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VanEck ETF Trust VanEck Fabless Semiconductor ETF SMHX

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Market datapartial · fetched 2026-10-23T18:37:26.378Z

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 · 2026-10-23T18:37:25.062782599Z

FundamentalsAlpha Vantage · unavailable

Share price$52.46
1D+1.5%
$51.45$51.82$52.19$52.55$52.925:30 AM6:30 AM9:00 AM1:00 PMSMHX
Sold putSold call

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$1.26$2.66$4.06$5.46$6.85$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESMHX PRICE$1.41$1.69$2.00$2.41$4.71$5.58$6.45
PutsCheap0.78×
CallsExpensive1.06×
SkewBullish-2.51 pp
Implied move——
TiltBearish38.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ55.5843.6%8.6%
40Δ54.6743.3%7.4%
45Δ53.8043.5%6.4%
50Δ53.0244.9%5.7%
55Δ
60Δ
65Δ
70Δ56.2641.1%1.7%
75Δ57.3541.3%1.3%
80Δ58.4441.5%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
55.58
IV
43.6%
B/E move
8.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
54.67
IV
43.3%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
53.80
IV
43.5%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
53.02
IV
44.9%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.26
IV
41.1%
B/E move
1.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.35
IV
41.3%
B/E move
1.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.44
IV
41.5%
B/E move
0.9%

Options history

No recorded observations