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US Vegan Climate ETF VEGN

i

Market dataready · fetched 2026-11-13T18:51:56.519Z

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 · 2026-11-13T18:10:14.897909692Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T18:51:56.158654+00:00

Share price$71.48
1D-2.3%
$70.92$71.53$72.15$72.76$73.375:30 AM6:30 AM9:00 AM1:00 PMVEGN
Sold putSold call

US Vegan Climate ETF options

Live interpolated VEGN call and put midpoint premiums by absolute delta.US Vegan Climate ETF$0.36$1.30$2.24$3.18$4.12$67.49$69.66$71.82$73.98$76.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VEGN spot · $71.48VEGN PRICE$0.46$0.54$0.61$0.71$0.85$0.99$1.23$1.46$1.91$2.55$3.19$3.58$3.85$0.54$0.60$0.69$0.80$0.92$1.06$1.22$1.38$1.56$1.75$1.94$2.13$2.33
PutsExpensive1.24×
CallsFair0.97×
SkewBullish-5.80 pp
Implied moveBalanced±$2.45
TiltBullish12.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ75.4243.2%6.2%67.8447.0%5.8%
25Δ74.2037.1%4.5%69.0339.6%4.3%
30Δ73.4133.1%3.6%69.7635.8%3.4%
35Δ72.8230.9%2.9%70.3133.5%2.8%
40Δ72.3930.5%2.5%70.7931.8%2.3%
45Δ71.9730.2%2.1%71.2130.7%1.9%
50Δ71.5831.3%1.9%71.5829.9%1.6%
55Δ71.1932.3%1.6%71.9529.2%1.3%
60Δ70.6736.4%1.5%72.3028.3%1.0%
65Δ70.0243.3%1.5%72.6427.5%0.8%
70Δ69.2647.0%1.4%72.9826.6%0.6%
75Δ68.6746.0%1.1%73.2825.1%0.5%
80Δ68.1842.8%0.8%73.5823.6%0.3%

20Δ

Calls
Pseudo strike
75.42
IV
43.2%
B/E move
6.2%
Puts
Pseudo strike
67.84
IV
47.0%
B/E move
5.8%

25Δ

Calls
Pseudo strike
74.20
IV
37.1%
B/E move
4.5%
Puts
Pseudo strike
69.03
IV
39.6%
B/E move
4.3%

30Δ

Calls
Pseudo strike
73.41
IV
33.1%
B/E move
3.6%
Puts
Pseudo strike
69.76
IV
35.8%
B/E move
3.4%

35Δ

Calls
Pseudo strike
72.82
IV
30.9%
B/E move
2.9%
Puts
Pseudo strike
70.31
IV
33.5%
B/E move
2.8%

40Δ

Calls
Pseudo strike
72.39
IV
30.5%
B/E move
2.5%
Puts
Pseudo strike
70.79
IV
31.8%
B/E move
2.3%

45Δ

Calls
Pseudo strike
71.97
IV
30.2%
B/E move
2.1%
Puts
Pseudo strike
71.21
IV
30.7%
B/E move
1.9%

50Δ

Calls
Pseudo strike
71.58
IV
31.3%
B/E move
1.9%
Puts
Pseudo strike
71.58
IV
29.9%
B/E move
1.6%

55Δ

Calls
Pseudo strike
71.19
IV
32.3%
B/E move
1.6%
Puts
Pseudo strike
71.95
IV
29.2%
B/E move
1.3%

60Δ

Calls
Pseudo strike
70.67
IV
36.4%
B/E move
1.5%
Puts
Pseudo strike
72.30
IV
28.3%
B/E move
1.0%

65Δ

Calls
Pseudo strike
70.02
IV
43.3%
B/E move
1.5%
Puts
Pseudo strike
72.64
IV
27.5%
B/E move
0.8%

70Δ

Calls
Pseudo strike
69.26
IV
47.0%
B/E move
1.4%
Puts
Pseudo strike
72.98
IV
26.6%
B/E move
0.6%

75Δ

Calls
Pseudo strike
68.67
IV
46.0%
B/E move
1.1%
Puts
Pseudo strike
73.28
IV
25.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
68.18
IV
42.8%
B/E move
0.8%
Puts
Pseudo strike
73.58
IV
23.6%
B/E move
0.3%

Options history

IV · four-Friday blend24.67%
Daily EOD
VEGN20.2%22.8%25.4%2026-10-19: 20.55%2026-10-20: 21.48%2026-10-21: 20.92%2026-10-22: 25.02%2026-10-23: 23.01%2026-10-26: 22.22%2026-10-27: 21.78%2026-10-28: 23.88%2026-10-29: 21.20%2026-10-30: 24.67%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
20.55%
21.48%
20.92%
25.02%
23.01%
22.22%
21.78%
23.88%
21.20%
24.67%