IntraAlpha
Create free account Start free

VanEck ETF Trust VanEck Digital Native Economy ETF GENZ

i

Market dataready · fetched 2026-11-03T22:32:55.956Z

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 · 2026-11-03T21:00:00.260926509Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T22:32:55.413944+00:00

Share price$36.02
1D+0.6%
AH$35.91$35.97$36.04$36.10$36.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGENZ
Sold putSold callAH

VanEck ETF Trust VanEck Digital Native Economy ETF options

Live interpolated GENZ call and put midpoint premiums by absolute delta.VanEck ETF Trust VanEck Digital Native Economy ETF$0.25$0.87$1.49$2.12$2.74$32.47$34.26$36.06$37.86$39.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GENZ spot · $36.02GENZ PRICE$0.31$0.41$0.54$0.68$0.83$0.89$0.96$1.09$1.29$1.50$1.77$2.13$2.52$0.63$0.51$0.58$0.68$0.81$0.94$1.09$1.24$1.40$1.61$1.93$2.25$2.56
PutsExpensive1.14×
CallsExpensive1.48×
SkewBearish+1.75 pp
Implied moveBearish±$2.05
TiltBearish4.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.7837.4%8.5%32.2368.1%12.3%
25Δ38.2236.8%7.3%34.0842.2%6.8%
30Δ37.7737.2%6.3%34.6538.1%5.4%
35Δ37.3838.2%5.7%35.1435.3%4.3%
40Δ37.0039.1%5.0%35.5034.7%3.7%
45Δ36.6135.9%4.1%35.8534.1%3.1%
50Δ36.2232.7%3.2%36.1833.3%2.6%
55Δ35.8631.1%2.6%36.4932.5%2.2%
60Δ35.5331.6%2.2%36.7931.6%1.7%
65Δ35.2032.1%1.9%37.1431.3%1.4%
70Δ34.8233.1%1.6%37.5532.2%1.1%
75Δ34.3734.7%1.3%37.9633.0%0.8%
80Δ33.8936.0%1.1%38.3732.0%0.6%

20Δ

Calls
Pseudo strike
38.78
IV
37.4%
B/E move
8.5%
Puts
Pseudo strike
32.23
IV
68.1%
B/E move
12.3%

25Δ

Calls
Pseudo strike
38.22
IV
36.8%
B/E move
7.3%
Puts
Pseudo strike
34.08
IV
42.2%
B/E move
6.8%

30Δ

Calls
Pseudo strike
37.77
IV
37.2%
B/E move
6.3%
Puts
Pseudo strike
34.65
IV
38.1%
B/E move
5.4%

35Δ

Calls
Pseudo strike
37.38
IV
38.2%
B/E move
5.7%
Puts
Pseudo strike
35.14
IV
35.3%
B/E move
4.3%

40Δ

Calls
Pseudo strike
37.00
IV
39.1%
B/E move
5.0%
Puts
Pseudo strike
35.50
IV
34.7%
B/E move
3.7%

45Δ

Calls
Pseudo strike
36.61
IV
35.9%
B/E move
4.1%
Puts
Pseudo strike
35.85
IV
34.1%
B/E move
3.1%

50Δ

Calls
Pseudo strike
36.22
IV
32.7%
B/E move
3.2%
Puts
Pseudo strike
36.18
IV
33.3%
B/E move
2.6%

55Δ

Calls
Pseudo strike
35.86
IV
31.1%
B/E move
2.6%
Puts
Pseudo strike
36.49
IV
32.5%
B/E move
2.2%

60Δ

Calls
Pseudo strike
35.53
IV
31.6%
B/E move
2.2%
Puts
Pseudo strike
36.79
IV
31.6%
B/E move
1.7%

65Δ

Calls
Pseudo strike
35.20
IV
32.1%
B/E move
1.9%
Puts
Pseudo strike
37.14
IV
31.3%
B/E move
1.4%

70Δ

Calls
Pseudo strike
34.82
IV
33.1%
B/E move
1.6%
Puts
Pseudo strike
37.55
IV
32.2%
B/E move
1.1%

75Δ

Calls
Pseudo strike
34.37
IV
34.7%
B/E move
1.3%
Puts
Pseudo strike
37.96
IV
33.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
33.89
IV
36.0%
B/E move
1.1%
Puts
Pseudo strike
38.37
IV
32.0%
B/E move
0.6%

Options history

IV · four-Friday blend28.93%
Daily close
GENZ21.7%33.0%44.3%2026-08-05: 28.00%2026-08-06: 27.51%2026-08-07: 28.50%2026-08-10: 31.05%2026-08-11: 29.19%2026-08-12: 29.52%2026-08-13: 27.41%2026-08-14: 29.28%2026-08-17: 29.42%2026-08-18: 32.02%2026-08-19: 34.64%2026-08-20: 37.69%2026-08-21: 26.99%2026-08-24: 25.72%2026-08-25: 25.32%2026-08-26: 27.73%2026-08-27: 25.41%2026-08-28: 25.57%2026-08-31: 26.10%2026-09-01: 26.74%2026-09-02: 26.42%2026-09-03: 25.62%2026-09-04: 26.19%2026-09-08: 25.18%2026-09-09: 31.05%2026-09-10: 35.12%2026-09-11: 30.69%2026-09-14: 29.13%2026-09-15: 38.59%2026-09-16: 37.53%2026-09-17: 42.77%2026-09-18: 26.05%2026-09-21: 26.21%2026-09-22: 26.75%2026-09-23: 23.95%2026-09-24: 28.19%2026-09-25: 24.74%2026-09-28: 27.19%2026-09-29: 25.33%2026-09-30: 27.56%2026-10-01: 28.24%2026-10-02: 24.66%2026-10-05: 23.26%2026-10-06: 26.04%2026-10-07: 28.68%2026-10-08: 26.23%2026-10-09: 27.72%2026-10-12: 29.18%2026-10-13: 27.62%2026-10-14: 32.52%2026-10-16: 26.52%2026-10-19: 26.85%2026-10-20: 27.20%2026-10-21: 26.42%2026-10-22: 27.05%2026-10-23: 28.48%2026-10-26: 25.55%2026-10-27: 27.45%2026-10-28: 26.72%2026-10-29: 26.27%2026-10-30: 28.93%Aug 5Sep 17Oct 30
61 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
28.00%
27.51%
28.50%
31.05%
29.19%
29.52%
27.41%
29.28%
29.42%
32.02%
34.64%
37.69%
26.99%
25.72%
25.32%
27.73%
25.41%
25.57%
26.10%
26.74%
26.42%
25.62%
26.19%
25.18%
31.05%
35.12%
30.69%
29.13%
38.59%
37.53%
42.77%
26.05%
26.21%
26.75%
23.95%
28.19%
24.74%
27.19%
25.33%
27.56%
28.24%
24.66%
23.26%
26.04%
28.68%
26.23%
27.72%
29.18%
27.62%
32.52%
26.52%
26.85%
27.20%
26.42%
27.05%
28.48%
25.55%
27.45%
26.72%
26.27%
28.93%