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VanEck Solana ETF Shares of Beneficial Interest VSOL

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Market datapartial · fetched 2026-10-23T05:06:15.520Z

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$10.22$12.11$14.00$15.89$17.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VSOL spot · $13.46VSOL PRICE$0.55$0.56$0.61$0.49$0.51$0.60$0.74$0.87$1.00$1.18$1.39$1.61$1.85$0.38$0.39$0.43$0.47$0.74$1.09$1.44$1.56$1.57$1.58$1.59$1.61$1.62
PutsFair0.95×
CallsExpensive1.08×
SkewBullish-8.03 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
20Δ21.71159.0%65.4%11.4181.4%18.0%
25Δ17.91118.1%37.3%12.1363.9%12.7%
30Δ16.2398.3%25.1%12.5256.5%10.1%
35Δ14.7061.6%12.9%12.9149.1%7.5%
40Δ14.2153.1%9.4%13.2556.7%7.1%
45Δ13.8650.3%7.5%13.5869.0%7.2%
50Δ13.6251.6%6.7%13.9081.2%7.4%
55Δ13.3753.0%5.8%14.1179.7%6.7%
60Δ13.1354.4%5.0%14.2772.3%5.6%
65Δ12.8655.6%4.3%14.4364.8%4.5%
70Δ12.5556.7%3.6%14.5957.3%3.4%
75Δ12.2457.8%2.9%14.7549.8%2.3%
80Δ11.9158.8%2.2%14.9142.3%1.2%

20Δ

Calls
Pseudo strike
21.71
IV
159.0%
B/E move
65.4%
Puts
Pseudo strike
11.41
IV
81.4%
B/E move
18.0%

25Δ

Calls
Pseudo strike
17.91
IV
118.1%
B/E move
37.3%
Puts
Pseudo strike
12.13
IV
63.9%
B/E move
12.7%

30Δ

Calls
Pseudo strike
16.23
IV
98.3%
B/E move
25.1%
Puts
Pseudo strike
12.52
IV
56.5%
B/E move
10.1%

35Δ

Calls
Pseudo strike
14.70
IV
61.6%
B/E move
12.9%
Puts
Pseudo strike
12.91
IV
49.1%
B/E move
7.5%

40Δ

Calls
Pseudo strike
14.21
IV
53.1%
B/E move
9.4%
Puts
Pseudo strike
13.25
IV
56.7%
B/E move
7.1%

45Δ

Calls
Pseudo strike
13.86
IV
50.3%
B/E move
7.5%
Puts
Pseudo strike
13.58
IV
69.0%
B/E move
7.2%

50Δ

Calls
Pseudo strike
13.62
IV
51.6%
B/E move
6.7%
Puts
Pseudo strike
13.90
IV
81.2%
B/E move
7.4%

55Δ

Calls
Pseudo strike
13.37
IV
53.0%
B/E move
5.8%
Puts
Pseudo strike
14.11
IV
79.7%
B/E move
6.7%

60Δ

Calls
Pseudo strike
13.13
IV
54.4%
B/E move
5.0%
Puts
Pseudo strike
14.27
IV
72.3%
B/E move
5.6%

65Δ

Calls
Pseudo strike
12.86
IV
55.6%
B/E move
4.3%
Puts
Pseudo strike
14.43
IV
64.8%
B/E move
4.5%

70Δ

Calls
Pseudo strike
12.55
IV
56.7%
B/E move
3.6%
Puts
Pseudo strike
14.59
IV
57.3%
B/E move
3.4%

75Δ

Calls
Pseudo strike
12.24
IV
57.8%
B/E move
2.9%
Puts
Pseudo strike
14.75
IV
49.8%
B/E move
2.3%

80Δ

Calls
Pseudo strike
11.91
IV
58.8%
B/E move
2.2%
Puts
Pseudo strike
14.91
IV
42.3%
B/E move
1.2%

Options history

No recorded observations