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VanEck ETF Trust VanEck China Semiconductor ETF SMHC

i

Market dataready · fetched 2026-11-12T15:29:23.843Z

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

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 · 2026-11-12T15:03:55.948691941Z

FundamentalsVanEck · ready · as of 2026-11-11 · fetched 2026-11-12T15:29:23.394969+00:00

Share price$35.28
1D+0.2%
$35.19$35.31$35.43$35.55$35.675:30 AM6:30 AM9:00 AM1:00 PMSMHC
Sold putSold call

VanEck ETF Trust VanEck China Semiconductor ETF options

Live interpolated SMHC call and put midpoint premiums by absolute delta.VanEck ETF Trust VanEck China Semiconductor ETF$0.61$4.10$7.58$11.06$14.54$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICESMHC PRICE$1.00$0.99$1.11$1.23$2.27$3.52$4.77$6.02$7.28$8.53$9.78$11.04$12.29$13.54
PutsExpensive3.00×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.99149.5%17.8%
25Δ31.35131.4%14.3%
30Δ38.95107.7%13.2%32.74112.3%10.7%
35Δ34.23110.5%9.4%
40Δ35.75112.7%8.6%
45Δ37.27115.0%7.9%
50Δ38.79117.2%7.1%
55Δ40.31119.4%6.4%
60Δ41.82121.7%5.6%
65Δ43.34123.9%4.9%
70Δ44.86126.2%4.1%
75Δ46.38128.4%3.4%
80Δ47.90130.6%2.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.99
IV
149.5%
B/E move
17.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.35
IV
131.4%
B/E move
14.3%

30Δ

Calls
Pseudo strike
38.95
IV
107.7%
B/E move
13.2%
Puts
Pseudo strike
32.74
IV
112.3%
B/E move
10.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.23
IV
110.5%
B/E move
9.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.75
IV
112.7%
B/E move
8.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.27
IV
115.0%
B/E move
7.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.79
IV
117.2%
B/E move
7.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.31
IV
119.4%
B/E move
6.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.82
IV
121.7%
B/E move
5.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.34
IV
123.9%
B/E move
4.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.86
IV
126.2%
B/E move
4.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.38
IV
128.4%
B/E move
3.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.90
IV
130.6%
B/E move
2.6%

Options history

IV · four-Friday blend53.45%
Daily EOD
SMHC48.2%51.0%53.8%2026-10-19: 48.57%2026-10-20: 52.26%2026-10-21: 48.81%2026-10-22: 50.11%2026-10-23: 51.50%2026-10-26: 51.00%2026-10-27: 52.20%2026-10-28: 49.80%2026-10-29: 50.56%2026-10-30: 53.45%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
48.57%
52.26%
48.81%
50.11%
51.50%
51.00%
52.20%
49.80%
50.56%
53.45%