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iShares MSCI Agriculture Producers ETF VEGI

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Market datapartial · fetched 2026-10-22T23:51:15.223Z

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 · 2026-10-22T22:30:00.003960873Z

FundamentalsAlpha Vantage · unavailable

Share price$44.57
1D+0.5%
AH$43.95$44.15$44.36$44.56$44.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVEGI
Sold putSold callAH

iShares MSCI Agriculture Producers ETF options

Live interpolated VEGI call and put midpoint premiums by absolute delta.iShares MSCI Agriculture Producers ETF$1.20$1.66$2.11$2.57$3.02$39.02$41.86$44.69$47.52$50.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VEGI spot · $44.57VEGI PRICE$1.25$1.25$1.30$1.35$1.47$1.61$1.74$1.86$1.98$2.11$2.33$2.89$1.28$1.34$1.40$1.54$1.65$1.74$1.89$2.07$2.23$2.38$2.54$2.84
PutsExpensive1.52×
CallsExpensive1.79×
SkewBullish-1.90 pp
Implied moveBearish±$3.35
TiltBearish4.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ52.6073.9%20.8%40.3262.8%12.4%
30Δ49.2956.9%13.4%41.8652.1%9.1%
35Δ47.6047.6%9.7%42.9644.2%6.7%
40Δ46.4340.8%7.2%43.7240.5%5.4%
45Δ45.5836.7%5.6%44.3536.7%4.2%
50Δ44.9534.3%4.5%44.9032.8%3.1%
55Δ44.4531.7%3.6%45.3630.7%2.5%
60Δ43.9629.2%2.8%45.8029.0%1.9%
65Δ43.6127.0%2.3%46.1727.1%1.4%
70Δ43.2724.8%1.8%46.4925.2%1.0%
75Δ42.8323.2%1.3%46.8123.3%0.7%
80Δ42.1423.2%1.0%47.2522.2%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
52.60
IV
73.9%
B/E move
20.8%
Puts
Pseudo strike
40.32
IV
62.8%
B/E move
12.4%

30Δ

Calls
Pseudo strike
49.29
IV
56.9%
B/E move
13.4%
Puts
Pseudo strike
41.86
IV
52.1%
B/E move
9.1%

35Δ

Calls
Pseudo strike
47.60
IV
47.6%
B/E move
9.7%
Puts
Pseudo strike
42.96
IV
44.2%
B/E move
6.7%

40Δ

Calls
Pseudo strike
46.43
IV
40.8%
B/E move
7.2%
Puts
Pseudo strike
43.72
IV
40.5%
B/E move
5.4%

45Δ

Calls
Pseudo strike
45.58
IV
36.7%
B/E move
5.6%
Puts
Pseudo strike
44.35
IV
36.7%
B/E move
4.2%

50Δ

Calls
Pseudo strike
44.95
IV
34.3%
B/E move
4.5%
Puts
Pseudo strike
44.90
IV
32.8%
B/E move
3.1%

55Δ

Calls
Pseudo strike
44.45
IV
31.7%
B/E move
3.6%
Puts
Pseudo strike
45.36
IV
30.7%
B/E move
2.5%

60Δ

Calls
Pseudo strike
43.96
IV
29.2%
B/E move
2.8%
Puts
Pseudo strike
45.80
IV
29.0%
B/E move
1.9%

65Δ

Calls
Pseudo strike
43.61
IV
27.0%
B/E move
2.3%
Puts
Pseudo strike
46.17
IV
27.1%
B/E move
1.4%

70Δ

Calls
Pseudo strike
43.27
IV
24.8%
B/E move
1.8%
Puts
Pseudo strike
46.49
IV
25.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
42.83
IV
23.2%
B/E move
1.3%
Puts
Pseudo strike
46.81
IV
23.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
42.14
IV
23.2%
B/E move
1.0%
Puts
Pseudo strike
47.25
IV
22.2%
B/E move
0.4%

Options history

No recorded observations