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VanEck Agribusiness ETF MOO

i

Market dataready · fetched 2026-11-12T01:33:49.133Z

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 · 2026-11-12T01:00:00.132342267Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:33:48.398092+00:00

Share price$84.05
1D+0.5%
AH$83.25$83.46$83.68$83.89$84.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMOO
Sold putSold callAH

VanEck Agribusiness ETF options

Live interpolated MOO call and put midpoint premiums by absolute delta.VanEck Agribusiness ETF$0.62$1.27$1.92$2.56$3.21$77.76$80.33$82.90$85.47$88.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MOO spot · $84.05MOO PRICE$0.81$0.95$1.06$1.13$1.21$1.28$1.36$2.55$1.99$2.45$2.45$0.69$0.81$0.92$1.08$1.29$1.50$1.78$2.10$2.49$3.02
PutsExpensive2.31×
Calls——
Skew——
Implied moveBearish±$2.03
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.01110.5%14.3%
25Δ75.80114.8%12.7%
30Δ78.8991.3%9.0%
35Δ83.0621.9%2.0%
40Δ83.4421.0%1.7%
45Δ84.4617.8%1.4%83.8220.2%1.4%
50Δ84.1618.1%1.3%84.1819.9%1.1%
55Δ83.9017.7%1.1%84.5220.2%1.0%
60Δ83.6916.5%0.9%84.8720.4%0.8%
65Δ83.4715.3%0.8%85.2720.9%0.7%
70Δ83.2614.1%0.6%85.7021.4%0.5%
75Δ83.0412.9%0.4%86.2022.1%0.4%
80Δ81.9020.7%0.5%86.8223.1%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
74.01
IV
110.5%
B/E move
14.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
75.80
IV
114.8%
B/E move
12.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.89
IV
91.3%
B/E move
9.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.06
IV
21.9%
B/E move
2.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.44
IV
21.0%
B/E move
1.7%

45Δ

Calls
Pseudo strike
84.46
IV
17.8%
B/E move
1.4%
Puts
Pseudo strike
83.82
IV
20.2%
B/E move
1.4%

50Δ

Calls
Pseudo strike
84.16
IV
18.1%
B/E move
1.3%
Puts
Pseudo strike
84.18
IV
19.9%
B/E move
1.1%

55Δ

Calls
Pseudo strike
83.90
IV
17.7%
B/E move
1.1%
Puts
Pseudo strike
84.52
IV
20.2%
B/E move
1.0%

60Δ

Calls
Pseudo strike
83.69
IV
16.5%
B/E move
0.9%
Puts
Pseudo strike
84.87
IV
20.4%
B/E move
0.8%

65Δ

Calls
Pseudo strike
83.47
IV
15.3%
B/E move
0.8%
Puts
Pseudo strike
85.27
IV
20.9%
B/E move
0.7%

70Δ

Calls
Pseudo strike
83.26
IV
14.1%
B/E move
0.6%
Puts
Pseudo strike
85.70
IV
21.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
83.04
IV
12.9%
B/E move
0.4%
Puts
Pseudo strike
86.20
IV
22.1%
B/E move
0.4%

80Δ

Calls
Pseudo strike
81.90
IV
20.7%
B/E move
0.5%
Puts
Pseudo strike
86.82
IV
23.1%
B/E move
0.3%

Options history

IV · four-Friday blend21.17%
Daily EOD
MOO17.4%20.1%22.9%2026-10-19: 18.89%2026-10-20: 20.04%2026-10-21: 20.69%2026-10-22: 18.15%2026-10-23: 18.57%2026-10-26: 20.24%2026-10-27: 17.76%2026-10-28: 22.54%2026-10-29: 21.99%2026-10-30: 21.17%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
18.89%
20.04%
20.69%
18.15%
18.57%
20.24%
17.76%
22.54%
21.99%
21.17%