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VanEck Morningstar SMID Moat ETF SMOT

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Market datapartial · fetched 2026-10-22T14:05:43.833Z

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 · 2026-10-22T13:30:00.082713858Z

FundamentalsAlpha Vantage · unavailable

Share price$39.43
1D+0.0%
$39.41$39.42$39.43$39.43$39.445:30 AM6:30 AM9:00 AM1:00 PMSMOT
Sold putSold call

VanEck Morningstar SMID Moat ETF options

Live interpolated SMOT call and put midpoint premiums by absolute delta.VanEck Morningstar SMID Moat ETF$0.44$1.09$1.74$2.39$3.03$35.81$37.65$39.49$41.33$43.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMOT spot · $39.42SMOT PRICE$0.51$0.56$0.60$0.65$0.73$0.82$0.95$1.08$1.21$1.54$1.89$2.34$2.85$0.58$0.61$0.65$0.69$0.73$0.78$0.83$0.88$0.95$1.05$1.16$1.26$1.37
PutsExpensive1.97×
CallsExpensive1.98×
SkewBullish-1.23 pp
Implied moveBullish±$1.78
TiltBullish15.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.5945.0%14.4%33.0163.6%17.7%
25Δ43.2338.1%11.1%34.5353.1%14.0%
30Δ41.8731.1%7.7%36.0542.6%10.2%
35Δ40.8426.0%5.2%37.5732.1%6.4%
40Δ40.3924.0%4.3%39.0222.1%2.9%
45Δ39.9622.3%3.4%39.2720.3%2.4%
50Δ39.6521.9%3.0%39.5318.6%1.8%
55Δ39.3421.5%2.5%39.7916.8%1.3%
60Δ39.0321.1%2.1%40.0315.2%0.9%
65Δ38.6122.8%1.9%40.2114.5%0.7%
70Δ38.1924.7%1.7%40.3913.7%0.5%
75Δ37.6626.7%1.5%40.5713.0%0.3%
80Δ37.0628.6%1.2%40.7412.2%0.1%

20Δ

Calls
Pseudo strike
44.59
IV
45.0%
B/E move
14.4%
Puts
Pseudo strike
33.01
IV
63.6%
B/E move
17.7%

25Δ

Calls
Pseudo strike
43.23
IV
38.1%
B/E move
11.1%
Puts
Pseudo strike
34.53
IV
53.1%
B/E move
14.0%

30Δ

Calls
Pseudo strike
41.87
IV
31.1%
B/E move
7.7%
Puts
Pseudo strike
36.05
IV
42.6%
B/E move
10.2%

35Δ

Calls
Pseudo strike
40.84
IV
26.0%
B/E move
5.2%
Puts
Pseudo strike
37.57
IV
32.1%
B/E move
6.4%

40Δ

Calls
Pseudo strike
40.39
IV
24.0%
B/E move
4.3%
Puts
Pseudo strike
39.02
IV
22.1%
B/E move
2.9%

45Δ

Calls
Pseudo strike
39.96
IV
22.3%
B/E move
3.4%
Puts
Pseudo strike
39.27
IV
20.3%
B/E move
2.4%

50Δ

Calls
Pseudo strike
39.65
IV
21.9%
B/E move
3.0%
Puts
Pseudo strike
39.53
IV
18.6%
B/E move
1.8%

55Δ

Calls
Pseudo strike
39.34
IV
21.5%
B/E move
2.5%
Puts
Pseudo strike
39.79
IV
16.8%
B/E move
1.3%

60Δ

Calls
Pseudo strike
39.03
IV
21.1%
B/E move
2.1%
Puts
Pseudo strike
40.03
IV
15.2%
B/E move
0.9%

65Δ

Calls
Pseudo strike
38.61
IV
22.8%
B/E move
1.9%
Puts
Pseudo strike
40.21
IV
14.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
38.19
IV
24.7%
B/E move
1.7%
Puts
Pseudo strike
40.39
IV
13.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
37.66
IV
26.7%
B/E move
1.5%
Puts
Pseudo strike
40.57
IV
13.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
37.06
IV
28.6%
B/E move
1.2%
Puts
Pseudo strike
40.74
IV
12.2%
B/E move
0.1%

Options history

No recorded observations