IntraAlpha
Create free account Start free

VanEck Agribusiness ETF MOO

i

Market datapartial · fetched 2026-10-22T23:28:02.355Z

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 · 2026-10-22T22:30:00.00394517Z

FundamentalsAlpha Vantage · unavailable

Share price$81.26
1D+0.6%
AH$80.47$80.69$80.90$81.12$81.345:30 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$0.46$2.00$3.54$5.08$6.62$74.95$78.89$82.83$86.77$90.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MOO spot · $81.26MOO PRICE$1.63$2.21$2.45$2.21$2.24$1.75$1.70$1.89$2.24$2.72$3.88$5.32$6.18$0.63$1.61$2.27$1.01$1.20$1.37$1.46$1.55$1.85$2.16$2.57$3.02$3.68
PutsFair1.03×
CallsExpensive1.65×
SkewBullish-13.72 pp
Implied moveBullish±$3.15
TiltBullish19.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.5554.0%15.9%77.2123.8%5.8%
25Δ93.5766.1%17.9%76.3840.9%8.0%
30Δ90.6761.5%14.6%76.4949.2%8.7%
35Δ86.3544.4%9.0%80.0218.2%2.8%
40Δ84.7438.6%7.0%80.5717.8%2.3%
45Δ82.7424.8%4.0%81.1017.2%1.9%
50Δ81.6519.2%2.6%81.5415.7%1.4%
55Δ81.1018.3%2.1%81.9914.2%1.0%
60Δ80.5318.7%1.9%82.4414.4%0.8%
65Δ79.8919.8%1.7%82.9014.7%0.6%
70Δ78.7524.9%1.7%83.4515.0%0.5%
75Δ77.2229.7%1.6%84.0315.5%0.3%
80Δ76.1530.7%1.3%84.8016.1%0.2%

20Δ

Calls
Pseudo strike
92.55
IV
54.0%
B/E move
15.9%
Puts
Pseudo strike
77.21
IV
23.8%
B/E move
5.8%

25Δ

Calls
Pseudo strike
93.57
IV
66.1%
B/E move
17.9%
Puts
Pseudo strike
76.38
IV
40.9%
B/E move
8.0%

30Δ

Calls
Pseudo strike
90.67
IV
61.5%
B/E move
14.6%
Puts
Pseudo strike
76.49
IV
49.2%
B/E move
8.7%

35Δ

Calls
Pseudo strike
86.35
IV
44.4%
B/E move
9.0%
Puts
Pseudo strike
80.02
IV
18.2%
B/E move
2.8%

40Δ

Calls
Pseudo strike
84.74
IV
38.6%
B/E move
7.0%
Puts
Pseudo strike
80.57
IV
17.8%
B/E move
2.3%

45Δ

Calls
Pseudo strike
82.74
IV
24.8%
B/E move
4.0%
Puts
Pseudo strike
81.10
IV
17.2%
B/E move
1.9%

50Δ

Calls
Pseudo strike
81.65
IV
19.2%
B/E move
2.6%
Puts
Pseudo strike
81.54
IV
15.7%
B/E move
1.4%

55Δ

Calls
Pseudo strike
81.10
IV
18.3%
B/E move
2.1%
Puts
Pseudo strike
81.99
IV
14.2%
B/E move
1.0%

60Δ

Calls
Pseudo strike
80.53
IV
18.7%
B/E move
1.9%
Puts
Pseudo strike
82.44
IV
14.4%
B/E move
0.8%

65Δ

Calls
Pseudo strike
79.89
IV
19.8%
B/E move
1.7%
Puts
Pseudo strike
82.90
IV
14.7%
B/E move
0.6%

70Δ

Calls
Pseudo strike
78.75
IV
24.9%
B/E move
1.7%
Puts
Pseudo strike
83.45
IV
15.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
77.22
IV
29.7%
B/E move
1.6%
Puts
Pseudo strike
84.03
IV
15.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
76.15
IV
30.7%
B/E move
1.3%
Puts
Pseudo strike
84.80
IV
16.1%
B/E move
0.2%

Options history

No recorded observations