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VanEck ETF Trust VanEck Fabless Semiconductor ETF SMHX

i

Market dataready · fetched 2026-11-14T03:11:47.277Z

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 · 2026-11-13T22:11:00.866191579Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-14T03:11:46.600393+00:00

Share price$49.10
1D-3.0%
AH$47.99$48.85$49.71$50.56$51.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSMHX
Sold putSold callAH

VanEck ETF Trust VanEck Fabless Semiconductor ETF options

Live interpolated SMHX call and put midpoint premiums by absolute delta.VanEck ETF Trust VanEck Fabless Semiconductor ETF$0.67$1.72$2.78$3.83$4.88$43.17$46.63$50.09$53.55$57.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ 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 —OPTION PRICELive SMHX spot · $49.10SMHX PRICE$1.30$1.55$1.81$2.10$2.62$3.36$4.00$4.58$0.78$0.90$1.02$1.14$1.26$1.38$1.55$1.77$2.01$2.30$2.67$3.35$3.68
PutsFair1.05×
Calls——
Skew——
Implied moveBalanced±$3.10
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.60114.9%14.8%
25Δ43.78103.8%12.7%
30Δ44.9792.8%10.5%
35Δ46.1581.7%8.3%
40Δ47.3470.6%6.2%
45Δ49.8058.7%4.1%48.5259.6%4.0%
50Δ49.3059.6%3.6%49.2754.3%2.8%
55Δ48.7960.3%3.1%49.7253.0%2.3%
60Δ48.2760.4%2.6%50.1751.9%1.9%
65Δ47.6165.5%2.3%50.6351.2%1.6%
70Δ46.7974.4%2.1%51.1651.6%1.2%
75Δ45.9777.5%1.8%51.9456.0%1.0%
80Δ45.1875.4%1.3%52.4152.9%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.60
IV
114.9%
B/E move
14.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.78
IV
103.8%
B/E move
12.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.97
IV
92.8%
B/E move
10.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.15
IV
81.7%
B/E move
8.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.34
IV
70.6%
B/E move
6.2%

45Δ

Calls
Pseudo strike
49.80
IV
58.7%
B/E move
4.1%
Puts
Pseudo strike
48.52
IV
59.6%
B/E move
4.0%

50Δ

Calls
Pseudo strike
49.30
IV
59.6%
B/E move
3.6%
Puts
Pseudo strike
49.27
IV
54.3%
B/E move
2.8%

55Δ

Calls
Pseudo strike
48.79
IV
60.3%
B/E move
3.1%
Puts
Pseudo strike
49.72
IV
53.0%
B/E move
2.3%

60Δ

Calls
Pseudo strike
48.27
IV
60.4%
B/E move
2.6%
Puts
Pseudo strike
50.17
IV
51.9%
B/E move
1.9%

65Δ

Calls
Pseudo strike
47.61
IV
65.5%
B/E move
2.3%
Puts
Pseudo strike
50.63
IV
51.2%
B/E move
1.6%

70Δ

Calls
Pseudo strike
46.79
IV
74.4%
B/E move
2.1%
Puts
Pseudo strike
51.16
IV
51.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
45.97
IV
77.5%
B/E move
1.8%
Puts
Pseudo strike
51.94
IV
56.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
45.18
IV
75.4%
B/E move
1.3%
Puts
Pseudo strike
52.41
IV
52.9%
B/E move
0.7%

Options history

IV · four-Friday blend44.07%
Daily EOD
SMHX37.1%40.8%44.6%2026-10-19: 37.59%2026-10-20: 38.60%2026-10-21: 38.82%2026-10-22: 40.57%2026-10-23: 40.93%2026-10-26: 40.83%2026-10-27: 39.78%2026-10-28: 39.44%2026-10-29: 39.76%2026-10-30: 44.07%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.59%
38.60%
38.82%
40.57%
40.93%
40.83%
39.78%
39.44%
39.76%
44.07%