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VanEck Morningstar SMID Moat ETF SMOT

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Market datapartial · fetched 2026-10-22T23:11:27.523Z

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 · 2026-10-22T22:30:06.743118864Z

FundamentalsAlpha Vantage · unavailable

Share price$40.33
1D+2.3%
AH$39.35$39.62$39.88$40.14$40.405:30 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$0.45$0.95$1.46$1.97$2.47$36.48$38.22$39.95$41.68$43.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMOT spot · $40.33SMOT PRICE$0.50$0.50$0.56$0.61$0.67$0.74$0.80$0.87$0.94$1.08$1.24$1.41$1.57$0.55$0.61$0.68$0.75$0.81$0.90$1.01$1.12$1.28$1.53$1.79$2.33
PutsExpensive1.93×
CallsExpensive1.42×
SkewBearish+4.14 pp
Implied moveBearish±$1.82
TiltBearish7.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.9841.7%12.8%36.9741.0%9.7%
25Δ43.0930.9%8.1%38.0934.3%7.1%
30Δ42.2626.9%6.2%38.8230.3%5.4%
35Δ41.6924.1%4.9%39.3727.1%4.2%
40Δ41.2221.7%3.9%39.8524.1%3.2%
45Δ40.8619.9%3.1%40.2022.5%2.5%
50Δ40.5918.5%2.6%40.5021.5%2.1%
55Δ40.3217.2%2.1%40.8020.5%1.6%
60Δ40.0615.8%1.6%41.1119.9%1.2%
65Δ39.8115.4%1.4%41.4620.3%1.0%
70Δ39.5615.2%1.2%41.8120.7%0.8%
75Δ39.3215.1%1.0%42.4123.2%0.6%
80Δ39.0714.9%0.8%

20Δ

Calls
Pseudo strike
44.98
IV
41.7%
B/E move
12.8%
Puts
Pseudo strike
36.97
IV
41.0%
B/E move
9.7%

25Δ

Calls
Pseudo strike
43.09
IV
30.9%
B/E move
8.1%
Puts
Pseudo strike
38.09
IV
34.3%
B/E move
7.1%

30Δ

Calls
Pseudo strike
42.26
IV
26.9%
B/E move
6.2%
Puts
Pseudo strike
38.82
IV
30.3%
B/E move
5.4%

35Δ

Calls
Pseudo strike
41.69
IV
24.1%
B/E move
4.9%
Puts
Pseudo strike
39.37
IV
27.1%
B/E move
4.2%

40Δ

Calls
Pseudo strike
41.22
IV
21.7%
B/E move
3.9%
Puts
Pseudo strike
39.85
IV
24.1%
B/E move
3.2%

45Δ

Calls
Pseudo strike
40.86
IV
19.9%
B/E move
3.1%
Puts
Pseudo strike
40.20
IV
22.5%
B/E move
2.5%

50Δ

Calls
Pseudo strike
40.59
IV
18.5%
B/E move
2.6%
Puts
Pseudo strike
40.50
IV
21.5%
B/E move
2.1%

55Δ

Calls
Pseudo strike
40.32
IV
17.2%
B/E move
2.1%
Puts
Pseudo strike
40.80
IV
20.5%
B/E move
1.6%

60Δ

Calls
Pseudo strike
40.06
IV
15.8%
B/E move
1.6%
Puts
Pseudo strike
41.11
IV
19.9%
B/E move
1.2%

65Δ

Calls
Pseudo strike
39.81
IV
15.4%
B/E move
1.4%
Puts
Pseudo strike
41.46
IV
20.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
39.56
IV
15.2%
B/E move
1.2%
Puts
Pseudo strike
41.81
IV
20.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
39.32
IV
15.1%
B/E move
1.0%
Puts
Pseudo strike
42.41
IV
23.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
39.07
IV
14.9%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations