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VanEck Low Carbon Energy ETF SMOG

i

Market dataready · fetched 2026-11-12T01:35:44.248Z

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 · 2026-11-12T01:00:00.133255336Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:34:55.421909+00:00

Share price$132.36
1D+0.0%
AH$132.28$132.32$132.35$132.38$132.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSMOG
Sold putSold callAH

VanEck Low Carbon Energy ETF options

Live interpolated SMOG call and put midpoint premiums by absolute delta.VanEck Low Carbon Energy ETF$1.66$3.04$4.41$5.79$7.17$124.40$129.18$133.96$138.73$143.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SMOG spot · $132.36SMOG PRICE$1.81$2.44$2.45$2.45$2.51$2.53$2.70$2.83$3.21$3.88$4.83$5.44$6.77$2.45$2.45$2.45$2.50$2.54$2.67$2.83$2.99$3.59$3.97$4.28$5.37
Puts——
CallsExpensive1.51×
Skew——
Implied moveBalanced±$5.37
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ147.3976.5%12.7%
25Δ146.0384.6%12.2%123.1775.7%8.8%
30Δ140.5766.0%8.1%126.7559.6%6.1%
35Δ137.2452.9%5.5%129.0748.5%4.3%
40Δ135.1744.2%4.0%130.6140.9%3.2%
45Δ133.7137.2%2.9%131.7535.0%2.4%
50Δ132.7033.7%2.3%132.6231.3%1.8%
55Δ131.8530.1%1.8%133.3328.6%1.4%
60Δ131.0729.6%1.5%133.9726.0%1.0%
65Δ130.1631.0%1.3%134.7926.9%0.9%
70Δ129.0333.8%1.1%135.4325.9%0.7%
75Δ128.0933.1%0.9%136.0324.2%0.5%
80Δ126.5635.7%0.7%137.2326.1%0.4%

20Δ

Calls
Pseudo strike
147.39
IV
76.5%
B/E move
12.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
146.03
IV
84.6%
B/E move
12.2%
Puts
Pseudo strike
123.17
IV
75.7%
B/E move
8.8%

30Δ

Calls
Pseudo strike
140.57
IV
66.0%
B/E move
8.1%
Puts
Pseudo strike
126.75
IV
59.6%
B/E move
6.1%

35Δ

Calls
Pseudo strike
137.24
IV
52.9%
B/E move
5.5%
Puts
Pseudo strike
129.07
IV
48.5%
B/E move
4.3%

40Δ

Calls
Pseudo strike
135.17
IV
44.2%
B/E move
4.0%
Puts
Pseudo strike
130.61
IV
40.9%
B/E move
3.2%

45Δ

Calls
Pseudo strike
133.71
IV
37.2%
B/E move
2.9%
Puts
Pseudo strike
131.75
IV
35.0%
B/E move
2.4%

50Δ

Calls
Pseudo strike
132.70
IV
33.7%
B/E move
2.3%
Puts
Pseudo strike
132.62
IV
31.3%
B/E move
1.8%

55Δ

Calls
Pseudo strike
131.85
IV
30.1%
B/E move
1.8%
Puts
Pseudo strike
133.33
IV
28.6%
B/E move
1.4%

60Δ

Calls
Pseudo strike
131.07
IV
29.6%
B/E move
1.5%
Puts
Pseudo strike
133.97
IV
26.0%
B/E move
1.0%

65Δ

Calls
Pseudo strike
130.16
IV
31.0%
B/E move
1.3%
Puts
Pseudo strike
134.79
IV
26.9%
B/E move
0.9%

70Δ

Calls
Pseudo strike
129.03
IV
33.8%
B/E move
1.1%
Puts
Pseudo strike
135.43
IV
25.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
128.09
IV
33.1%
B/E move
0.9%
Puts
Pseudo strike
136.03
IV
24.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
126.56
IV
35.7%
B/E move
0.7%
Puts
Pseudo strike
137.23
IV
26.1%
B/E move
0.4%

Options history

IV · four-Friday blend24.68%
Daily EOD
SMOG24.4%25.1%25.9%2026-10-19: 25.21%2026-10-20: 24.80%2026-10-21: 24.47%2026-10-22: 25.18%2026-10-23: 24.63%2026-10-26: 25.75%2026-10-27: 24.93%2026-10-28: 25.67%2026-10-29: 25.30%2026-10-30: 24.68%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.21%
24.80%
24.47%
25.18%
24.63%
25.75%
24.93%
25.67%
25.30%
24.68%