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VanEck Semiconductor ETF SMH

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Market dataready · fetched 2026-10-15T20:37:13.013Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:37:09.799641957Z

FundamentalsAlpha Vantage · ready

Share price$559.60
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$4.03$7.06$10.10$13.13$539.66$548.76$557.86$566.96$576.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $559.60OPTION PRICELive SMH spot · $559.60SMH PRICE$1.32$1.83$2.34$2.85$3.43$4.24$5.10$5.78$6.61$7.58$8.68$9.99$11.75$1.58$2.07$2.63$3.24$3.83$4.54$5.43$6.36$7.35$8.41$9.52$10.71$12.26
PutsCheap0.91×
CallsCheap0.94×
SkewBearish+3.12 pp
Implied moveBearish±$10.53
TiltBearish4.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ569.9540.8%2.1%548.1847.6%2.3%
25Δ568.2042.1%1.9%550.6446.7%2.0%
30Δ566.3742.3%1.6%552.7246.4%1.7%
35Δ564.5441.8%1.4%554.6246.2%1.5%
40Δ562.9041.5%1.2%556.4445.2%1.2%
45Δ561.3442.8%1.1%558.1844.8%1.1%
50Δ559.8244.3%1.0%559.8345.7%0.9%
55Δ558.2443.0%0.8%561.5245.8%0.8%
60Δ556.6542.4%0.7%563.2345.7%0.7%
65Δ555.0442.3%0.5%564.9745.4%0.5%
70Δ553.3642.0%0.4%566.7144.5%0.4%
75Δ551.5341.9%0.3%568.4843.4%0.3%
80Δ549.3242.7%0.3%570.5343.0%0.2%

20Δ

Calls
Pseudo strike
569.95
IV
40.8%
B/E move
2.1%
Puts
Pseudo strike
548.18
IV
47.6%
B/E move
2.3%

25Δ

Calls
Pseudo strike
568.20
IV
42.1%
B/E move
1.9%
Puts
Pseudo strike
550.64
IV
46.7%
B/E move
2.0%

30Δ

Calls
Pseudo strike
566.37
IV
42.3%
B/E move
1.6%
Puts
Pseudo strike
552.72
IV
46.4%
B/E move
1.7%

35Δ

Calls
Pseudo strike
564.54
IV
41.8%
B/E move
1.4%
Puts
Pseudo strike
554.62
IV
46.2%
B/E move
1.5%

40Δ

Calls
Pseudo strike
562.90
IV
41.5%
B/E move
1.2%
Puts
Pseudo strike
556.44
IV
45.2%
B/E move
1.2%

45Δ

Calls
Pseudo strike
561.34
IV
42.8%
B/E move
1.1%
Puts
Pseudo strike
558.18
IV
44.8%
B/E move
1.1%

50Δ

Calls
Pseudo strike
559.82
IV
44.3%
B/E move
1.0%
Puts
Pseudo strike
559.83
IV
45.7%
B/E move
0.9%

55Δ

Calls
Pseudo strike
558.24
IV
43.0%
B/E move
0.8%
Puts
Pseudo strike
561.52
IV
45.8%
B/E move
0.8%

60Δ

Calls
Pseudo strike
556.65
IV
42.4%
B/E move
0.7%
Puts
Pseudo strike
563.23
IV
45.7%
B/E move
0.7%

65Δ

Calls
Pseudo strike
555.04
IV
42.3%
B/E move
0.5%
Puts
Pseudo strike
564.97
IV
45.4%
B/E move
0.5%

70Δ

Calls
Pseudo strike
553.36
IV
42.0%
B/E move
0.4%
Puts
Pseudo strike
566.71
IV
44.5%
B/E move
0.4%

75Δ

Calls
Pseudo strike
551.53
IV
41.9%
B/E move
0.3%
Puts
Pseudo strike
568.48
IV
43.4%
B/E move
0.3%

80Δ

Calls
Pseudo strike
549.32
IV
42.7%
B/E move
0.3%
Puts
Pseudo strike
570.53
IV
43.0%
B/E move
0.2%