E move
4.6%
Puts
Pseudo strike
108.02
IV
27.3%
B/E move
5.6%

30Δ

Calls
Pseudo strike
117.01
IV
19.9%
B/E move
4.5%
Puts
Pseudo strike
109.80
IV
23.5%
B/E move
4.2%

35Δ

Calls
Pseudo strike
114.91
IV
11.8%
B/E move
2.4%
Puts
Pseudo strike
111.08
IV
20.9%
B/E move
3.2%

40Δ

Calls
Pseudo strike
114.47
IV
12.8%
B/E move
2.3%
Puts
Pseudo strike
112.02
IV
19.0%
B/E move
2.5%

45Δ

Calls
Pseudo strike
114.03
IV
13.8%
B/E move
2.2%
Puts
Pseudo strike
112.80
IV
18.2%
B/E move
2.0%

50Δ

Calls
Pseudo strike
113.51
IV
12.7%
B/E move
1.8%
Puts
Pseudo strike
113.56
IV
18.4%
B/E move
1.7%

55Δ

Calls
Pseudo strike
112.99
IV
11.6%
B/E move
1.4%
Puts
Pseudo strike
114.33
IV
18.9%
B/E move
1.4%

60Δ

Calls
Pseudo strike
112.56
IV
11.2%
B/E move
1.2%
Puts
Pseudo strike
115.16
IV
19.4%
B/E move
1.2%

65Δ

Calls
Pseudo strike
112.13
IV
10.8%
B/E move
1.0%
Puts
Pseudo strike
116.13
IV
20.4%
B/E move
1.0%

70Δ

Calls
Pseudo strike
111.69
IV
10.5%
B/E move
0.9%
Puts
Pseudo strike
117.16
IV
21.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
111.25
IV
10.2%
B/E move
0.7%
Puts
Pseudo strike
117.69
IV
19.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
110.54
IV
10.4%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations