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VanEck Vietnam ETF VNM

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Market datapartial · fetched 2026-10-23T02:22:32.424Z

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 · 2026-10-23T00:00:07.955810515Z

FundamentalsAlpha Vantage · unavailable

Share price$17.06
1D-0.3%
AH$17.04$17.06$17.08$17.10$17.125:30 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$0.20$0.88$1.56$2.25$2.93$15.02$16.13$17.25$18.37$19.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VNM spot · $17.06VNM PRICE$0.38$0.34$0.28$0.34$0.42$0.49$0.56$0.64$0.93$1.22$1.52$1.86$2.22$0.38$0.38$0.38$0.40$0.41$0.43$0.52$0.61$0.71$0.80$0.89$0.98$2.73
PutsExpensive1.98×
CallsExpensive1.82×
SkewBullish-7.93 pp
Implied moveBullish±$1.08
TiltBullish7.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.0677.5%25.6%14.7068.9%16.0%
25Δ19.3554.4%15.4%15.6151.5%10.7%
30Δ18.0231.8%7.2%16.1641.0%7.5%
35Δ17.8031.1%6.4%16.4435.7%5.9%
40Δ17.6030.7%5.6%16.7330.3%4.4%
45Δ17.4030.4%4.8%17.0025.1%2.8%
50Δ17.1930.0%4.1%17.1624.7%2.5%
55Δ16.9929.9%3.3%17.3124.4%2.1%
60Δ16.6836.0%3.2%17.4724.1%1.7%
65Δ16.3742.1%3.1%17.6223.8%1.4%
70Δ16.0648.2%3.0%17.7823.4%1.0%
75Δ15.6449.4%2.6%17.9323.1%0.7%
80Δ15.2049.4%2.1%19.6941.5%0.6%

20Δ

Calls
Pseudo strike
21.06
IV
77.5%
B/E move
25.6%
Puts
Pseudo strike
14.70
IV
68.9%
B/E move
16.0%

25Δ

Calls
Pseudo strike
19.35
IV
54.4%
B/E move
15.4%
Puts
Pseudo strike
15.61
IV
51.5%
B/E move
10.7%

30Δ

Calls
Pseudo strike
18.02
IV
31.8%
B/E move
7.2%
Puts
Pseudo strike
16.16
IV
41.0%
B/E move
7.5%

35Δ

Calls
Pseudo strike
17.80
IV
31.1%
B/E move
6.4%
Puts
Pseudo strike
16.44
IV
35.7%
B/E move
5.9%

40Δ

Calls
Pseudo strike
17.60
IV
30.7%
B/E move
5.6%
Puts
Pseudo strike
16.73
IV
30.3%
B/E move
4.4%

45Δ

Calls
Pseudo strike
17.40
IV
30.4%
B/E move
4.8%
Puts
Pseudo strike
17.00
IV
25.1%
B/E move
2.8%

50Δ

Calls
Pseudo strike
17.19
IV
30.0%
B/E move
4.1%
Puts
Pseudo strike
17.16
IV
24.7%
B/E move
2.5%

55Δ

Calls
Pseudo strike
16.99
IV
29.9%
B/E move
3.3%
Puts
Pseudo strike
17.31
IV
24.4%
B/E move
2.1%

60Δ

Calls
Pseudo strike
16.68
IV
36.0%
B/E move
3.2%
Puts
Pseudo strike
17.47
IV
24.1%
B/E move
1.7%

65Δ

Calls
Pseudo strike
16.37
IV
42.1%
B/E move
3.1%
Puts
Pseudo strike
17.62
IV
23.8%
B/E move
1.4%

70Δ

Calls
Pseudo strike
16.06
IV
48.2%
B/E move
3.0%
Puts
Pseudo strike
17.78
IV
23.4%
B/E move
1.0%

75Δ

Calls
Pseudo strike
15.64
IV
49.4%
B/E move
2.6%
Puts
Pseudo strike
17.93
IV
23.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
15.20
IV
49.4%
B/E move
2.1%
Puts
Pseudo strike
19.69
IV
41.5%
B/E move
0.6%

Options history

No recorded observations