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VanEck Solana ETF Shares of Beneficial Interest VSOL

i

Market dataready · fetched 2026-11-12T02:43:23.132Z

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 · 2026-11-11T21:00:00.284456946Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:43:22.792567+00:00

Share price$11.07
1D+1.0%
AH$10.91$10.98$11.04$11.10$11.165:30 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$0.52$0.77$1.03$1.28$1.53$8.45$9.86$11.26$12.66$14.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VSOL spot · $11.07VSOL PRICE$0.55$0.55$0.55$0.56$0.58$0.64$0.69$0.75$0.80$0.84$0.89$0.93$0.98$0.55$0.57$0.60$0.63$0.67$0.70$0.77$0.84$0.90$0.97$1.04$1.13$1.46
PutsExpensive1.46×
CallsExpensive2.71×
SkewBullish-22.77 pp
Implied moveBearish±$1.46
TiltBearish7.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.02367.0%94.9%8.65241.4%26.8%
25Δ15.77259.7%47.5%9.42194.8%20.1%
30Δ13.65197.1%28.4%10.02161.2%14.9%
35Δ12.61159.5%19.1%10.35143.6%12.2%
40Δ11.95134.4%13.3%10.67126.0%9.6%
45Δ11.63124.3%10.9%11.00108.4%6.9%
50Δ11.31114.3%8.5%11.17102.1%6.0%
55Δ11.00104.3%6.2%11.3495.8%5.1%
60Δ10.8796.5%5.4%11.5189.5%4.2%
65Δ10.7488.7%4.6%11.6883.1%3.3%
70Δ10.6180.9%3.9%11.8476.8%2.3%
75Δ10.4773.1%3.1%12.0371.3%1.5%
80Δ10.3465.4%2.3%12.4075.3%1.1%

20Δ

Calls
Pseudo strike
21.02
IV
367.0%
B/E move
94.9%
Puts
Pseudo strike
8.65
IV
241.4%
B/E move
26.8%

25Δ

Calls
Pseudo strike
15.77
IV
259.7%
B/E move
47.5%
Puts
Pseudo strike
9.42
IV
194.8%
B/E move
20.1%

30Δ

Calls
Pseudo strike
13.65
IV
197.1%
B/E move
28.4%
Puts
Pseudo strike
10.02
IV
161.2%
B/E move
14.9%

35Δ

Calls
Pseudo strike
12.61
IV
159.5%
B/E move
19.1%
Puts
Pseudo strike
10.35
IV
143.6%
B/E move
12.2%

40Δ

Calls
Pseudo strike
11.95
IV
134.4%
B/E move
13.3%
Puts
Pseudo strike
10.67
IV
126.0%
B/E move
9.6%

45Δ

Calls
Pseudo strike
11.63
IV
124.3%
B/E move
10.9%
Puts
Pseudo strike
11.00
IV
108.4%
B/E move
6.9%

50Δ

Calls
Pseudo strike
11.31
IV
114.3%
B/E move
8.5%
Puts
Pseudo strike
11.17
IV
102.1%
B/E move
6.0%

55Δ

Calls
Pseudo strike
11.00
IV
104.3%
B/E move
6.2%
Puts
Pseudo strike
11.34
IV
95.8%
B/E move
5.1%

60Δ

Calls
Pseudo strike
10.87
IV
96.5%
B/E move
5.4%
Puts
Pseudo strike
11.51
IV
89.5%
B/E move
4.2%

65Δ

Calls
Pseudo strike
10.74
IV
88.7%
B/E move
4.6%
Puts
Pseudo strike
11.68
IV
83.1%
B/E move
3.3%

70Δ

Calls
Pseudo strike
10.61
IV
80.9%
B/E move
3.9%
Puts
Pseudo strike
11.84
IV
76.8%
B/E move
2.3%

75Δ

Calls
Pseudo strike
10.47
IV
73.1%
B/E move
3.1%
Puts
Pseudo strike
12.03
IV
71.3%
B/E move
1.5%

80Δ

Calls
Pseudo strike
10.34
IV
65.4%
B/E move
2.3%
Puts
Pseudo strike
12.40
IV
75.3%
B/E move
1.1%

Options history

IV · four-Friday blend63.47%
Daily EOD
VSOL55.3%60.0%64.6%2026-10-19: 62.28%2026-10-20: 57.54%2026-10-21: 61.69%2026-10-22: 61.73%2026-10-23: 55.98%2026-10-26: 61.89%2026-10-27: 59.36%2026-10-28: 63.93%2026-10-29: 59.39%2026-10-30: 63.47%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
62.28%
57.54%
61.69%
61.73%
55.98%
61.89%
59.36%
63.93%
59.39%
63.47%