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US Vegan Climate ETF VEGN

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Market dataready · fetched 2026-10-24T15:13:52.810Z

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 · 2026-10-24T00:00:07.745192953Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T15:13:53.150127+00:00

Share price$74.65
1D+0.4%
AH$74.34$74.46$74.58$74.70$74.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVEGN
Sold putSold callAH

US Vegan Climate ETF options

Live interpolated VEGN call and put midpoint premiums by absolute delta.US Vegan Climate ETF$0.46$1.62$2.77$3.93$5.09$68.25$71.81$75.37$78.93$82.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VEGN spot · $74.65VEGN PRICE$0.59$0.73$0.89$1.09$1.35$1.63$1.93$2.32$2.74$3.21$3.76$4.40$0.90$1.09$1.29$1.52$1.76$2.02$2.37$2.73$3.07$3.55$4.11$4.75
PutsExpensive1.11×
CallsExpensive1.51×
SkewBullish-0.83 pp
Implied moveBearish±$3.95
TiltBearish8.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ79.8726.7%7.8%
25Δ78.5924.7%6.3%71.2528.6%5.8%
30Δ77.6423.7%5.2%72.2027.2%4.7%
35Δ76.9023.6%4.5%73.0425.9%3.9%
40Δ76.2924.1%4.0%73.7425.2%3.2%
45Δ75.6724.5%3.5%74.4024.5%2.7%
50Δ75.0424.8%3.1%75.0323.9%2.2%
55Δ74.3925.5%2.8%75.6524.0%1.8%
60Δ73.7026.2%2.4%76.2623.8%1.5%
65Δ72.9926.8%2.1%76.8723.3%1.1%
70Δ72.2027.3%1.8%77.5623.2%0.9%
75Δ71.3427.8%1.5%78.3023.2%0.6%
80Δ79.1223.2%0.4%

20Δ

Calls
Pseudo strike
79.87
IV
26.7%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
78.59
IV
24.7%
B/E move
6.3%
Puts
Pseudo strike
71.25
IV
28.6%
B/E move
5.8%

30Δ

Calls
Pseudo strike
77.64
IV
23.7%
B/E move
5.2%
Puts
Pseudo strike
72.20
IV
27.2%
B/E move
4.7%

35Δ

Calls
Pseudo strike
76.90
IV
23.6%
B/E move
4.5%
Puts
Pseudo strike
73.04
IV
25.9%
B/E move
3.9%

40Δ

Calls
Pseudo strike
76.29
IV
24.1%
B/E move
4.0%
Puts
Pseudo strike
73.74
IV
25.2%
B/E move
3.2%

45Δ

Calls
Pseudo strike
75.67
IV
24.5%
B/E move
3.5%
Puts
Pseudo strike
74.40
IV
24.5%
B/E move
2.7%

50Δ

Calls
Pseudo strike
75.04
IV
24.8%
B/E move
3.1%
Puts
Pseudo strike
75.03
IV
23.9%
B/E move
2.2%

55Δ

Calls
Pseudo strike
74.39
IV
25.5%
B/E move
2.8%
Puts
Pseudo strike
75.65
IV
24.0%
B/E move
1.8%

60Δ

Calls
Pseudo strike
73.70
IV
26.2%
B/E move
2.4%
Puts
Pseudo strike
76.26
IV
23.8%
B/E move
1.5%

65Δ

Calls
Pseudo strike
72.99
IV
26.8%
B/E move
2.1%
Puts
Pseudo strike
76.87
IV
23.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
72.20
IV
27.3%
B/E move
1.8%
Puts
Pseudo strike
77.56
IV
23.2%
B/E move
0.9%

75Δ

Calls
Pseudo strike
71.34
IV
27.8%
B/E move
1.5%
Puts
Pseudo strike
78.30
IV
23.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.12
IV
23.2%
B/E move
0.4%

Options history

No recorded observations