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VanEck Vietnam ETF VNM

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Market datapartial · fetched 2026-10-23T05:06:32.666Z

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$0.86$1.52$2.17$2.83$15.01$16.13$17.26$18.38$19.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VNM spot · $17.06VNM PRICE$0.38$0.34$0.28$0.34$0.42$0.49$0.56$0.64$0.93$1.23$1.52$1.86$2.22$0.38$0.38$0.38$0.40$0.41$0.43$0.52$0.61$0.70$0.80$0.89$0.98$2.64
PutsExpensive1.99×
CallsExpensive1.84×
SkewBullish-8.22 pp
Implied moveBullish±$1.08
TiltBullish8.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.0677.7%25.6%14.7069.1%16.0%
25Δ19.3554.5%15.4%15.6151.7%10.7%
30Δ18.0231.8%7.2%16.1641.2%7.5%
35Δ17.8031.3%6.4%16.4435.9%5.9%
40Δ17.6031.0%5.6%16.7230.6%4.4%
45Δ17.4030.7%4.8%17.0025.5%2.8%
50Δ17.1930.5%4.0%17.1625.1%2.5%
55Δ16.9930.5%3.3%17.3124.8%2.1%
60Δ16.6836.7%3.2%17.4624.4%1.8%
65Δ16.3742.9%3.1%17.6224.1%1.4%
70Δ16.0649.1%3.0%17.7723.8%1.0%
75Δ15.6450.3%2.6%17.9323.4%0.7%
80Δ15.1950.4%2.1%19.6041.1%0.6%

20Δ

Calls
Pseudo strike
21.06
IV
77.7%
B/E move
25.6%
Puts
Pseudo strike
14.70
IV
69.1%
B/E move
16.0%

25Δ

Calls
Pseudo strike
19.35
IV
54.5%
B/E move
15.4%
Puts
Pseudo strike
15.61
IV
51.7%
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
41.2%
B/E move
7.5%

35Δ

Calls
Pseudo strike
17.80
IV
31.3%
B/E move
6.4%
Puts
Pseudo strike
16.44
IV
35.9%
B/E move
5.9%

40Δ

Calls
Pseudo strike
17.60
IV
31.0%
B/E move
5.6%
Puts
Pseudo strike
16.72
IV
30.6%
B/E move
4.4%

45Δ

Calls
Pseudo strike
17.40
IV
30.7%
B/E move
4.8%
Puts
Pseudo strike
17.00
IV
25.5%
B/E move
2.8%

50Δ

Calls
Pseudo strike
17.19
IV
30.5%
B/E move
4.0%
Puts
Pseudo strike
17.16
IV
25.1%
B/E move
2.5%

55Δ

Calls
Pseudo strike
16.99
IV
30.5%
B/E move
3.3%
Puts
Pseudo strike
17.31
IV
24.8%
B/E move
2.1%

60Δ

Calls
Pseudo strike
16.68
IV
36.7%
B/E move
3.2%
Puts
Pseudo strike
17.46
IV
24.4%
B/E move
1.8%

65Δ

Calls
Pseudo strike
16.37
IV
42.9%
B/E move
3.1%
Puts
Pseudo strike
17.62
IV
24.1%
B/E move
1.4%

70Δ

Calls
Pseudo strike
16.06
IV
49.1%
B/E move
3.0%
Puts
Pseudo strike
17.77
IV
23.8%
B/E move
1.0%

75Δ

Calls
Pseudo strike
15.64
IV
50.3%
B/E move
2.6%
Puts
Pseudo strike
17.93
IV
23.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
15.19
IV
50.4%
B/E move
2.1%
Puts
Pseudo strike
19.60
IV
41.1%
B/E move
0.6%

Options history

No recorded observations