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Global X MSCI Vietnam ETF VNAM

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Market datapartial · fetched 2026-10-23T23:13:42.712Z

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 · 2026-10-23T22:30:00.003026Z

FundamentalsAlpha Vantage · unavailable

Share price$24.36
1D+0.5%
AH$24.27$24.31$24.36$24.41$24.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVNAM
Sold putSold callAH

Global X MSCI Vietnam ETF options

Live interpolated VNAM call and put midpoint premiums by absolute delta.Global X MSCI Vietnam ETF$0.83$1.28$1.74$2.20$2.66$20.44$22.50$24.55$26.61$28.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VNAM spot · $24.36VNAM PRICE$0.88$0.88$0.88$0.90$0.95$0.99$1.03$1.11$1.74$2.24$2.38$2.52$0.88$0.88$0.88$0.91$0.98$1.02$1.05$1.07$1.10$1.32$1.54$1.75$2.11
PutsExpensive2.65×
CallsExpensive2.47×
SkewBullish-5.84 pp
Implied moveBearish±$2.04
TiltBullish3.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.07101.3%21.2%
25Δ30.5699.4%29.1%21.5978.4%14.9%
30Δ27.9076.0%18.2%22.6262.8%10.7%
35Δ26.4860.7%12.3%23.3053.5%8.1%
40Δ25.6451.3%9.0%23.8147.5%6.2%
45Δ25.0144.7%6.6%24.1842.4%4.9%
50Δ24.6640.2%5.3%24.4537.8%3.9%
55Δ24.3235.8%4.1%24.7333.2%2.9%
60Δ23.9732.4%3.0%25.0128.7%1.9%
65Δ23.4144.0%3.3%25.3028.9%1.5%
70Δ22.9251.5%3.3%25.6029.1%1.2%
75Δ22.6047.3%2.6%25.9029.2%0.9%
80Δ22.2843.2%1.8%26.3329.9%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.07
IV
101.3%
B/E move
21.2%

25Δ

Calls
Pseudo strike
30.56
IV
99.4%
B/E move
29.1%
Puts
Pseudo strike
21.59
IV
78.4%
B/E move
14.9%

30Δ

Calls
Pseudo strike
27.90
IV
76.0%
B/E move
18.2%
Puts
Pseudo strike
22.62
IV
62.8%
B/E move
10.7%

35Δ

Calls
Pseudo strike
26.48
IV
60.7%
B/E move
12.3%
Puts
Pseudo strike
23.30
IV
53.5%
B/E move
8.1%

40Δ

Calls
Pseudo strike
25.64
IV
51.3%
B/E move
9.0%
Puts
Pseudo strike
23.81
IV
47.5%
B/E move
6.2%

45Δ

Calls
Pseudo strike
25.01
IV
44.7%
B/E move
6.6%
Puts
Pseudo strike
24.18
IV
42.4%
B/E move
4.9%

50Δ

Calls
Pseudo strike
24.66
IV
40.2%
B/E move
5.3%
Puts
Pseudo strike
24.45
IV
37.8%
B/E move
3.9%

55Δ

Calls
Pseudo strike
24.32
IV
35.8%
B/E move
4.1%
Puts
Pseudo strike
24.73
IV
33.2%
B/E move
2.9%

60Δ

Calls
Pseudo strike
23.97
IV
32.4%
B/E move
3.0%
Puts
Pseudo strike
25.01
IV
28.7%
B/E move
1.9%

65Δ

Calls
Pseudo strike
23.41
IV
44.0%
B/E move
3.3%
Puts
Pseudo strike
25.30
IV
28.9%
B/E move
1.5%

70Δ

Calls
Pseudo strike
22.92
IV
51.5%
B/E move
3.3%
Puts
Pseudo strike
25.60
IV
29.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
22.60
IV
47.3%
B/E move
2.6%
Puts
Pseudo strike
25.90
IV
29.2%
B/E move
0.9%

80Δ

Calls
Pseudo strike
22.28
IV
43.2%
B/E move
1.8%
Puts
Pseudo strike
26.33
IV
29.9%
B/E move
0.6%

Options history

No recorded observations