IntraAlpha
Create free account Start free

VanEck Morningstar Wide Moat ETF MOAT

i

Market dataready · fetched 2026-11-04T00:55:00.060Z

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 · 2026-11-03T23:30:04.723252578Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T00:54:59.582328+00:00

Share price$114.16
1D+0.0%
AH$113.35$113.71$114.08$114.45$114.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMOAT
Sold putSold callAH

VanEck Morningstar Wide Moat ETF options

Live interpolated MOAT call and put midpoint premiums by absolute delta.VanEck Morningstar Wide Moat ETF$1.07$1.98$2.89$3.80$4.71$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEMOAT PRICE$1.16$1.52$1.74$2.64$3.11$3.68$4.45$1.48$1.56$1.65$1.74$1.89$2.00$2.14$2.29$2.37$2.46$2.79$3.17$3.71
PutsFair1.05×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.9351.1%9.4%
25Δ108.2340.9%6.6%
30Δ117.9225.6%4.3%110.3734.1%4.8%
35Δ117.1727.0%4.0%111.8929.1%3.5%
40Δ116.1825.7%3.3%112.9526.2%2.7%
45Δ113.7723.3%2.1%
50Δ114.4621.2%1.6%
55Δ115.0619.5%1.2%
60Δ115.4917.6%0.9%
65Δ112.7717.6%1.1%115.9215.7%0.6%
70Δ112.1218.1%0.9%116.4415.3%0.4%
75Δ111.3818.6%0.8%116.9915.2%0.3%
80Δ110.4619.5%0.7%117.6615.2%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
104.93
IV
51.1%
B/E move
9.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
108.23
IV
40.9%
B/E move
6.6%

30Δ

Calls
Pseudo strike
117.92
IV
25.6%
B/E move
4.3%
Puts
Pseudo strike
110.37
IV
34.1%
B/E move
4.8%

35Δ

Calls
Pseudo strike
117.17
IV
27.0%
B/E move
4.0%
Puts
Pseudo strike
111.89
IV
29.1%
B/E move
3.5%

40Δ

Calls
Pseudo strike
116.18
IV
25.7%
B/E move
3.3%
Puts
Pseudo strike
112.95
IV
26.2%
B/E move
2.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
113.77
IV
23.3%
B/E move
2.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
114.46
IV
21.2%
B/E move
1.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
115.06
IV
19.5%
B/E move
1.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
115.49
IV
17.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
112.77
IV
17.6%
B/E move
1.1%
Puts
Pseudo strike
115.92
IV
15.7%
B/E move
0.6%

70Δ

Calls
Pseudo strike
112.12
IV
18.1%
B/E move
0.9%
Puts
Pseudo strike
116.44
IV
15.3%
B/E move
0.4%

75Δ

Calls
Pseudo strike
111.38
IV
18.6%
B/E move
0.8%
Puts
Pseudo strike
116.99
IV
15.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
110.46
IV
19.5%
B/E move
0.7%
Puts
Pseudo strike
117.66
IV
15.2%
B/E move
0.2%

Options history

IV · four-Friday blend17.10%
Daily EOD
MOAT16.5%20.8%25.2%2026-10-19: 24.59%2026-10-20: 18.84%2026-10-21: 23.56%2026-10-22: 21.92%2026-10-23: 23.80%2026-10-26: 18.72%2026-10-27: 18.28%2026-10-28: 20.00%2026-10-29: 19.63%2026-10-30: 17.10%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
24.59%
18.84%
23.56%
21.92%
23.80%
18.72%
18.28%
20.00%
19.63%
17.10%