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VanEck ETF Trust VanEck Fabless Semiconductor ETF SMHX

i

Market dataready · fetched 2026-11-03T22:39:13.142Z

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 · 2026-11-03T22:32:07.815623121Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T22:39:12.086237+00:00

Share price$52.80
1D+0.9%
AH$51.52$51.72$51.91$52.11$52.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSMHX
Sold putSold callAH

VanEck ETF Trust VanEck Fabless Semiconductor ETF options

Live interpolated SMHX call and put midpoint premiums by absolute delta.VanEck ETF Trust VanEck Fabless Semiconductor ETF$1.08$5.30$9.52$13.74$17.96$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICESMHX PRICE$1.54$1.83$2.12$2.41$2.70$5.86$7.23$10.12$16.75
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ53.7241.2%4.7%
50Δ53.1340.9%4.1%
55Δ52.5440.6%3.5%
60Δ51.9540.2%2.9%
65Δ51.3639.9%2.4%56.9573.5%3.2%
70Δ58.5977.7%2.7%
75Δ61.6291.4%2.5%
80Δ68.30121.7%2.4%

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

Calls
Pseudo strike
53.72
IV
41.2%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
53.13
IV
40.9%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
52.54
IV
40.6%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
51.95
IV
40.2%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
51.36
IV
39.9%
B/E move
2.4%
Puts
Pseudo strike
56.95
IV
73.5%
B/E move
3.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.59
IV
77.7%
B/E move
2.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.62
IV
91.4%
B/E move
2.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.30
IV
121.7%
B/E move
2.4%

Options history

IV · four-Friday blend44.07%
Daily EOD
SMHX37.1%40.8%44.6%2026-10-19: 37.59%2026-10-20: 38.60%2026-10-21: 38.82%2026-10-22: 40.57%2026-10-23: 40.93%2026-10-26: 40.83%2026-10-27: 39.78%2026-10-28: 39.44%2026-10-29: 39.76%2026-10-30: 44.07%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.59%
38.60%
38.82%
40.57%
40.93%
40.83%
39.78%
39.44%
39.76%
44.07%