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VanEck Steel ETF SLX

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Market datapartial · fetched 2026-10-22T22:09:35.600Z

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 · 2026-10-22T20:10:00.003038003Z

FundamentalsAlpha Vantage · unavailable

Share price$99.96
1D-1.1%
AH$99.70$100.06$100.42$100.78$101.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSLX
Sold putSold callAH

VanEck Steel ETF options

Live interpolated SLX call and put midpoint premiums by absolute delta.VanEck Steel ETF$0.70$2.98$5.26$7.54$9.82$89.25$95.01$100.78$106.54$112.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SLX spot · $99.96SLX PRICE$1.05$2.15$2.45$2.52$2.29$2.61$3.19$3.93$4.61$5.37$6.32$7.53$9.16$0.94$2.45$2.45$2.46$2.74$2.95$2.95$3.20$3.84$4.31$4.98$5.53$6.24
PutsExpensive1.21×
CallsExpensive1.87×
SkewBullish-5.81 pp
Implied moveBullish±$6.14
TiltBullish8.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ109.1133.9%10.2%93.1430.4%7.8%
25Δ112.9955.5%15.2%91.1055.5%11.3%
30Δ108.9049.1%11.4%94.0945.2%8.3%
35Δ105.5240.5%8.1%97.0435.0%5.4%
40Δ102.8229.9%5.1%98.3932.3%4.3%
45Δ101.6028.5%4.3%99.5429.5%3.4%
50Δ100.6229.8%3.9%100.4825.2%2.4%
55Δ99.5231.6%3.5%101.3423.3%1.8%
60Δ98.4132.3%3.1%102.2524.1%1.5%
65Δ97.1832.7%2.6%103.0923.5%1.2%
70Δ95.8333.4%2.2%104.0423.5%0.9%
75Δ94.2434.4%1.8%104.8922.6%0.6%
80Δ92.2835.9%1.5%105.8622.0%0.3%

20Δ

Calls
Pseudo strike
109.11
IV
33.9%
B/E move
10.2%
Puts
Pseudo strike
93.14
IV
30.4%
B/E move
7.8%

25Δ

Calls
Pseudo strike
112.99
IV
55.5%
B/E move
15.2%
Puts
Pseudo strike
91.10
IV
55.5%
B/E move
11.3%

30Δ

Calls
Pseudo strike
108.90
IV
49.1%
B/E move
11.4%
Puts
Pseudo strike
94.09
IV
45.2%
B/E move
8.3%

35Δ

Calls
Pseudo strike
105.52
IV
40.5%
B/E move
8.1%
Puts
Pseudo strike
97.04
IV
35.0%
B/E move
5.4%

40Δ

Calls
Pseudo strike
102.82
IV
29.9%
B/E move
5.1%
Puts
Pseudo strike
98.39
IV
32.3%
B/E move
4.3%

45Δ

Calls
Pseudo strike
101.60
IV
28.5%
B/E move
4.3%
Puts
Pseudo strike
99.54
IV
29.5%
B/E move
3.4%

50Δ

Calls
Pseudo strike
100.62
IV
29.8%
B/E move
3.9%
Puts
Pseudo strike
100.48
IV
25.2%
B/E move
2.4%

55Δ

Calls
Pseudo strike
99.52
IV
31.6%
B/E move
3.5%
Puts
Pseudo strike
101.34
IV
23.3%
B/E move
1.8%

60Δ

Calls
Pseudo strike
98.41
IV
32.3%
B/E move
3.1%
Puts
Pseudo strike
102.25
IV
24.1%
B/E move
1.5%

65Δ

Calls
Pseudo strike
97.18
IV
32.7%
B/E move
2.6%
Puts
Pseudo strike
103.09
IV
23.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
95.83
IV
33.4%
B/E move
2.2%
Puts
Pseudo strike
104.04
IV
23.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
94.24
IV
34.4%
B/E move
1.8%
Puts
Pseudo strike
104.89
IV
22.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
92.28
IV
35.9%
B/E move
1.5%
Puts
Pseudo strike
105.86
IV
22.0%
B/E move
0.3%

Options history

No recorded observations