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VanEck J. P. Morgan EM Local Currency Bond ETF EMLC

i

Market dataready · fetched 2026-11-04T00:30:20.891Z

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 · 2026-11-03T23:30:00.003976545Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T00:30:20.336224+00:00

Share price$24.45
1D-0.2%
AH$24.44$24.46$24.48$24.50$24.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEMLC
Sold putSold callAH

VanEck J. P. Morgan EM Local Currency Bond ETF options

Live interpolated EMLC call and put midpoint premiums by absolute delta.VanEck J. P. Morgan EM Local Currency Bond ETF$0.07$2.08$4.10$6.11$8.12$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEEMLC PRICE$0.74$0.82$0.83$1.75$0.82$0.29$0.43$0.58$0.73$0.87$1.02$2.53$3.14$4.70$7.54
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.28123.8%20.4%
25Δ
30Δ27.1779.4%14.2%24.1918.4%2.2%
35Δ26.3873.0%11.3%24.3322.1%2.2%
40Δ25.6060.8%8.1%24.4825.8%2.2%
45Δ24.6329.5%2.2%
50Δ24.7733.2%2.2%
55Δ24.9237.0%2.2%
60Δ
65Δ26.2468.6%3.0%
70Δ26.9673.4%2.6%
75Δ28.5591.3%2.5%
80Δ22.9737.0%1.1%31.42118.8%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.28
IV
123.8%
B/E move
20.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
27.17
IV
79.4%
B/E move
14.2%
Puts
Pseudo strike
24.19
IV
18.4%
B/E move
2.2%

35Δ

Calls
Pseudo strike
26.38
IV
73.0%
B/E move
11.3%
Puts
Pseudo strike
24.33
IV
22.1%
B/E move
2.2%

40Δ

Calls
Pseudo strike
25.60
IV
60.8%
B/E move
8.1%
Puts
Pseudo strike
24.48
IV
25.8%
B/E move
2.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.63
IV
29.5%
B/E move
2.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.77
IV
33.2%
B/E move
2.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.92
IV
37.0%
B/E move
2.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.24
IV
68.6%
B/E move
3.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.96
IV
73.4%
B/E move
2.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.55
IV
91.3%
B/E move
2.5%

80Δ

Calls
Pseudo strike
22.97
IV
37.0%
B/E move
1.1%
Puts
Pseudo strike
31.42
IV
118.8%
B/E move
2.3%

Options history

IV · four-Friday blend30.34%
Daily close
EMLC16.9%45.2%73.5%2026-08-05: 34.39%2026-08-06: 34.98%2026-08-07: 32.26%2026-08-10: 36.96%2026-08-11: 33.80%2026-08-12: 32.58%2026-08-13: 32.50%2026-08-14: 36.55%2026-08-17: 39.81%2026-08-18: 44.05%2026-08-19: 50.25%2026-08-20: 64.37%2026-08-21: 20.83%2026-08-24: 22.70%2026-08-25: 22.00%2026-08-26: 25.67%2026-08-27: 25.69%2026-08-28: 26.53%2026-08-31: 27.98%2026-09-01: 28.83%2026-09-02: 31.18%2026-09-03: 27.19%2026-09-04: 29.97%2026-09-08: 35.83%2026-09-09: 36.59%2026-09-10: 35.28%2026-09-11: 36.47%2026-09-14: 43.50%2026-09-15: 45.05%2026-09-16: 40.40%2026-09-17: 69.61%2026-09-18: 26.17%2026-09-21: 28.32%2026-09-22: 28.81%2026-09-23: 24.85%2026-09-24: 22.46%2026-09-25: 23.32%2026-09-28: 24.49%2026-09-29: 24.91%2026-09-30: 26.16%2026-10-01: 23.05%2026-10-02: 24.84%2026-10-05: 23.55%2026-10-06: 22.49%2026-10-08: 25.41%2026-10-09: 26.16%2026-10-12: 31.69%2026-10-13: 30.45%2026-10-15: 42.34%2026-10-16: 22.95%2026-10-19: 25.49%2026-10-20: 25.12%2026-10-21: 25.12%2026-10-22: 22.68%2026-10-23: 22.89%2026-10-26: 26.98%2026-10-27: 26.41%2026-10-28: 26.44%2026-10-29: 26.73%2026-10-30: 30.34%Aug 5Sep 16Oct 30
60 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
34.39%
34.98%
32.26%
36.96%
33.80%
32.58%
32.50%
36.55%
39.81%
44.05%
50.25%
64.37%
20.83%
22.70%
22.00%
25.67%
25.69%
26.53%
27.98%
28.83%
31.18%
27.19%
29.97%
35.83%
36.59%
35.28%
36.47%
43.50%
45.05%
40.40%
69.61%
26.17%
28.32%
28.81%
24.85%
22.46%
23.32%
24.49%
24.91%
26.16%
23.05%
24.84%
23.55%
22.49%
25.41%
26.16%
31.69%
30.45%
42.34%
22.95%
25.49%
25.12%
25.12%
22.68%
22.89%
26.98%
26.41%
26.44%
26.73%
30.34%