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VanEck ETF Trust VanEck Fabless Semiconductor ETF SMHX

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Market datapartial · fetched 2026-10-22T23:09:55.155Z

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 · 2026-10-22T20:37:03.95812179Z

FundamentalsAlpha Vantage · unavailable

Share price$52.18
1D-3.0%
AH$51.69$52.33$52.97$53.60$54.245:30 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$0.72$1.90$3.08$4.25$5.43$42.04$48.45$54.87$61.28$67.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMHX spot · $52.18SMHX PRICE$0.85$1.00$1.50$1.72$1.85$2.30$2.37$2.62$2.83$3.35$1.70$2.15$2.47$2.60$3.17$3.75$4.15$5.02$5.05$5.09
PutsCheap0.81×
CallsExpensive1.12×
SkewBullish-5.33 pp
Implied moveBearish±$4.97
TiltBearish26.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.5155.7%17.6%
25Δ58.0048.9%13.1%
30Δ57.9458.6%13.9%
35Δ56.1353.7%10.9%50.2445.5%7.0%
40Δ54.5646.9%8.1%51.0547.3%6.3%
45Δ53.8450.2%7.6%51.9345.8%5.2%
50Δ52.7543.6%5.6%52.6641.3%4.1%
55Δ51.9441.2%4.6%53.5542.5%3.5%
60Δ51.2438.4%3.6%54.3843.5%3.0%
65Δ50.4439.4%3.1%55.1541.6%2.3%
70Δ56.1843.7%1.9%
75Δ56.5438.7%1.3%
80Δ56.8933.6%0.7%

20Δ

Calls
Pseudo strike
60.51
IV
55.7%
B/E move
17.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
58.00
IV
48.9%
B/E move
13.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
57.94
IV
58.6%
B/E move
13.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
56.13
IV
53.7%
B/E move
10.9%
Puts
Pseudo strike
50.24
IV
45.5%
B/E move
7.0%

40Δ

Calls
Pseudo strike
54.56
IV
46.9%
B/E move
8.1%
Puts
Pseudo strike
51.05
IV
47.3%
B/E move
6.3%

45Δ

Calls
Pseudo strike
53.84
IV
50.2%
B/E move
7.6%
Puts
Pseudo strike
51.93
IV
45.8%
B/E move
5.2%

50Δ

Calls
Pseudo strike
52.75
IV
43.6%
B/E move
5.6%
Puts
Pseudo strike
52.66
IV
41.3%
B/E move
4.1%

55Δ

Calls
Pseudo strike
51.94
IV
41.2%
B/E move
4.6%
Puts
Pseudo strike
53.55
IV
42.5%
B/E move
3.5%

60Δ

Calls
Pseudo strike
51.24
IV
38.4%
B/E move
3.6%
Puts
Pseudo strike
54.38
IV
43.5%
B/E move
3.0%

65Δ

Calls
Pseudo strike
50.44
IV
39.4%
B/E move
3.1%
Puts
Pseudo strike
55.15
IV
41.6%
B/E move
2.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.18
IV
43.7%
B/E move
1.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.54
IV
38.7%
B/E move
1.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.89
IV
33.6%
B/E move
0.7%

Options history

No recorded observations