IntraAlpha
Create free account Start free

VanEck Low Carbon Energy ETF SMOG

i

Market datapartial · fetched 2026-10-22T22:57:20.983Z

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 · 2026-10-22T22:30:00.003734648Z

FundamentalsAlpha Vantage · unavailable

Share price$130.51
1D+0.0%
AH$130.10$130.14$130.17$130.20$130.245:30 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$2.22$4.31$6.39$8.48$10.56$118.32$124.84$131.36$137.88$144.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMOG spot · $130.51SMOG PRICE$2.45$2.47$2.55$2.81$3.25$3.87$4.41$5.01$5.71$2.59$2.75$3.29$3.95$4.75$5.44$6.27$7.30$8.77$9.96
PutsExpensive1.34×
CallsExpensive1.86×
SkewBullish-4.65 pp
Implied moveBalanced±$7.82
TiltBearish25.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ144.7147.8%12.8%
30Δ139.1637.3%8.5%
35Δ135.9030.9%6.1%127.3128.6%4.4%
40Δ133.9728.0%4.8%128.9025.2%3.3%
45Δ132.5727.2%4.1%130.0825.2%2.8%
50Δ131.3127.6%3.6%131.2725.6%2.4%
55Δ130.0427.1%3.0%132.5126.4%2.1%
60Δ128.8126.6%2.5%133.7426.1%1.7%
65Δ127.5826.3%2.1%135.0326.0%1.3%
70Δ136.4626.2%1.0%
75Δ138.2727.2%0.8%
80Δ139.8426.6%0.5%

20Δ

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

25Δ

Calls
Pseudo strike
144.71
IV
47.8%
B/E move
12.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
139.16
IV
37.3%
B/E move
8.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
135.90
IV
30.9%
B/E move
6.1%
Puts
Pseudo strike
127.31
IV
28.6%
B/E move
4.4%

40Δ

Calls
Pseudo strike
133.97
IV
28.0%
B/E move
4.8%
Puts
Pseudo strike
128.90
IV
25.2%
B/E move
3.3%

45Δ

Calls
Pseudo strike
132.57
IV
27.2%
B/E move
4.1%
Puts
Pseudo strike
130.08
IV
25.2%
B/E move
2.8%

50Δ

Calls
Pseudo strike
131.31
IV
27.6%
B/E move
3.6%
Puts
Pseudo strike
131.27
IV
25.6%
B/E move
2.4%

55Δ

Calls
Pseudo strike
130.04
IV
27.1%
B/E move
3.0%
Puts
Pseudo strike
132.51
IV
26.4%
B/E move
2.1%

60Δ

Calls
Pseudo strike
128.81
IV
26.6%
B/E move
2.5%
Puts
Pseudo strike
133.74
IV
26.1%
B/E move
1.7%

65Δ

Calls
Pseudo strike
127.58
IV
26.3%
B/E move
2.1%
Puts
Pseudo strike
135.03
IV
26.0%
B/E move
1.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
136.46
IV
26.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
138.27
IV
27.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
139.84
IV
26.6%
B/E move
0.5%

Options history

No recorded observations