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Global X MSCI Vietnam ETF VNAM

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Market datapartial · fetched 2026-10-22T21:11:36.682Z

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 · 2026-10-22T20:10:00.003206652Z

FundamentalsAlpha Vantage · unavailable

Share price$24.18
1D+0.7%
AH$23.98$24.05$24.13$24.21$24.285:30 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$0.86$1.21$1.57$1.93$2.29$19.73$21.89$24.04$26.20$28.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VNAM spot · $24.18VNAM PRICE$1.00$1.00$1.00$0.94$0.89$0.94$0.99$1.10$1.24$1.39$1.54$1.97$1.00$1.00$1.00$1.00$1.00$1.06$1.32$1.58$1.73$1.80$1.88$1.96$2.18
PutsExpensive3.00×
CallsExpensive2.24×
SkewBearish+3.96 pp
Implied moveBearish±$2.26
TiltBearish13.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.53112.5%23.4%
25Δ31.80114.7%35.7%21.1886.9%16.5%
30Δ28.4887.4%21.9%22.2869.9%12.0%
35Δ26.7069.4%14.6%23.0857.2%8.7%
40Δ25.5653.7%9.6%23.5948.6%6.6%
45Δ24.8441.9%6.5%24.0842.1%4.8%
50Δ24.4837.6%5.1%24.4743.7%4.2%
55Δ24.1233.3%3.8%24.8745.4%3.7%
60Δ23.8231.4%3.1%25.1643.6%3.1%
65Δ23.5630.6%2.6%25.4039.9%2.4%
70Δ23.2929.9%2.1%25.6336.3%1.8%
75Δ23.0229.1%1.6%25.8732.6%1.1%
80Δ22.5230.1%1.3%26.2230.7%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.53
IV
112.5%
B/E move
23.4%

25Δ

Calls
Pseudo strike
31.80
IV
114.7%
B/E move
35.7%
Puts
Pseudo strike
21.18
IV
86.9%
B/E move
16.5%

30Δ

Calls
Pseudo strike
28.48
IV
87.4%
B/E move
21.9%
Puts
Pseudo strike
22.28
IV
69.9%
B/E move
12.0%

35Δ

Calls
Pseudo strike
26.70
IV
69.4%
B/E move
14.6%
Puts
Pseudo strike
23.08
IV
57.2%
B/E move
8.7%

40Δ

Calls
Pseudo strike
25.56
IV
53.7%
B/E move
9.6%
Puts
Pseudo strike
23.59
IV
48.6%
B/E move
6.6%

45Δ

Calls
Pseudo strike
24.84
IV
41.9%
B/E move
6.5%
Puts
Pseudo strike
24.08
IV
42.1%
B/E move
4.8%

50Δ

Calls
Pseudo strike
24.48
IV
37.6%
B/E move
5.1%
Puts
Pseudo strike
24.47
IV
43.7%
B/E move
4.2%

55Δ

Calls
Pseudo strike
24.12
IV
33.3%
B/E move
3.8%
Puts
Pseudo strike
24.87
IV
45.4%
B/E move
3.7%

60Δ

Calls
Pseudo strike
23.82
IV
31.4%
B/E move
3.1%
Puts
Pseudo strike
25.16
IV
43.6%
B/E move
3.1%

65Δ

Calls
Pseudo strike
23.56
IV
30.6%
B/E move
2.6%
Puts
Pseudo strike
25.40
IV
39.9%
B/E move
2.4%

70Δ

Calls
Pseudo strike
23.29
IV
29.9%
B/E move
2.1%
Puts
Pseudo strike
25.63
IV
36.3%
B/E move
1.8%

75Δ

Calls
Pseudo strike
23.02
IV
29.1%
B/E move
1.6%
Puts
Pseudo strike
25.87
IV
32.6%
B/E move
1.1%

80Δ

Calls
Pseudo strike
22.52
IV
30.1%
B/E move
1.3%
Puts
Pseudo strike
26.22
IV
30.7%
B/E move
0.6%

Options history

No recorded observations