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VanEck Alternative Asset Manager ETF GPZ

i

Market dataready · fetched 2026-11-04T04:31:37.213Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-11-04T01:00:00.036835531Z

FundamentalsVanEck · ready · as of 2026-11-02 · fetched 2026-11-04T04:31:35.732621+00:00

Share price$22.90
1D-0.5%
AH$22.80$22.90$23.01$23.11$23.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGPZ
Sold putSold callAH

VanEck Alternative Asset Manager ETF options

Live interpolated GPZ call and put midpoint premiums by absolute delta.VanEck Alternative Asset Manager ETF$0.89$2.59$4.29$5.99$7.69$16.55$19.87$23.19$26.51$29.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GPZ spot · $22.90GPZ PRICE$1.90$2.78$3.66$4.55$5.43$6.32$7.20$1.07$1.24$1.42$1.59$1.76$1.94$2.11
Puts——
Calls——
Skew——
Implied moveBearish±$4.01
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.2358.6%25.1%
25Δ19.1254.6%22.0%
30Δ20.0050.5%18.8%
35Δ20.8946.4%15.7%
40Δ21.7742.3%12.6%
45Δ22.6638.2%9.5%
50Δ23.2330.3%9.7%23.5434.1%6.4%
55Δ22.1533.0%8.8%
60Δ21.0635.7%7.9%
65Δ19.9738.4%7.0%
70Δ18.8841.2%6.2%
75Δ17.7943.9%5.3%
80Δ16.7046.6%4.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.23
IV
58.6%
B/E move
25.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.12
IV
54.6%
B/E move
22.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.00
IV
50.5%
B/E move
18.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.89
IV
46.4%
B/E move
15.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.77
IV
42.3%
B/E move
12.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.66
IV
38.2%
B/E move
9.5%

50Δ

Calls
Pseudo strike
23.23
IV
30.3%
B/E move
9.7%
Puts
Pseudo strike
23.54
IV
34.1%
B/E move
6.4%

55Δ

Calls
Pseudo strike
22.15
IV
33.0%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
21.06
IV
35.7%
B/E move
7.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
19.97
IV
38.4%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
18.88
IV
41.2%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
17.79
IV
43.9%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
16.70
IV
46.6%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend33.67%
Daily close
GPZ25.3%40.0%54.7%2026-08-05: 39.41%2026-08-06: 40.64%2026-08-07: 40.41%2026-08-10: 43.21%2026-08-11: 29.89%2026-08-12: 29.85%2026-08-13: 29.83%2026-08-14: 29.55%2026-08-17: 35.88%2026-08-18: 37.33%2026-08-19: 37.96%2026-08-20: 46.95%2026-08-21: 27.73%2026-08-24: 28.50%2026-08-25: 28.62%2026-08-26: 28.40%2026-08-27: 27.75%2026-08-28: 27.71%2026-08-31: 27.63%2026-09-01: 27.31%2026-09-02: 28.38%2026-09-03: 27.99%2026-09-04: 28.14%2026-09-09: 34.39%2026-09-10: 37.60%2026-09-11: 35.75%2026-09-14: 39.07%2026-09-15: 43.26%2026-09-17: 50.95%2026-09-18: 30.67%2026-09-21: 29.60%2026-09-22: 29.24%2026-09-23: 32.13%2026-09-24: 31.33%2026-09-25: 30.36%2026-09-28: 32.36%2026-09-29: 32.40%2026-09-30: 32.16%2026-10-01: 32.89%2026-10-02: 32.15%2026-10-05: 32.98%2026-10-06: 33.90%2026-10-07: 34.60%2026-10-08: 34.52%2026-10-09: 34.39%2026-10-12: 38.92%2026-10-14: 42.06%2026-10-15: 52.66%2026-10-16: 32.81%2026-10-19: 31.93%2026-10-20: 31.39%2026-10-21: 32.19%2026-10-22: 32.49%2026-10-23: 32.95%2026-10-26: 32.95%2026-10-27: 33.41%2026-10-28: 33.08%2026-10-29: 29.63%2026-10-30: 33.67%Aug 5Sep 18Oct 30
59 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
39.41%
40.64%
40.41%
43.21%
29.89%
29.85%
29.83%
29.55%
35.88%
37.33%
37.96%
46.95%
27.73%
28.50%
28.62%
28.40%
27.75%
27.71%
27.63%
27.31%
28.38%
27.99%
28.14%
34.39%
37.60%
35.75%
39.07%
43.26%
50.95%
30.67%
29.60%
29.24%
32.13%
31.33%
30.36%
32.36%
32.40%
32.16%
32.89%
32.15%
32.98%
33.90%
34.60%
34.52%
34.39%
38.92%
42.06%
52.66%
32.81%
31.93%
31.39%
32.19%
32.49%
32.95%
32.95%
33.41%
33.08%
29.63%
33.67%