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VanEck Oil Services ETF OIH

i

Market dataready · fetched 2026-11-08T00:37:02.790Z

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 · 2026-11-07T01:00:00.114891842Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-08T00:37:02.339785+00:00

Share price$356.15
1D+1.4%
AH$350$353$357$360$3635:30 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$2.23$8.71$15.20$21.69$28.18$315.07$343.56$372.05$400.54$429.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OIH spot · $356.15OIH PRICE$2.93$4.00$5.17$6.33$7.49$8.89$10.43$12.24$14.75$17.10$19.86$22.77$25.55$3.17$4.38$5.23$6.53$7.94$9.24$10.85$12.55$14.31$16.32$18.82$22.82$26.31
PutsCheap0.86×
CallsExpensive1.07×
SkewBullish-3.05 pp
Implied moveBalanced±$21.28
TiltBalanced0.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ381.4740.4%7.9%335.3240.6%6.7%
25Δ377.0241.2%7.0%339.2041.8%6.0%
30Δ372.9841.9%6.2%343.8939.3%4.9%
35Δ368.8241.7%5.3%347.5639.2%4.2%
40Δ364.7640.8%4.5%350.8939.6%3.7%
45Δ361.1940.7%3.9%354.3038.7%3.1%
50Δ357.7040.6%3.4%357.5938.4%2.6%
55Δ354.2041.0%2.9%360.8238.2%2.2%
60Δ350.5143.0%2.6%364.0237.6%1.8%
65Δ346.7243.2%2.2%367.3037.0%1.5%
70Δ342.6343.8%1.8%370.9137.0%1.1%
75Δ338.4543.7%1.4%375.7338.8%0.9%
80Δ334.3842.5%1.1%380.1938.6%0.6%

20Δ

Calls
Pseudo strike
381.47
IV
40.4%
B/E move
7.9%
Puts
Pseudo strike
335.32
IV
40.6%
B/E move
6.7%

25Δ

Calls
Pseudo strike
377.02
IV
41.2%
B/E move
7.0%
Puts
Pseudo strike
339.20
IV
41.8%
B/E move
6.0%

30Δ

Calls
Pseudo strike
372.98
IV
41.9%
B/E move
6.2%
Puts
Pseudo strike
343.89
IV
39.3%
B/E move
4.9%

35Δ

Calls
Pseudo strike
368.82
IV
41.7%
B/E move
5.3%
Puts
Pseudo strike
347.56
IV
39.2%
B/E move
4.2%

40Δ

Calls
Pseudo strike
364.76
IV
40.8%
B/E move
4.5%
Puts
Pseudo strike
350.89
IV
39.6%
B/E move
3.7%

45Δ

Calls
Pseudo strike
361.19
IV
40.7%
B/E move
3.9%
Puts
Pseudo strike
354.30
IV
38.7%
B/E move
3.1%

50Δ

Calls
Pseudo strike
357.70
IV
40.6%
B/E move
3.4%
Puts
Pseudo strike
357.59
IV
38.4%
B/E move
2.6%

55Δ

Calls
Pseudo strike
354.20
IV
41.0%
B/E move
2.9%
Puts
Pseudo strike
360.82
IV
38.2%
B/E move
2.2%

60Δ

Calls
Pseudo strike
350.51
IV
43.0%
B/E move
2.6%
Puts
Pseudo strike
364.02
IV
37.6%
B/E move
1.8%

65Δ

Calls
Pseudo strike
346.72
IV
43.2%
B/E move
2.2%
Puts
Pseudo strike
367.30
IV
37.0%
B/E move
1.5%

70Δ

Calls
Pseudo strike
342.63
IV
43.8%
B/E move
1.8%
Puts
Pseudo strike
370.91
IV
37.0%
B/E move
1.1%

75Δ

Calls
Pseudo strike
338.45
IV
43.7%
B/E move
1.4%
Puts
Pseudo strike
375.73
IV
38.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
334.38
IV
42.5%
B/E move
1.1%
Puts
Pseudo strike
380.19
IV
38.6%
B/E move
0.6%

Options history

IV · four-Friday blend35.12%
Daily close
OIH30.6%33.6%36.6%2026-08-10: 33.99%2026-08-11: 33.00%2026-08-12: 32.19%2026-08-13: 31.34%2026-08-14: 31.02%2026-08-17: 32.14%2026-08-18: 32.67%2026-08-19: 31.56%2026-08-20: 32.62%2026-08-21: 32.69%2026-08-24: 32.90%2026-08-25: 33.04%2026-08-26: 32.66%2026-08-27: 32.26%2026-08-28: 32.09%2026-08-31: 31.97%2026-09-01: 32.16%2026-09-02: 31.46%2026-09-03: 32.05%2026-09-04: 32.03%2026-09-08: 33.06%2026-09-09: 33.22%2026-09-10: 33.94%2026-09-11: 32.87%2026-09-14: 34.94%2026-09-15: 35.53%2026-09-16: 35.79%2026-09-17: 35.71%2026-09-18: 33.28%2026-09-21: 34.06%2026-09-22: 34.14%2026-09-23: 33.67%2026-09-24: 33.38%2026-09-25: 33.19%2026-09-28: 33.21%2026-09-29: 33.80%2026-09-30: 32.89%2026-10-01: 32.82%2026-10-02: 32.96%2026-10-05: 32.86%2026-10-06: 32.45%2026-10-07: 32.60%2026-10-08: 32.54%2026-10-09: 32.08%2026-10-12: 34.16%2026-10-13: 33.74%2026-10-14: 34.22%2026-10-15: 34.97%2026-10-16: 32.48%2026-10-19: 32.19%2026-10-20: 32.70%2026-10-21: 32.88%2026-10-22: 34.95%2026-10-23: 36.18%2026-10-26: 35.61%2026-10-27: 35.36%2026-10-28: 34.99%2026-10-29: 34.58%2026-10-30: 35.12%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
33.99%
33.00%
32.19%
31.34%
31.02%
32.14%
32.67%
31.56%
32.62%
32.69%
32.90%
33.04%
32.66%
32.26%
32.09%
31.97%
32.16%
31.46%
32.05%
32.03%
33.06%
33.22%
33.94%
32.87%
34.94%
35.53%
35.79%
35.71%
33.28%
34.06%
34.14%
33.67%
33.38%
33.19%
33.21%
33.80%
32.89%
32.82%
32.96%
32.86%
32.45%
32.60%
32.54%
32.08%
34.16%
33.74%
34.22%
34.97%
32.48%
32.19%
32.70%
32.88%
34.95%
36.18%
35.61%
35.36%
34.99%
34.58%
35.12%