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US Vegan Climate ETF VEGN

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Market datapartial · fetched 2026-10-22T21:54:46.070Z

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 · 2026-10-22T20:10:07.656958763Z

FundamentalsAlpha Vantage · unavailable

Share price$74.69
1D-0.4%
AH$74.43$74.58$74.73$74.88$75.045:30 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$2.29$4.24$6.19$8.14$10.10$66.41$70.71$75.02$79.32$83.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VEGN spot · $74.69VEGN PRICE$2.50$2.50$2.50$2.50$2.61$2.96$3.62$4.16$4.69$2.50$2.50$2.55$2.70$2.87$2.88$2.86$3.19$5.13$9.53
PutsExpensive1.43×
CallsExpensive2.06×
SkewBullish-3.13 pp
Implied moveBearish±$5.20
TiltBearish13.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ80.5254.8%11.2%71.8546.9%7.1%
40Δ78.0144.7%7.8%73.3139.2%5.2%
45Δ76.4037.4%5.6%74.3633.9%3.9%
50Δ75.2931.6%4.1%75.1830.4%3.0%
55Δ74.4628.1%3.2%75.8927.9%2.2%
60Δ73.6727.4%2.6%76.3324.7%1.7%
65Δ72.8229.3%2.3%76.7121.3%1.1%
70Δ71.9929.4%1.9%77.3420.2%0.7%
75Δ71.1628.8%1.6%79.2327.7%0.8%
80Δ83.5542.5%0.9%

20Δ

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

25Δ

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

30Δ

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

35Δ

Calls
Pseudo strike
80.52
IV
54.8%
B/E move
11.2%
Puts
Pseudo strike
71.85
IV
46.9%
B/E move
7.1%

40Δ

Calls
Pseudo strike
78.01
IV
44.7%
B/E move
7.8%
Puts
Pseudo strike
73.31
IV
39.2%
B/E move
5.2%

45Δ

Calls
Pseudo strike
76.40
IV
37.4%
B/E move
5.6%
Puts
Pseudo strike
74.36
IV
33.9%
B/E move
3.9%

50Δ

Calls
Pseudo strike
75.29
IV
31.6%
B/E move
4.1%
Puts
Pseudo strike
75.18
IV
30.4%
B/E move
3.0%

55Δ

Calls
Pseudo strike
74.46
IV
28.1%
B/E move
3.2%
Puts
Pseudo strike
75.89
IV
27.9%
B/E move
2.2%

60Δ

Calls
Pseudo strike
73.67
IV
27.4%
B/E move
2.6%
Puts
Pseudo strike
76.33
IV
24.7%
B/E move
1.7%

65Δ

Calls
Pseudo strike
72.82
IV
29.3%
B/E move
2.3%
Puts
Pseudo strike
76.71
IV
21.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
71.99
IV
29.4%
B/E move
1.9%
Puts
Pseudo strike
77.34
IV
20.2%
B/E move
0.7%

75Δ

Calls
Pseudo strike
71.16
IV
28.8%
B/E move
1.6%
Puts
Pseudo strike
79.23
IV
27.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.55
IV
42.5%
B/E move
0.9%

Options history

No recorded observations