IntraAlpha
Create free account Start free

VanEck Morningstar SMID Moat ETF SMOT

i

Market dataready · fetched 2026-11-12T02:59:05.166Z

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 · 2026-11-12T01:00:06.670837309Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:59:04.839073+00:00

Share price$42.00
1D+0.4%
AH$41.54$41.66$41.79$41.91$42.035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSMOT
Sold putSold callAH

VanEck Morningstar SMID Moat ETF options

Live interpolated SMOT call and put midpoint premiums by absolute delta.VanEck Morningstar SMID Moat ETF$0.48$0.90$1.33$1.76$2.18$39.27$40.46$41.65$42.84$44.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SMOT spot · $42.00SMOT PRICE$0.53$0.53$0.53$0.55$0.58$0.61$0.64$0.53$0.55$0.56$0.59$0.63$0.67$0.74$0.84$0.94$1.04$1.14$1.44$2.06
PutsExpensive2.16×
Calls——
Skew——
Implied moveBearish±$1.38
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.8076.6%12.7%38.6369.1%9.3%
25Δ44.8156.8%7.9%39.8654.3%6.4%
30Δ43.7645.0%5.4%40.6044.8%4.7%
35Δ43.0737.1%3.9%41.1437.9%3.5%
40Δ42.7333.0%3.1%41.4634.1%2.8%
45Δ42.4229.3%2.4%41.7930.3%2.1%
50Δ42.1225.6%1.8%42.0727.5%1.6%
55Δ42.2726.4%1.3%
60Δ42.4825.4%1.1%
65Δ42.6824.4%0.9%
70Δ42.8823.3%0.6%
75Δ43.2425.0%0.5%
80Δ43.8831.1%0.4%

20Δ

Calls
Pseudo strike
46.80
IV
76.6%
B/E move
12.7%
Puts
Pseudo strike
38.63
IV
69.1%
B/E move
9.3%

25Δ

Calls
Pseudo strike
44.81
IV
56.8%
B/E move
7.9%
Puts
Pseudo strike
39.86
IV
54.3%
B/E move
6.4%

30Δ

Calls
Pseudo strike
43.76
IV
45.0%
B/E move
5.4%
Puts
Pseudo strike
40.60
IV
44.8%
B/E move
4.7%

35Δ

Calls
Pseudo strike
43.07
IV
37.1%
B/E move
3.9%
Puts
Pseudo strike
41.14
IV
37.9%
B/E move
3.5%

40Δ

Calls
Pseudo strike
42.73
IV
33.0%
B/E move
3.1%
Puts
Pseudo strike
41.46
IV
34.1%
B/E move
2.8%

45Δ

Calls
Pseudo strike
42.42
IV
29.3%
B/E move
2.4%
Puts
Pseudo strike
41.79
IV
30.3%
B/E move
2.1%

50Δ

Calls
Pseudo strike
42.12
IV
25.6%
B/E move
1.8%
Puts
Pseudo strike
42.07
IV
27.5%
B/E move
1.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.27
IV
26.4%
B/E move
1.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.48
IV
25.4%
B/E move
1.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.68
IV
24.4%
B/E move
0.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.88
IV
23.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.24
IV
25.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.88
IV
31.1%
B/E move
0.4%

Options history

IV · four-Friday blend18.78%
Daily EOD
SMOT13.7%50.8%87.9%2026-10-19: 37.50%2026-10-20: 21.35%2026-10-21: 74.50%2026-10-22: 19.24%2026-10-23: 75.40%2026-10-26: 81.29%2026-10-27: 20.33%2026-10-28: 42.21%2026-10-29: 82.82%2026-10-30: 18.78%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.50%
21.35%
74.50%
19.24%
75.40%
81.29%
20.33%
42.21%
82.82%
18.78%