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VanEck Semiconductor ETF SMH

i

Market datapartial · fetched 2026-11-05T21:49:39.678Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T21:49:29.433725302Z

FundamentalsAlpha Vantage · unavailable

Share price$450.00
1D-7.5%
AH$443$455$467$479$4915:30 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$0.00$0.27$0.54$0.81$1.08$-0.45$0.02$0.50$0.97$1.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICESMH PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend45.08%
Daily close
SMH27.0%39.0%51.1%2026-08-07: 42.13%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 7Sep 18Oct 30
60 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
42.13%
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%