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VanEck Oil Services ETF OIH

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Market dataready · fetched 2026-10-16T21:49:29.743Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T20:17:03.391172719Z

FundamentalsAlpha Vantage · ready

Share price$382.18
1D+0.3%
AH$380$381$382$383$3855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOIH
Sold putSold callAH

VanEck Oil Services ETF options

Live interpolated OIH call and put midpoint premiums by absolute delta.VanEck Oil Services ETF$3.14$13.59$24.03$34.48$44.92$332.98$358.20$383.42$408.64$433.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OIH spot · $382.18OIH PRICE$4.27$5.67$7.03$8.88$10.45$12.78$14.83$17.25$20.25$23.02$26.63$30.09$34.51$4.67$6.43$7.95$9.80$11.95$14.13$16.79$19.44$22.76$26.43$30.47$35.33$41.91
PutsFair1.01×
CallsExpensive1.13×
SkewNeutral-0.17 pp
Implied moveBearish±$31.62
TiltBearish7.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ421.4433.9%11.4%353.4533.4%8.7%
25Δ413.9633.8%9.8%359.0334.4%7.7%
30Δ406.8532.9%8.3%365.3233.4%6.5%
35Δ401.4433.6%7.4%370.6933.1%5.6%
40Δ395.6932.8%6.3%375.7133.3%4.8%
45Δ390.8133.8%5.6%380.7133.0%4.1%
50Δ385.7133.5%4.8%385.6633.3%3.5%
55Δ380.7033.5%4.1%390.6133.0%2.9%
60Δ375.5834.1%3.6%395.8533.2%2.4%
65Δ370.5233.7%3.0%401.3333.3%1.9%
70Δ365.0334.0%2.5%407.0733.2%1.5%
75Δ359.6733.4%2.0%413.4733.3%1.1%
80Δ353.6333.2%1.6%421.4133.9%0.7%

20Δ

Calls
Pseudo strike
421.44
IV
33.9%
B/E move
11.4%
Puts
Pseudo strike
353.45
IV
33.4%
B/E move
8.7%

25Δ

Calls
Pseudo strike
413.96
IV
33.8%
B/E move
9.8%
Puts
Pseudo strike
359.03
IV
34.4%
B/E move
7.7%

30Δ

Calls
Pseudo strike
406.85
IV
32.9%
B/E move
8.3%
Puts
Pseudo strike
365.32
IV
33.4%
B/E move
6.5%

35Δ

Calls
Pseudo strike
401.44
IV
33.6%
B/E move
7.4%
Puts
Pseudo strike
370.69
IV
33.1%
B/E move
5.6%

40Δ

Calls
Pseudo strike
395.69
IV
32.8%
B/E move
6.3%
Puts
Pseudo strike
375.71
IV
33.3%
B/E move
4.8%

45Δ

Calls
Pseudo strike
390.81
IV
33.8%
B/E move
5.6%
Puts
Pseudo strike
380.71
IV
33.0%
B/E move
4.1%

50Δ

Calls
Pseudo strike
385.71
IV
33.5%
B/E move
4.8%
Puts
Pseudo strike
385.66
IV
33.3%
B/E move
3.5%

55Δ

Calls
Pseudo strike
380.70
IV
33.5%
B/E move
4.1%
Puts
Pseudo strike
390.61
IV
33.0%
B/E move
2.9%

60Δ

Calls
Pseudo strike
375.58
IV
34.1%
B/E move
3.6%
Puts
Pseudo strike
395.85
IV
33.2%
B/E move
2.4%

65Δ

Calls
Pseudo strike
370.52
IV
33.7%
B/E move
3.0%
Puts
Pseudo strike
401.33
IV
33.3%
B/E move
1.9%

70Δ

Calls
Pseudo strike
365.03
IV
34.0%
B/E move
2.5%
Puts
Pseudo strike
407.07
IV
33.2%
B/E move
1.5%

75Δ

Calls
Pseudo strike
359.67
IV
33.4%
B/E move
2.0%
Puts
Pseudo strike
413.47
IV
33.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
353.63
IV
33.2%
B/E move
1.6%
Puts
Pseudo strike
421.41
IV
33.9%
B/E move
0.7%