IntraAlpha
Create free account Start free

VanEck Steel ETF SLX

i

Market dataready · fetched 2026-11-12T02:19:03.420Z

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 · 2026-11-12T01:00:00.139817057Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:19:03.011633+00:00

Share price$100.20
1D+0.8%
AH$99.25$99.50$99.76$100.01$100.265:30 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$1.79$3.33$4.88$6.42$7.96$94.14$97.05$99.97$102.89$105.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SLX spot · $100.20SLX PRICE$2.45$2.45$2.47$2.45$2.45$2.54$2.23$2.29$2.35$2.42$2.45$2.45$2.45$1.95$2.25$2.62$4.64$5.30$7.52
Puts——
Calls——
Skew——
Implied moveBullish±$4.49
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ114.99115.3%17.2%91.11100.5%11.5%
30Δ109.1389.8%11.4%94.0981.9%8.5%
35Δ105.4671.4%7.7%97.0563.4%5.6%
40Δ103.0558.2%5.3%
45Δ101.5948.8%3.8%
50Δ100.5542.5%2.9%100.4130.1%1.7%
55Δ101.0029.8%1.4%
60Δ101.6129.7%1.2%
65Δ98.9723.5%1.0%
70Δ98.7221.2%0.8%103.8139.3%1.0%
75Δ98.4819.0%0.6%104.7138.8%0.8%
80Δ98.2416.7%0.5%107.0247.0%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
114.99
IV
115.3%
B/E move
17.2%
Puts
Pseudo strike
91.11
IV
100.5%
B/E move
11.5%

30Δ

Calls
Pseudo strike
109.13
IV
89.8%
B/E move
11.4%
Puts
Pseudo strike
94.09
IV
81.9%
B/E move
8.5%

35Δ

Calls
Pseudo strike
105.46
IV
71.4%
B/E move
7.7%
Puts
Pseudo strike
97.05
IV
63.4%
B/E move
5.6%

40Δ

Calls
Pseudo strike
103.05
IV
58.2%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
101.59
IV
48.8%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
100.55
IV
42.5%
B/E move
2.9%
Puts
Pseudo strike
100.41
IV
30.1%
B/E move
1.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
101.00
IV
29.8%
B/E move
1.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
101.61
IV
29.7%
B/E move
1.2%

65Δ

Calls
Pseudo strike
98.97
IV
23.5%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
98.72
IV
21.2%
B/E move
0.8%
Puts
Pseudo strike
103.81
IV
39.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
98.48
IV
19.0%
B/E move
0.6%
Puts
Pseudo strike
104.71
IV
38.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
98.24
IV
16.7%
B/E move
0.5%
Puts
Pseudo strike
107.02
IV
47.0%
B/E move
0.7%

Options history

IV · four-Friday blend27.90%
Daily EOD
SLX26.3%27.2%28.1%2026-10-19: 26.72%2026-10-20: 27.05%2026-10-21: 26.45%2026-10-22: 26.92%2026-10-23: 27.99%2026-10-26: 27.68%2026-10-27: 27.33%2026-10-28: 27.66%2026-10-29: 27.43%2026-10-30: 27.90%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
26.72%
27.05%
26.45%
26.92%
27.99%
27.68%
27.33%
27.66%
27.43%
27.90%