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VanEck Vietnam ETF VNM

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Market datapartial · fetched 2026-10-23T17:38:24.040Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-23T17:37:55.601675181Z

FundamentalsAlpha Vantage · unavailable

Share price$17.17
1D-0.0%
$17.13$17.16$17.18$17.21$17.235:30 AM6:30 AM9:00 AM1:00 PMVNM
Sold putSold call

VanEck Vietnam ETF options

Live interpolated VNM call and put midpoint premiums by absolute delta.VanEck Vietnam ETF$0.04$2.91$5.78$8.64$11.51$14.30$15.57$16.84$18.11$19.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VNM spot · $17.16VNM PRICE$0.35$0.47$0.59$0.71$0.83$0.96$1.09$1.23$1.36$0.55$0.66$0.78$0.90$1.02$3.63$7.16$10.69
PutsExpensive2.03×
CallsExpensive1.24×
SkewBearish+9.73 pp
Implied moveBullish±$1.38
TiltBearish53.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ17.8421.0%6.0%
40Δ17.6622.6%5.6%
45Δ17.4724.3%5.2%17.1621.8%3.2%
50Δ17.2925.9%4.9%17.3622.0%2.8%
55Δ17.1027.6%4.5%17.5522.2%2.3%
60Δ16.9028.2%4.0%17.7522.4%1.8%
65Δ16.6627.5%3.4%17.9522.6%1.4%
70Δ16.4326.9%2.9%20.6037.2%1.1%
75Δ16.1926.2%2.3%24.1657.2%0.9%
80Δ27.7277.2%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
17.84
IV
21.0%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
17.66
IV
22.6%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
17.47
IV
24.3%
B/E move
5.2%
Puts
Pseudo strike
17.16
IV
21.8%
B/E move
3.2%

50Δ

Calls
Pseudo strike
17.29
IV
25.9%
B/E move
4.9%
Puts
Pseudo strike
17.36
IV
22.0%
B/E move
2.8%

55Δ

Calls
Pseudo strike
17.10
IV
27.6%
B/E move
4.5%
Puts
Pseudo strike
17.55
IV
22.2%
B/E move
2.3%

60Δ

Calls
Pseudo strike
16.90
IV
28.2%
B/E move
4.0%
Puts
Pseudo strike
17.75
IV
22.4%
B/E move
1.8%

65Δ

Calls
Pseudo strike
16.66
IV
27.5%
B/E move
3.4%
Puts
Pseudo strike
17.95
IV
22.6%
B/E move
1.4%

70Δ

Calls
Pseudo strike
16.43
IV
26.9%
B/E move
2.9%
Puts
Pseudo strike
20.60
IV
37.2%
B/E move
1.1%

75Δ

Calls
Pseudo strike
16.19
IV
26.2%
B/E move
2.3%
Puts
Pseudo strike
24.16
IV
57.2%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.72
IV
77.2%
B/E move
0.8%

Options history

No recorded observations