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VanEck Semiconductor ETF SMH

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Market dataready · fetched 2026-10-16T00:18:44.286Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:59:13.853401493Z

FundamentalsAlpha Vantage · ready

Share price$554.92
1D+0.6%
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$4.76$23.35$41.93$60.52$79.11$476.63$521.43$566.24$611.04$655.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMH spot · $554.92SMH PRICE$6.77$9.07$11.63$14.52$17.90$21.54$25.54$30.40$35.94$42.37$50.29$60.05$73.75$8.00$10.43$12.95$15.72$18.63$21.66$25.03$28.79$32.45$36.75$41.68$46.51$52.17
PutsFair0.96×
CallsExpensive1.39×
SkewBullish-7.23 pp
Implied moveBalanced±$50.57
TiltBullish6.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ617.9236.7%12.6%506.5538.8%10.2%
25Δ606.4436.9%10.9%517.8837.7%8.6%
30Δ596.3637.2%9.6%527.8736.7%7.2%
35Δ587.1737.7%8.4%536.7635.9%6.1%
40Δ578.6538.5%7.5%545.0235.2%5.1%
45Δ570.0439.1%6.6%552.7634.3%4.3%
50Δ561.4039.6%5.8%560.1933.6%3.6%
55Δ552.6840.7%5.1%567.4533.1%2.9%
60Δ543.5141.8%4.4%574.4732.2%2.3%
65Δ533.6643.0%3.8%581.6231.6%1.8%
70Δ522.6444.7%3.2%589.0831.0%1.4%
75Δ509.9746.8%2.7%596.2930.0%0.9%
80Δ493.6950.4%2.3%604.0129.0%0.6%

20Δ

Calls
Pseudo strike
617.92
IV
36.7%
B/E move
12.6%
Puts
Pseudo strike
506.55
IV
38.8%
B/E move
10.2%

25Δ

Calls
Pseudo strike
606.44
IV
36.9%
B/E move
10.9%
Puts
Pseudo strike
517.88
IV
37.7%
B/E move
8.6%

30Δ

Calls
Pseudo strike
596.36
IV
37.2%
B/E move
9.6%
Puts
Pseudo strike
527.87
IV
36.7%
B/E move
7.2%

35Δ

Calls
Pseudo strike
587.17
IV
37.7%
B/E move
8.4%
Puts
Pseudo strike
536.76
IV
35.9%
B/E move
6.1%

40Δ

Calls
Pseudo strike
578.65
IV
38.5%
B/E move
7.5%
Puts
Pseudo strike
545.02
IV
35.2%
B/E move
5.1%

45Δ

Calls
Pseudo strike
570.04
IV
39.1%
B/E move
6.6%
Puts
Pseudo strike
552.76
IV
34.3%
B/E move
4.3%

50Δ

Calls
Pseudo strike
561.40
IV
39.6%
B/E move
5.8%
Puts
Pseudo strike
560.19
IV
33.6%
B/E move
3.6%

55Δ

Calls
Pseudo strike
552.68
IV
40.7%
B/E move
5.1%
Puts
Pseudo strike
567.45
IV
33.1%
B/E move
2.9%

60Δ

Calls
Pseudo strike
543.51
IV
41.8%
B/E move
4.4%
Puts
Pseudo strike
574.47
IV
32.2%
B/E move
2.3%

65Δ

Calls
Pseudo strike
533.66
IV
43.0%
B/E move
3.8%
Puts
Pseudo strike
581.62
IV
31.6%
B/E move
1.8%

70Δ

Calls
Pseudo strike
522.64
IV
44.7%
B/E move
3.2%
Puts
Pseudo strike
589.08
IV
31.0%
B/E move
1.4%

75Δ

Calls
Pseudo strike
509.97
IV
46.8%
B/E move
2.7%
Puts
Pseudo strike
596.29
IV
30.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
493.69
IV
50.4%
B/E move
2.3%
Puts
Pseudo strike
604.01
IV
29.0%
B/E move
0.6%