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VanEck Solana ETF Shares of Beneficial Interest VSOL

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Market datapartial · fetched 2026-10-22T23:47:29.876Z

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 · 2026-10-22T20:00:00.227988969Z

FundamentalsAlpha Vantage · unavailable

Share price$13.46
1D-1.0%
AH$13.43$13.48$13.53$13.58$13.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVSOL
Sold putSold callAH

VanEck Solana ETF Shares of Beneficial Interest options

Live interpolated VSOL call and put midpoint premiums by absolute delta.VanEck Solana ETF Shares of Beneficial Interest$0.33$0.74$1.15$1.56$1.97$10.18$12.08$13.98$15.89$17.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VSOL spot · $13.46VSOL PRICE$0.55$0.56$0.61$0.49$0.51$0.60$0.74$0.87$1.00$1.17$1.39$1.60$1.85$0.38$0.39$0.43$0.47$0.74$1.09$1.45$1.56$1.57$1.58$1.59$1.61$1.62
PutsCheap0.93×
CallsExpensive1.06×
SkewBullish-7.96 pp
Implied moveBearish±$2.18
TiltBearish9.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.71158.4%65.4%11.4181.1%18.0%
25Δ17.92117.6%37.3%12.1363.7%12.7%
30Δ16.2397.9%25.1%12.5256.3%10.1%
35Δ14.7061.2%12.9%12.9148.9%7.5%
40Δ14.2152.4%9.4%13.2556.2%7.1%
45Δ13.8649.4%7.5%13.5868.1%7.2%
50Δ13.6250.7%6.7%13.9080.0%7.4%
55Δ13.3752.0%5.8%14.1178.4%6.7%
60Δ13.1353.4%5.0%14.2771.0%5.6%
65Δ12.8654.6%4.3%14.4463.6%4.5%
70Δ12.5555.6%3.6%14.6056.3%3.4%
75Δ12.2456.7%2.9%14.7648.9%2.3%
80Δ11.9157.7%2.3%14.9241.6%1.2%

20Δ

Calls
Pseudo strike
21.71
IV
158.4%
B/E move
65.4%
Puts
Pseudo strike
11.41
IV
81.1%
B/E move
18.0%

25Δ

Calls
Pseudo strike
17.92
IV
117.6%
B/E move
37.3%
Puts
Pseudo strike
12.13
IV
63.7%
B/E move
12.7%

30Δ

Calls
Pseudo strike
16.23
IV
97.9%
B/E move
25.1%
Puts
Pseudo strike
12.52
IV
56.3%
B/E move
10.1%

35Δ

Calls
Pseudo strike
14.70
IV
61.2%
B/E move
12.9%
Puts
Pseudo strike
12.91
IV
48.9%
B/E move
7.5%

40Δ

Calls
Pseudo strike
14.21
IV
52.4%
B/E move
9.4%
Puts
Pseudo strike
13.25
IV
56.2%
B/E move
7.1%

45Δ

Calls
Pseudo strike
13.86
IV
49.4%
B/E move
7.5%
Puts
Pseudo strike
13.58
IV
68.1%
B/E move
7.2%

50Δ

Calls
Pseudo strike
13.62
IV
50.7%
B/E move
6.7%
Puts
Pseudo strike
13.90
IV
80.0%
B/E move
7.4%

55Δ

Calls
Pseudo strike
13.37
IV
52.0%
B/E move
5.8%
Puts
Pseudo strike
14.11
IV
78.4%
B/E move
6.7%

60Δ

Calls
Pseudo strike
13.13
IV
53.4%
B/E move
5.0%
Puts
Pseudo strike
14.27
IV
71.0%
B/E move
5.6%

65Δ

Calls
Pseudo strike
12.86
IV
54.6%
B/E move
4.3%
Puts
Pseudo strike
14.44
IV
63.6%
B/E move
4.5%

70Δ

Calls
Pseudo strike
12.55
IV
55.6%
B/E move
3.6%
Puts
Pseudo strike
14.60
IV
56.3%
B/E move
3.4%

75Δ

Calls
Pseudo strike
12.24
IV
56.7%
B/E move
2.9%
Puts
Pseudo strike
14.76
IV
48.9%
B/E move
2.3%

80Δ

Calls
Pseudo strike
11.91
IV
57.7%
B/E move
2.3%
Puts
Pseudo strike
14.92
IV
41.6%
B/E move
1.2%

Options history

No recorded observations