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VanEck Vietnam ETF VNM

i

Market dataready · fetched 2026-11-13T02:12:57.120Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T01:00:07.987259658Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:12:56.769326+00:00

Share price$17.02
1D-0.1%
AH$17.00$17.03$17.06$17.08$17.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVNM
Sold putSold callAH

VanEck Vietnam ETF options

Live interpolated VNM call and put midpoint premiums by absolute delta.VanEck Vietnam ETF$0.39$0.59$0.79$0.99$1.19$16.48$16.74$17.00$17.26$17.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive VNM spot · $17.02VNM PRICE$0.52$0.43$0.47$0.47$0.47$0.47$0.47$0.55$0.69$0.84$0.99$1.13$0.41$0.45$0.48$0.52$0.56$0.62$0.69$0.77$0.84$0.92$0.99$1.07
Puts——
Calls——
Skew——
Implied moveBearish±$1.09
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.31214.7%40.0%
25Δ19.65126.2%18.0%15.33109.4%12.3%
30Δ18.90112.1%13.8%15.7098.3%10.4%
35Δ18.4897.5%11.3%16.0887.2%8.4%
40Δ18.0682.9%8.9%16.4576.1%6.4%
45Δ17.6468.3%6.4%16.8365.0%4.4%
50Δ17.2253.7%4.0%17.0858.4%3.3%
55Δ16.9147.2%2.5%17.2355.7%2.8%
60Δ16.7149.5%2.2%17.3853.0%2.4%
65Δ16.5151.8%2.0%17.5350.2%1.9%
70Δ16.3254.1%1.7%17.6847.5%1.5%
75Δ16.1256.4%1.4%17.8344.8%1.0%
80Δ17.9842.1%0.6%

20Δ

Calls
Pseudo strike
23.31
IV
214.7%
B/E move
40.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
19.65
IV
126.2%
B/E move
18.0%
Puts
Pseudo strike
15.33
IV
109.4%
B/E move
12.3%

30Δ

Calls
Pseudo strike
18.90
IV
112.1%
B/E move
13.8%
Puts
Pseudo strike
15.70
IV
98.3%
B/E move
10.4%

35Δ

Calls
Pseudo strike
18.48
IV
97.5%
B/E move
11.3%
Puts
Pseudo strike
16.08
IV
87.2%
B/E move
8.4%

40Δ

Calls
Pseudo strike
18.06
IV
82.9%
B/E move
8.9%
Puts
Pseudo strike
16.45
IV
76.1%
B/E move
6.4%

45Δ

Calls
Pseudo strike
17.64
IV
68.3%
B/E move
6.4%
Puts
Pseudo strike
16.83
IV
65.0%
B/E move
4.4%

50Δ

Calls
Pseudo strike
17.22
IV
53.7%
B/E move
4.0%
Puts
Pseudo strike
17.08
IV
58.4%
B/E move
3.3%

55Δ

Calls
Pseudo strike
16.91
IV
47.2%
B/E move
2.5%
Puts
Pseudo strike
17.23
IV
55.7%
B/E move
2.8%

60Δ

Calls
Pseudo strike
16.71
IV
49.5%
B/E move
2.2%
Puts
Pseudo strike
17.38
IV
53.0%
B/E move
2.4%

65Δ

Calls
Pseudo strike
16.51
IV
51.8%
B/E move
2.0%
Puts
Pseudo strike
17.53
IV
50.2%
B/E move
1.9%

70Δ

Calls
Pseudo strike
16.32
IV
54.1%
B/E move
1.7%
Puts
Pseudo strike
17.68
IV
47.5%
B/E move
1.5%

75Δ

Calls
Pseudo strike
16.12
IV
56.4%
B/E move
1.4%
Puts
Pseudo strike
17.83
IV
44.8%
B/E move
1.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.98
IV
42.1%
B/E move
0.6%

Options history

IV · four-Friday blend28.61%
Daily EOD
VNM23.5%27.8%32.2%2026-10-19: 31.63%2026-10-20: 27.81%2026-10-21: 28.65%2026-10-22: 27.16%2026-10-23: 28.55%2026-10-26: 29.94%2026-10-27: 27.20%2026-10-28: 24.06%2026-10-29: 27.65%2026-10-30: 28.61%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
31.63%
27.81%
28.65%
27.16%
28.55%
29.94%
27.20%
24.06%
27.65%
28.61%