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VanEck Semiconductor ETF SMH

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Market dataready · fetched 2026-10-15T20:04:28.081Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:04:18.533568492Z

FundamentalsAlpha Vantage · ready

Share price$559.32
1D+1.5%
AH$540$545$551$556$5625:30 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$1.00$4.20$7.41$10.62$13.83$539.69$548.70$557.71$566.72$575.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $559.32OPTION PRICELive SMH spot · $559.32SMH PRICE$1.34$1.85$2.41$2.98$3.50$4.37$5.22$5.92$6.94$8.10$9.32$10.82$12.90$1.54$1.98$2.57$3.17$3.76$4.41$5.28$6.17$7.13$8.31$9.41$10.41$11.23
PutsCheap0.89×
CallsFair1.00×
SkewNeutral-0.10 pp
Implied moveBalanced±$10.49
TiltBalanced0.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ569.8241.4%2.1%548.1546.6%2.3%
25Δ568.0342.7%1.9%550.7844.5%1.9%
30Δ566.2743.5%1.7%552.5945.5%1.7%
35Δ564.5143.7%1.5%554.4345.3%1.4%
40Δ562.6942.5%1.2%556.2144.3%1.2%
45Δ561.1244.2%1.1%557.9343.6%1.0%
50Δ559.5545.3%1.0%559.5444.4%0.9%
55Δ557.9244.1%0.8%561.1844.5%0.8%
60Δ556.2144.5%0.7%562.8544.4%0.6%
65Δ554.4545.1%0.6%564.6344.8%0.5%
70Δ552.6245.3%0.5%566.3544.0%0.4%
75Δ550.5845.6%0.4%567.9442.4%0.3%
80Δ548.0347.1%0.3%569.3039.4%0.2%

20Δ

Calls
Pseudo strike
569.82
IV
41.4%
B/E move
2.1%
Puts
Pseudo strike
548.15
IV
46.6%
B/E move
2.3%

25Δ

Calls
Pseudo strike
568.03
IV
42.7%
B/E move
1.9%
Puts
Pseudo strike
550.78
IV
44.5%
B/E move
1.9%

30Δ

Calls
Pseudo strike
566.27
IV
43.5%
B/E move
1.7%
Puts
Pseudo strike
552.59
IV
45.5%
B/E move
1.7%

35Δ

Calls
Pseudo strike
564.51
IV
43.7%
B/E move
1.5%
Puts
Pseudo strike
554.43
IV
45.3%
B/E move
1.4%

40Δ

Calls
Pseudo strike
562.69
IV
42.5%
B/E move
1.2%
Puts
Pseudo strike
556.21
IV
44.3%
B/E move
1.2%

45Δ

Calls
Pseudo strike
561.12
IV
44.2%
B/E move
1.1%
Puts
Pseudo strike
557.93
IV
43.6%
B/E move
1.0%

50Δ

Calls
Pseudo strike
559.55
IV
45.3%
B/E move
1.0%
Puts
Pseudo strike
559.54
IV
44.4%
B/E move
0.9%

55Δ

Calls
Pseudo strike
557.92
IV
44.1%
B/E move
0.8%
Puts
Pseudo strike
561.18
IV
44.5%
B/E move
0.8%

60Δ

Calls
Pseudo strike
556.21
IV
44.5%
B/E move
0.7%
Puts
Pseudo strike
562.85
IV
44.4%
B/E move
0.6%

65Δ

Calls
Pseudo strike
554.45
IV
45.1%
B/E move
0.6%
Puts
Pseudo strike
564.63
IV
44.8%
B/E move
0.5%

70Δ

Calls
Pseudo strike
552.62
IV
45.3%
B/E move
0.5%
Puts
Pseudo strike
566.35
IV
44.0%
B/E move
0.4%

75Δ

Calls
Pseudo strike
550.58
IV
45.6%
B/E move
0.4%
Puts
Pseudo strike
567.94
IV
42.4%
B/E move
0.3%

80Δ

Calls
Pseudo strike
548.03
IV
47.1%
B/E move
0.3%
Puts
Pseudo strike
569.30
IV
39.4%
B/E move
0.2%