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VanEck Oil Services ETF OIH

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Market dataready · fetched 2026-10-16T00:20:00.081Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.131868765Z

FundamentalsAlpha Vantage · ready

Share price$376.59
1D+1.1%
AH$369$371$373$375$3775:30 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$1.08$4.05$7.03$10.00$12.97$364.91$370.37$375.83$381.28$386.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OIH spot · $376.59OIH PRICE$1.40$1.54$1.61$1.76$2.10$2.43$2.76$3.09$3.42$4.06$4.71$5.37$6.03$1.49$1.88$2.24$2.49$2.75$3.20$3.84$4.48$5.11$5.97$7.55$9.13$12.12
PutsExpensive1.20×
CallsCheap0.86×
SkewBearish+14.66 pp
Implied moveBearish±$6.60
TiltBearish21.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ388.0970.2%3.4%365.8572.3%3.2%
25Δ384.2454.2%2.4%368.3465.5%2.7%
30Δ381.6944.8%1.8%370.5959.2%2.2%
35Δ379.6938.1%1.3%372.3754.0%1.8%
40Δ378.7637.0%1.1%374.1448.8%1.4%
45Δ377.8435.9%1.0%375.6046.3%1.1%
50Δ376.9234.8%0.8%376.7746.4%1.0%
55Δ375.9933.7%0.7%377.9446.4%0.8%
60Δ375.0732.6%0.5%379.1146.5%0.7%
65Δ374.1532.1%0.4%380.4447.3%0.6%
70Δ373.2231.6%0.4%382.3250.6%0.5%
75Δ372.3031.1%0.3%384.2054.0%0.4%
80Δ371.3730.6%0.2%387.4860.0%0.3%

20Δ

Calls
Pseudo strike
388.09
IV
70.2%
B/E move
3.4%
Puts
Pseudo strike
365.85
IV
72.3%
B/E move
3.2%

25Δ

Calls
Pseudo strike
384.24
IV
54.2%
B/E move
2.4%
Puts
Pseudo strike
368.34
IV
65.5%
B/E move
2.7%

30Δ

Calls
Pseudo strike
381.69
IV
44.8%
B/E move
1.8%
Puts
Pseudo strike
370.59
IV
59.2%
B/E move
2.2%

35Δ

Calls
Pseudo strike
379.69
IV
38.1%
B/E move
1.3%
Puts
Pseudo strike
372.37
IV
54.0%
B/E move
1.8%

40Δ

Calls
Pseudo strike
378.76
IV
37.0%
B/E move
1.1%
Puts
Pseudo strike
374.14
IV
48.8%
B/E move
1.4%

45Δ

Calls
Pseudo strike
377.84
IV
35.9%
B/E move
1.0%
Puts
Pseudo strike
375.60
IV
46.3%
B/E move
1.1%

50Δ

Calls
Pseudo strike
376.92
IV
34.8%
B/E move
0.8%
Puts
Pseudo strike
376.77
IV
46.4%
B/E move
1.0%

55Δ

Calls
Pseudo strike
375.99
IV
33.7%
B/E move
0.7%
Puts
Pseudo strike
377.94
IV
46.4%
B/E move
0.8%

60Δ

Calls
Pseudo strike
375.07
IV
32.6%
B/E move
0.5%
Puts
Pseudo strike
379.11
IV
46.5%
B/E move
0.7%

65Δ

Calls
Pseudo strike
374.15
IV
32.1%
B/E move
0.4%
Puts
Pseudo strike
380.44
IV
47.3%
B/E move
0.6%

70Δ

Calls
Pseudo strike
373.22
IV
31.6%
B/E move
0.4%
Puts
Pseudo strike
382.32
IV
50.6%
B/E move
0.5%

75Δ

Calls
Pseudo strike
372.30
IV
31.1%
B/E move
0.3%
Puts
Pseudo strike
384.20
IV
54.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
371.37
IV
30.6%
B/E move
0.2%
Puts
Pseudo strike
387.48
IV
60.0%
B/E move
0.3%