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Global X MSCI Vietnam ETF VNAM

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Market datapartial · fetched 2026-10-22T14:05:11.712Z

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 · 2026-10-22T13:49:37.20103992Z

FundamentalsAlpha Vantage · unavailable

Share price$24.26
1D+1.1%
$23.98$24.05$24.13$24.21$24.285:30 AM6:30 AM9:00 AM1:00 PMVNAM
Sold putSold call

Global X MSCI Vietnam ETF options

Live interpolated VNAM call and put midpoint premiums by absolute delta.Global X MSCI Vietnam ETF$0.81$1.52$2.23$2.94$3.65$19.40$21.79$24.19$26.58$28.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VNAM spot · $24.26VNAM PRICE$1.00$1.00$1.00$0.96$0.89$0.93$0.97$1.19$1.79$2.36$2.90$3.45$1.00$1.00$1.00$1.00$1.00$1.11$1.39$1.66$1.76$1.84$1.93
PutsExpensive3.08×
CallsExpensive2.54×
SkewBearish+2.08 pp
Implied moveBearish±$2.32
TiltBullish11.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.60111.6%23.3%
25Δ31.86113.6%35.5%21.2586.3%16.5%
30Δ28.5686.6%21.8%22.3669.4%12.0%
35Δ26.7768.7%14.5%23.1557.0%8.7%
40Δ25.6653.9%9.7%23.6948.0%6.5%
45Δ24.9041.0%6.3%24.1743.7%5.0%
50Δ24.5736.9%5.1%24.5745.6%4.4%
55Δ24.2332.8%3.9%24.9847.6%3.9%
60Δ23.8333.6%3.1%25.2544.2%3.2%
65Δ23.3044.8%3.4%25.5140.5%2.4%
70Δ22.7050.9%3.3%25.7836.8%1.7%
75Δ22.0250.3%2.7%
80Δ21.3349.7%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.60
IV
111.6%
B/E move
23.3%

25Δ

Calls
Pseudo strike
31.86
IV
113.6%
B/E move
35.5%
Puts
Pseudo strike
21.25
IV
86.3%
B/E move
16.5%

30Δ

Calls
Pseudo strike
28.56
IV
86.6%
B/E move
21.8%
Puts
Pseudo strike
22.36
IV
69.4%
B/E move
12.0%

35Δ

Calls
Pseudo strike
26.77
IV
68.7%
B/E move
14.5%
Puts
Pseudo strike
23.15
IV
57.0%
B/E move
8.7%

40Δ

Calls
Pseudo strike
25.66
IV
53.9%
B/E move
9.7%
Puts
Pseudo strike
23.69
IV
48.0%
B/E move
6.5%

45Δ

Calls
Pseudo strike
24.90
IV
41.0%
B/E move
6.3%
Puts
Pseudo strike
24.17
IV
43.7%
B/E move
5.0%

50Δ

Calls
Pseudo strike
24.57
IV
36.9%
B/E move
5.1%
Puts
Pseudo strike
24.57
IV
45.6%
B/E move
4.4%

55Δ

Calls
Pseudo strike
24.23
IV
32.8%
B/E move
3.9%
Puts
Pseudo strike
24.98
IV
47.6%
B/E move
3.9%

60Δ

Calls
Pseudo strike
23.83
IV
33.6%
B/E move
3.1%
Puts
Pseudo strike
25.25
IV
44.2%
B/E move
3.2%

65Δ

Calls
Pseudo strike
23.30
IV
44.8%
B/E move
3.4%
Puts
Pseudo strike
25.51
IV
40.5%
B/E move
2.4%

70Δ

Calls
Pseudo strike
22.70
IV
50.9%
B/E move
3.3%
Puts
Pseudo strike
25.78
IV
36.8%
B/E move
1.7%

75Δ

Calls
Pseudo strike
22.02
IV
50.3%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
21.33
IV
49.7%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations