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VanEck Low Carbon Energy ETF SMOG

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Market datapartial · fetched 2026-10-22T18:32:38.168Z

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 · 2026-10-22T00:00:00.120458317Z

FundamentalsAlpha Vantage · unavailable

Share price$132.78
1D-0.2%
AH$132.46$132.62$132.79$132.95$133.115:30 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$2.14$5.06$7.98$10.91$13.83$116.67$123.37$130.07$136.77$143.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMOG spot · $132.78SMOG PRICE$2.45$2.48$2.55$2.67$2.93$3.30$3.74$4.13$4.42$4.71$5.03$2.55$2.91$3.78$4.65$5.51$6.74$8.15$10.62$12.99
PutsExpensive2.06×
CallsExpensive1.30×
SkewBearish+14.50 pp
Implied moveBearish±$8.45
TiltBearish20.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ141.4236.4%8.4%127.2234.0%6.1%
35Δ137.9929.4%5.8%129.2931.1%4.8%
40Δ135.9224.9%4.3%130.8132.3%4.3%
45Δ134.5321.8%3.3%132.3333.4%3.8%
50Δ133.4620.4%2.7%133.8534.5%3.4%
55Δ132.4819.6%2.3%135.6336.1%2.9%
60Δ131.5819.2%1.9%137.5937.5%2.5%
65Δ130.7518.4%1.6%140.3741.9%2.3%
70Δ130.0217.1%1.2%143.2744.0%1.9%
75Δ129.4015.8%1.0%
80Δ128.7914.5%0.8%

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
141.42
IV
36.4%
B/E move
8.4%
Puts
Pseudo strike
127.22
IV
34.0%
B/E move
6.1%

35Δ

Calls
Pseudo strike
137.99
IV
29.4%
B/E move
5.8%
Puts
Pseudo strike
129.29
IV
31.1%
B/E move
4.8%

40Δ

Calls
Pseudo strike
135.92
IV
24.9%
B/E move
4.3%
Puts
Pseudo strike
130.81
IV
32.3%
B/E move
4.3%

45Δ

Calls
Pseudo strike
134.53
IV
21.8%
B/E move
3.3%
Puts
Pseudo strike
132.33
IV
33.4%
B/E move
3.8%

50Δ

Calls
Pseudo strike
133.46
IV
20.4%
B/E move
2.7%
Puts
Pseudo strike
133.85
IV
34.5%
B/E move
3.4%

55Δ

Calls
Pseudo strike
132.48
IV
19.6%
B/E move
2.3%
Puts
Pseudo strike
135.63
IV
36.1%
B/E move
2.9%

60Δ

Calls
Pseudo strike
131.58
IV
19.2%
B/E move
1.9%
Puts
Pseudo strike
137.59
IV
37.5%
B/E move
2.5%

65Δ

Calls
Pseudo strike
130.75
IV
18.4%
B/E move
1.6%
Puts
Pseudo strike
140.37
IV
41.9%
B/E move
2.3%

70Δ

Calls
Pseudo strike
130.02
IV
17.1%
B/E move
1.2%
Puts
Pseudo strike
143.27
IV
44.0%
B/E move
1.9%

75Δ

Calls
Pseudo strike
129.40
IV
15.8%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
128.79
IV
14.5%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations