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VanEck Oil Services ETF OIH

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Market dataready · fetched 2026-10-15T23:41:18.656Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T22:30:00.004169396Z

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$3.00$14.62$26.24$37.86$49.49$321.41$352.83$384.25$415.66$447.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OIH spot · $376.59OIH PRICE$4.25$5.27$6.70$8.33$9.95$11.92$13.75$16.49$18.70$21.70$24.62$28.98$32.87$5.00$6.52$8.42$10.53$12.01$15.17$17.92$20.84$24.00$28.08$33.29$38.88$46.13
PutsFair0.97×
CallsFair1.04×
SkewBearish+3.73 pp
Implied moveBearish±$31.66
TiltBearish13.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ415.6533.7%11.5%346.1035.8%9.4%
25Δ406.0431.4%9.2%353.1235.0%8.0%
30Δ399.9931.3%8.0%358.9635.2%6.9%
35Δ394.7131.6%7.0%364.4235.5%6.0%
40Δ389.4031.2%6.0%370.1733.5%4.9%
45Δ384.6731.5%5.3%375.1335.3%4.4%
50Δ379.8330.9%4.5%380.3935.3%3.7%
55Δ375.1932.0%4.0%385.6935.2%3.1%
60Δ370.5431.3%3.4%391.0434.9%2.5%
65Δ365.6331.6%2.9%396.9635.2%2.0%
70Δ360.8131.3%2.3%403.7936.0%1.6%
75Δ354.9632.2%2.0%410.9836.3%1.2%
80Δ349.4531.6%1.5%419.7237.0%0.8%

20Δ

Calls
Pseudo strike
415.65
IV
33.7%
B/E move
11.5%
Puts
Pseudo strike
346.10
IV
35.8%
B/E move
9.4%

25Δ

Calls
Pseudo strike
406.04
IV
31.4%
B/E move
9.2%
Puts
Pseudo strike
353.12
IV
35.0%
B/E move
8.0%

30Δ

Calls
Pseudo strike
399.99
IV
31.3%
B/E move
8.0%
Puts
Pseudo strike
358.96
IV
35.2%
B/E move
6.9%

35Δ

Calls
Pseudo strike
394.71
IV
31.6%
B/E move
7.0%
Puts
Pseudo strike
364.42
IV
35.5%
B/E move
6.0%

40Δ

Calls
Pseudo strike
389.40
IV
31.2%
B/E move
6.0%
Puts
Pseudo strike
370.17
IV
33.5%
B/E move
4.9%

45Δ

Calls
Pseudo strike
384.67
IV
31.5%
B/E move
5.3%
Puts
Pseudo strike
375.13
IV
35.3%
B/E move
4.4%

50Δ

Calls
Pseudo strike
379.83
IV
30.9%
B/E move
4.5%
Puts
Pseudo strike
380.39
IV
35.3%
B/E move
3.7%

55Δ

Calls
Pseudo strike
375.19
IV
32.0%
B/E move
4.0%
Puts
Pseudo strike
385.69
IV
35.2%
B/E move
3.1%

60Δ

Calls
Pseudo strike
370.54
IV
31.3%
B/E move
3.4%
Puts
Pseudo strike
391.04
IV
34.9%
B/E move
2.5%

65Δ

Calls
Pseudo strike
365.63
IV
31.6%
B/E move
2.9%
Puts
Pseudo strike
396.96
IV
35.2%
B/E move
2.0%

70Δ

Calls
Pseudo strike
360.81
IV
31.3%
B/E move
2.3%
Puts
Pseudo strike
403.79
IV
36.0%
B/E move
1.6%

75Δ

Calls
Pseudo strike
354.96
IV
32.2%
B/E move
2.0%
Puts
Pseudo strike
410.98
IV
36.3%
B/E move
1.2%

80Δ

Calls
Pseudo strike
349.45
IV
31.6%
B/E move
1.5%
Puts
Pseudo strike
419.72
IV
37.0%
B/E move
0.8%