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VanEck Steel ETF SLX

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Market datapartial · fetched 2026-10-22T19:26:19.918Z

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 · 2026-10-22T16:59:33.588353024Z

FundamentalsAlpha Vantage · unavailable

Share price$100.09
1D-0.9%
$99.70$100.06$100.42$100.78$101.145:30 AM6:30 AM9:00 AM1:00 PMSLX
Sold putSold call

VanEck Steel ETF options

Live interpolated SLX call and put midpoint premiums by absolute delta.VanEck Steel ETF$0.63$2.94$5.25$7.55$9.86$91.20$96.01$100.83$105.65$110.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SLX spot · $100.08SLX PRICE$0.88$1.27$1.66$2.05$2.44$2.83$3.22$3.70$4.39$5.21$6.02$6.75$9.20$2.95$2.95$3.34$3.93$4.48$5.08$5.49$6.23
PutsFair0.98×
CallsExpensive1.57×
SkewBullish-5.68 pp
Implied moveBullish±$6.17
TiltBullish18.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ107.8428.4%8.6%
25Δ106.6728.5%7.9%
30Δ105.5128.7%7.1%
35Δ104.3428.8%6.3%
40Δ103.1729.0%5.5%
45Δ102.0029.1%4.7%99.6729.4%3.4%
50Δ100.8329.3%4.0%100.6125.2%2.4%
55Δ99.6829.6%3.3%101.5124.2%1.9%
60Δ98.5830.4%2.9%102.4224.6%1.6%
65Δ97.3831.6%2.5%103.3324.3%1.2%
70Δ96.1731.7%2.1%104.2423.9%0.9%
75Δ94.9931.1%1.7%104.9922.5%0.6%
80Δ92.3436.2%1.5%105.9722.0%0.3%

20Δ

Calls
Pseudo strike
107.84
IV
28.4%
B/E move
8.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
106.67
IV
28.5%
B/E move
7.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
105.51
IV
28.7%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
104.34
IV
28.8%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
103.17
IV
29.0%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
102.00
IV
29.1%
B/E move
4.7%
Puts
Pseudo strike
99.67
IV
29.4%
B/E move
3.4%

50Δ

Calls
Pseudo strike
100.83
IV
29.3%
B/E move
4.0%
Puts
Pseudo strike
100.61
IV
25.2%
B/E move
2.4%

55Δ

Calls
Pseudo strike
99.68
IV
29.6%
B/E move
3.3%
Puts
Pseudo strike
101.51
IV
24.2%
B/E move
1.9%

60Δ

Calls
Pseudo strike
98.58
IV
30.4%
B/E move
2.9%
Puts
Pseudo strike
102.42
IV
24.6%
B/E move
1.6%

65Δ

Calls
Pseudo strike
97.38
IV
31.6%
B/E move
2.5%
Puts
Pseudo strike
103.33
IV
24.3%
B/E move
1.2%

70Δ

Calls
Pseudo strike
96.17
IV
31.7%
B/E move
2.1%
Puts
Pseudo strike
104.24
IV
23.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
94.99
IV
31.1%
B/E move
1.7%
Puts
Pseudo strike
104.99
IV
22.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
92.34
IV
36.2%
B/E move
1.5%
Puts
Pseudo strike
105.97
IV
22.0%
B/E move
0.3%

Options history

No recorded observations