IntraAlpha
Create free account Start free

VanEck ETF Trust VanEck China Semiconductor ETF SMHC

i

Market datapartial · fetched 2026-10-23T03:20:12.275Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:00.662718951Z

FundamentalsAlpha Vantage · unavailable

Share price$35.65
1D-2.5%
AH$35.57$35.87$36.18$36.48$36.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSMHC
Sold putSold callAH

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$0.71$1.87$3.03$4.19$5.35$28.29$33.47$38.65$43.83$49.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMHC spot · $35.65SMHC PRICE$0.84$1.02$1.10$1.23$1.42$1.75$1.99$2.39$3.06$1.41$1.66$1.79$1.88$2.06$2.23$3.32$4.01$4.52$5.02
PutsCheap0.88×
CallsExpensive2.73×
SkewBullish-14.97 pp
Implied moveBullish±$3.87
TiltBearish30.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.2679.9%26.5%
25Δ42.2275.5%21.3%
30Δ39.9863.5%15.2%
35Δ38.6357.3%11.8%34.1054.5%8.3%
40Δ37.5553.4%9.3%34.8152.9%7.0%
45Δ36.9456.1%8.5%35.4348.6%5.6%
50Δ36.1954.4%7.1%36.0243.4%4.2%
55Δ35.4856.2%6.2%36.4940.9%3.4%
60Δ34.6963.1%5.9%36.9638.3%2.6%
65Δ38.0248.1%2.6%
70Δ38.8949.9%2.2%
75Δ39.6048.6%1.6%
80Δ40.2946.6%1.0%

20Δ

Calls
Pseudo strike
44.26
IV
79.9%
B/E move
26.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
42.22
IV
75.5%
B/E move
21.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
39.98
IV
63.5%
B/E move
15.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
38.63
IV
57.3%
B/E move
11.8%
Puts
Pseudo strike
34.10
IV
54.5%
B/E move
8.3%

40Δ

Calls
Pseudo strike
37.55
IV
53.4%
B/E move
9.3%
Puts
Pseudo strike
34.81
IV
52.9%
B/E move
7.0%

45Δ

Calls
Pseudo strike
36.94
IV
56.1%
B/E move
8.5%
Puts
Pseudo strike
35.43
IV
48.6%
B/E move
5.6%

50Δ

Calls
Pseudo strike
36.19
IV
54.4%
B/E move
7.1%
Puts
Pseudo strike
36.02
IV
43.4%
B/E move
4.2%

55Δ

Calls
Pseudo strike
35.48
IV
56.2%
B/E move
6.2%
Puts
Pseudo strike
36.49
IV
40.9%
B/E move
3.4%

60Δ

Calls
Pseudo strike
34.69
IV
63.1%
B/E move
5.9%
Puts
Pseudo strike
36.96
IV
38.3%
B/E move
2.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.02
IV
48.1%
B/E move
2.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.89
IV
49.9%
B/E move
2.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.60
IV
48.6%
B/E move
1.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.29
IV
46.6%
B/E move
1.0%

Options history

No recorded observations