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VanEck Digital Transformation ETF DAPP

i

Market dataready · fetched 2026-11-04T04:31:58.092Z

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 · 2026-11-04T00:21:54.377906776Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T04:31:57.760639+00:00

Share price$15.34
1D+6.5%
AH$13.71$13.97$14.23$14.49$14.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDAPP
Sold putSold callAH

VanEck Digital Transformation ETF options

Live interpolated DAPP call and put midpoint premiums by absolute delta.VanEck Digital Transformation ETF$0.81$3.22$5.63$8.03$10.44$12.11$13.66$15.21$16.76$18.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DAPP spot · $15.34DAPP PRICE$1.07$1.07$1.09$1.13$1.17$1.21$1.26$1.29$1.33$1.36$1.40$1.09$1.15$1.26$1.40$1.57$1.91$2.29$2.70$3.60$6.21$9.74
Puts——
Calls——
Skew——
Implied moveBearish±$3.46
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.44230.9%32.5%
25Δ12.67190.0%24.9%
30Δ21.76215.0%48.8%13.56166.2%19.8%
35Δ18.83167.5%29.8%14.28150.6%16.1%
40Δ17.32137.4%20.0%14.89140.0%13.2%
45Δ16.42117.9%14.4%15.49139.5%11.4%
50Δ15.80102.9%10.6%16.10141.0%10.0%
55Δ15.3591.1%8.0%16.73141.1%8.5%
60Δ14.9680.2%5.8%17.75156.4%7.8%
65Δ14.7972.8%4.8%20.29211.9%8.2%
70Δ14.6265.3%3.9%23.89257.8%7.8%
75Δ14.4457.9%3.0%
80Δ14.2750.5%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.44
IV
230.9%
B/E move
32.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.67
IV
190.0%
B/E move
24.9%

30Δ

Calls
Pseudo strike
21.76
IV
215.0%
B/E move
48.8%
Puts
Pseudo strike
13.56
IV
166.2%
B/E move
19.8%

35Δ

Calls
Pseudo strike
18.83
IV
167.5%
B/E move
29.8%
Puts
Pseudo strike
14.28
IV
150.6%
B/E move
16.1%

40Δ

Calls
Pseudo strike
17.32
IV
137.4%
B/E move
20.0%
Puts
Pseudo strike
14.89
IV
140.0%
B/E move
13.2%

45Δ

Calls
Pseudo strike
16.42
IV
117.9%
B/E move
14.4%
Puts
Pseudo strike
15.49
IV
139.5%
B/E move
11.4%

50Δ

Calls
Pseudo strike
15.80
IV
102.9%
B/E move
10.6%
Puts
Pseudo strike
16.10
IV
141.0%
B/E move
10.0%

55Δ

Calls
Pseudo strike
15.35
IV
91.1%
B/E move
8.0%
Puts
Pseudo strike
16.73
IV
141.1%
B/E move
8.5%

60Δ

Calls
Pseudo strike
14.96
IV
80.2%
B/E move
5.8%
Puts
Pseudo strike
17.75
IV
156.4%
B/E move
7.8%

65Δ

Calls
Pseudo strike
14.79
IV
72.8%
B/E move
4.8%
Puts
Pseudo strike
20.29
IV
211.9%
B/E move
8.2%

70Δ

Calls
Pseudo strike
14.62
IV
65.3%
B/E move
3.9%
Puts
Pseudo strike
23.89
IV
257.8%
B/E move
7.8%

75Δ

Calls
Pseudo strike
14.44
IV
57.9%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
14.27
IV
50.5%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend83.23%
Daily EOD
DAPP70.1%77.1%84.2%2026-10-19: 77.82%2026-10-20: 75.97%2026-10-21: 75.89%2026-10-22: 75.99%2026-10-23: 73.92%2026-10-26: 71.28%2026-10-27: 74.78%2026-10-28: 73.69%2026-10-29: 71.06%2026-10-30: 83.23%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
77.82%
75.97%
75.89%
75.99%
73.92%
71.28%
74.78%
73.69%
71.06%
83.23%