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VanEck Semiconductor ETF SMH

i

Market dataready · fetched 2026-11-06T21:39:17.185Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T21:39:12.101076452Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T21:39:14.737688+00:00

Share price$465.39
1D-1.3%
AH$456$461$466$471$4765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSMH
Sold putSold callAH

VanEck Semiconductor ETF options

Live interpolated SMH call and put midpoint premiums by absolute delta.VanEck Semiconductor ETF$2.75$12.64$22.53$32.42$42.30$409.92$444.01$478.09$512.18$546.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMH spot · $465.39SMH PRICE$3.82$5.10$6.68$8.23$10.20$12.21$14.56$17.27$20.34$23.52$27.91$32.74$38.64$5.62$7.31$9.06$10.98$13.05$15.42$17.83$20.19$23.09$26.63$30.10$34.36$39.45
PutsFair1.02×
CallsFair0.98×
SkewBearish+5.46 pp
Implied moveBearish±$32.39
TiltBearish6.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ498.0255.0%7.8%429.3774.3%8.9%
25Δ491.6955.0%6.7%437.5372.2%7.6%
30Δ486.8356.7%6.0%444.7170.1%6.4%
35Δ481.4856.5%5.2%451.0268.6%5.4%
40Δ476.8758.1%4.7%456.8567.2%4.6%
45Δ472.0658.6%4.1%462.3366.7%4.0%
50Δ467.3259.6%3.5%467.6565.4%3.3%
55Δ462.4760.8%3.1%472.7463.5%2.8%
60Δ457.3962.1%2.7%477.8862.7%2.3%
65Δ452.1562.4%2.2%483.3262.4%1.9%
70Δ446.1364.7%1.9%488.6661.2%1.5%
75Δ439.6466.2%1.5%494.5460.5%1.1%
80Δ432.1867.9%1.2%501.0759.8%0.8%

20Δ

Calls
Pseudo strike
498.02
IV
55.0%
B/E move
7.8%
Puts
Pseudo strike
429.37
IV
74.3%
B/E move
8.9%

25Δ

Calls
Pseudo strike
491.69
IV
55.0%
B/E move
6.7%
Puts
Pseudo strike
437.53
IV
72.2%
B/E move
7.6%

30Δ

Calls
Pseudo strike
486.83
IV
56.7%
B/E move
6.0%
Puts
Pseudo strike
444.71
IV
70.1%
B/E move
6.4%

35Δ

Calls
Pseudo strike
481.48
IV
56.5%
B/E move
5.2%
Puts
Pseudo strike
451.02
IV
68.6%
B/E move
5.4%

40Δ

Calls
Pseudo strike
476.87
IV
58.1%
B/E move
4.7%
Puts
Pseudo strike
456.85
IV
67.2%
B/E move
4.6%

45Δ

Calls
Pseudo strike
472.06
IV
58.6%
B/E move
4.1%
Puts
Pseudo strike
462.33
IV
66.7%
B/E move
4.0%

50Δ

Calls
Pseudo strike
467.32
IV
59.6%
B/E move
3.5%
Puts
Pseudo strike
467.65
IV
65.4%
B/E move
3.3%

55Δ

Calls
Pseudo strike
462.47
IV
60.8%
B/E move
3.1%
Puts
Pseudo strike
472.74
IV
63.5%
B/E move
2.8%

60Δ

Calls
Pseudo strike
457.39
IV
62.1%
B/E move
2.7%
Puts
Pseudo strike
477.88
IV
62.7%
B/E move
2.3%

65Δ

Calls
Pseudo strike
452.15
IV
62.4%
B/E move
2.2%
Puts
Pseudo strike
483.32
IV
62.4%
B/E move
1.9%

70Δ

Calls
Pseudo strike
446.13
IV
64.7%
B/E move
1.9%
Puts
Pseudo strike
488.66
IV
61.2%
B/E move
1.5%

75Δ

Calls
Pseudo strike
439.64
IV
66.2%
B/E move
1.5%
Puts
Pseudo strike
494.54
IV
60.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
432.18
IV
67.9%
B/E move
1.2%
Puts
Pseudo strike
501.07
IV
59.8%
B/E move
0.8%

Options history

IV · four-Friday blend45.08%
Daily close
SMH27.0%39.0%51.1%2026-08-10: 42.84%2026-08-11: 41.60%2026-08-12: 38.91%2026-08-13: 38.34%2026-08-14: 34.35%2026-08-17: 38.17%2026-08-18: 39.65%2026-08-19: 38.19%2026-08-20: 37.92%2026-08-21: 35.88%2026-08-24: 39.39%2026-08-25: 37.82%2026-08-26: 39.68%2026-08-27: 34.06%2026-08-28: 31.00%2026-08-31: 29.89%2026-09-01: 32.77%2026-09-02: 32.08%2026-09-03: 29.92%2026-09-04: 31.81%2026-09-08: 37.09%2026-09-09: 34.14%2026-09-10: 36.66%2026-09-11: 30.48%2026-09-14: 33.29%2026-09-15: 33.13%2026-09-16: 34.61%2026-09-17: 30.09%2026-09-18: 29.02%2026-09-21: 32.92%2026-09-22: 32.47%2026-09-23: 32.92%2026-09-24: 32.99%2026-09-25: 31.05%2026-09-28: 33.54%2026-09-29: 32.71%2026-09-30: 33.60%2026-10-01: 32.17%2026-10-02: 29.12%2026-10-05: 29.11%2026-10-06: 28.62%2026-10-07: 29.83%2026-10-08: 33.41%2026-10-09: 30.87%2026-10-12: 32.95%2026-10-13: 35.90%2026-10-14: 40.61%2026-10-15: 38.77%2026-10-16: 39.65%2026-10-19: 40.13%2026-10-20: 41.16%2026-10-21: 39.34%2026-10-22: 49.40%2026-10-23: 42.25%2026-10-26: 41.55%2026-10-27: 40.13%2026-10-28: 40.21%2026-10-29: 38.66%2026-10-30: 45.08%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
42.84%
41.60%
38.91%
38.34%
34.35%
38.17%
39.65%
38.19%
37.92%
35.88%
39.39%
37.82%
39.68%
34.06%
31.00%
29.89%
32.77%
32.08%
29.92%
31.81%
37.09%
34.14%
36.66%
30.48%
33.29%
33.13%
34.61%
30.09%
29.02%
32.92%
32.47%
32.92%
32.99%
31.05%
33.54%
32.71%
33.60%
32.17%
29.12%
29.11%
28.62%
29.83%
33.41%
30.87%
32.95%
35.90%
40.61%
38.77%
39.65%
40.13%
41.16%
39.34%
49.40%
42.25%
41.55%
40.13%
40.21%
38.66%
45.08%