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VanEck Low Carbon Energy ETF SMOG

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Market dataready · fetched 2026-10-22T16:55:42.173Z

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 · ready · fetched 2026-10-22T16:47:50.158463+00:00

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$2.16$4.88$7.60$10.32$13.05$116.83$123.48$130.13$136.78$143.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMOG spot · $132.78SMOG PRICE$2.45$2.45$2.55$2.67$2.94$3.30$3.74$4.13$4.42$4.71$5.03$2.57$2.88$3.61$4.42$5.50$6.71$8.15$10.33$12.26
PutsExpensive1.99×
CallsExpensive1.30×
SkewBearish+14.12 pp
Implied moveBearish±$8.44
TiltBearish19.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ141.3436.2%8.3%127.2034.3%6.1%
35Δ137.9929.0%5.8%129.2731.1%4.8%
40Δ135.9224.9%4.3%130.7232.0%4.3%
45Δ134.5021.9%3.3%132.2332.9%3.7%
50Δ133.4420.4%2.7%133.8334.6%3.4%
55Δ132.4819.6%2.3%135.6136.0%2.9%
60Δ131.5819.2%1.9%137.5937.5%2.5%
65Δ130.7518.4%1.6%140.1740.8%2.2%
70Δ130.0217.1%1.2%142.6841.8%1.8%
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
141.34
IV
36.2%
B/E move
8.3%
Puts
Pseudo strike
127.20
IV
34.3%
B/E move
6.1%

35Δ

Calls
Pseudo strike
137.99
IV
29.0%
B/E move
5.8%
Puts
Pseudo strike
129.27
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
130.72
IV
32.0%
B/E move
4.3%

45Δ

Calls
Pseudo strike
134.50
IV
21.9%
B/E move
3.3%
Puts
Pseudo strike
132.23
IV
32.9%
B/E move
3.7%

50Δ

Calls
Pseudo strike
133.44
IV
20.4%
B/E move
2.7%
Puts
Pseudo strike
133.83
IV
34.6%
B/E move
3.4%

55Δ

Calls
Pseudo strike
132.48
IV
19.6%
B/E move
2.3%
Puts
Pseudo strike
135.61
IV
36.0%
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
140.17
IV
40.8%
B/E move
2.2%

70Δ

Calls
Pseudo strike
130.02
IV
17.1%
B/E move
1.2%
Puts
Pseudo strike
142.68
IV
41.8%
B/E move
1.8%

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