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VanEck Africa Index ETF AFK

i

Market dataready · fetched 2026-11-04T04:03:14.633Z

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 · 2026-11-04T01:00:00.114717228Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T04:03:14.134339+00:00

Share price$25.59
1D+0.4%
AH$25.35$25.41$25.48$25.54$25.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAFK
Sold putSold callAH

VanEck Africa Index ETF options

Live interpolated AFK call and put midpoint premiums by absolute delta.VanEck Africa Index ETF$0.60$1.05$1.50$1.94$2.39$21.92$23.78$25.64$27.51$29.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AFK spot · $25.59AFK PRICE$0.65$0.65$0.67$0.73$0.79$0.86$0.95$1.05$1.16$1.29$1.46$1.64$1.81$0.67$0.71$0.77$0.84$0.91$1.00$1.08$1.18$1.31$1.45$1.59$1.82$2.26
PutsExpensive1.79×
CallsExpensive2.04×
SkewBullish-2.01 pp
Implied moveBearish±$2.03
TiltBearish6.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.86119.5%31.0%21.9399.3%16.9%
25Δ29.6287.4%18.3%23.1680.2%12.3%
30Δ28.0569.8%12.2%24.0068.7%9.2%
35Δ27.2361.2%9.3%24.5461.5%7.4%
40Δ26.6554.9%7.2%25.0554.8%5.7%
45Δ26.1649.3%5.6%25.3950.8%4.7%
50Δ25.8046.0%4.5%25.7346.9%3.7%
55Δ25.4943.8%3.7%26.0543.3%2.8%
60Δ25.1941.6%3.0%26.3141.4%2.3%
65Δ24.9039.8%2.3%26.5739.5%1.8%
70Δ24.6238.7%1.9%26.8337.6%1.4%
75Δ24.3437.6%1.5%27.1737.0%1.0%
80Δ24.0636.6%1.1%27.6739.1%0.7%

20Δ

Calls
Pseudo strike
32.86
IV
119.5%
B/E move
31.0%
Puts
Pseudo strike
21.93
IV
99.3%
B/E move
16.9%

25Δ

Calls
Pseudo strike
29.62
IV
87.4%
B/E move
18.3%
Puts
Pseudo strike
23.16
IV
80.2%
B/E move
12.3%

30Δ

Calls
Pseudo strike
28.05
IV
69.8%
B/E move
12.2%
Puts
Pseudo strike
24.00
IV
68.7%
B/E move
9.2%

35Δ

Calls
Pseudo strike
27.23
IV
61.2%
B/E move
9.3%
Puts
Pseudo strike
24.54
IV
61.5%
B/E move
7.4%

40Δ

Calls
Pseudo strike
26.65
IV
54.9%
B/E move
7.2%
Puts
Pseudo strike
25.05
IV
54.8%
B/E move
5.7%

45Δ

Calls
Pseudo strike
26.16
IV
49.3%
B/E move
5.6%
Puts
Pseudo strike
25.39
IV
50.8%
B/E move
4.7%

50Δ

Calls
Pseudo strike
25.80
IV
46.0%
B/E move
4.5%
Puts
Pseudo strike
25.73
IV
46.9%
B/E move
3.7%

55Δ

Calls
Pseudo strike
25.49
IV
43.8%
B/E move
3.7%
Puts
Pseudo strike
26.05
IV
43.3%
B/E move
2.8%

60Δ

Calls
Pseudo strike
25.19
IV
41.6%
B/E move
3.0%
Puts
Pseudo strike
26.31
IV
41.4%
B/E move
2.3%

65Δ

Calls
Pseudo strike
24.90
IV
39.8%
B/E move
2.3%
Puts
Pseudo strike
26.57
IV
39.5%
B/E move
1.8%

70Δ

Calls
Pseudo strike
24.62
IV
38.7%
B/E move
1.9%
Puts
Pseudo strike
26.83
IV
37.6%
B/E move
1.4%

75Δ

Calls
Pseudo strike
24.34
IV
37.6%
B/E move
1.5%
Puts
Pseudo strike
27.17
IV
37.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
24.06
IV
36.6%
B/E move
1.1%
Puts
Pseudo strike
27.67
IV
39.1%
B/E move
0.7%

Options history

IV · four-Friday blend35.21%
Daily close
AFK26.4%43.6%60.9%2026-08-05: 31.71%2026-08-06: 31.44%2026-08-07: 32.13%2026-08-10: 30.18%2026-08-11: 31.46%2026-08-12: 43.79%2026-08-13: 43.73%2026-08-14: 44.30%2026-08-17: 49.56%2026-08-18: 51.03%2026-08-19: 55.77%2026-08-20: 57.46%2026-08-21: 31.38%2026-08-24: 28.75%2026-08-25: 30.05%2026-08-26: 29.75%2026-08-27: 28.98%2026-08-28: 31.30%2026-08-31: 30.22%2026-09-01: 29.48%2026-09-02: 31.26%2026-09-03: 31.62%2026-09-04: 30.73%2026-09-08: 32.21%2026-09-09: 32.80%2026-09-10: 35.05%2026-09-11: 36.60%2026-09-14: 39.50%2026-09-15: 42.46%2026-09-16: 41.49%2026-09-17: 54.32%2026-09-18: 29.43%2026-09-21: 30.36%2026-09-22: 29.08%2026-09-23: 30.60%2026-09-24: 31.05%2026-09-25: 29.65%2026-09-28: 30.20%2026-09-29: 29.14%2026-09-30: 31.10%2026-10-01: 34.57%2026-10-02: 33.86%2026-10-05: 34.89%2026-10-06: 34.70%2026-10-07: 36.60%2026-10-08: 34.86%2026-10-09: 36.85%2026-10-12: 41.16%2026-10-13: 42.83%2026-10-14: 48.91%2026-10-15: 58.54%2026-10-16: 30.81%2026-10-19: 32.33%2026-10-20: 31.75%2026-10-21: 31.84%2026-10-22: 32.18%2026-10-23: 32.87%2026-10-26: 32.96%2026-10-27: 32.98%2026-10-28: 33.04%2026-10-29: 33.22%2026-10-30: 35.21%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
31.71%
31.44%
32.13%
30.18%
31.46%
43.79%
43.73%
44.30%
49.56%
51.03%
55.77%
57.46%
31.38%
28.75%
30.05%
29.75%
28.98%
31.30%
30.22%
29.48%
31.26%
31.62%
30.73%
32.21%
32.80%
35.05%
36.60%
39.50%
42.46%
41.49%
54.32%
29.43%
30.36%
29.08%
30.60%
31.05%
29.65%
30.20%
29.14%
31.10%
34.57%
33.86%
34.89%
34.70%
36.60%
34.86%
36.85%
41.16%
42.83%
48.91%
58.54%
30.81%
32.33%
31.75%
31.84%
32.18%
32.87%
32.96%
32.98%
33.04%
33.22%
35.21%