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VanEck Morningstar SMID Moat ETF SMOT

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Market dataready · fetched 2026-11-07T20:38:34.741Z

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 · 2026-11-07T01:00:06.711262979Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T20:38:34.361746+00:00

Share price$40.96
1D+0.3%
AH$40.83$40.92$41.01$41.10$41.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSMOT
Sold putSold callAH

VanEck Morningstar SMID Moat ETF options

Live interpolated SMOT call and put midpoint premiums by absolute delta.VanEck Morningstar SMID Moat ETF$0.45$0.94$1.43$1.92$2.41$39.26$40.44$41.62$42.81$43.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SMOT spot · $40.96SMOT PRICE$0.50$0.51$0.54$0.59$0.66$0.74$0.82$0.94$1.08$1.21$1.34$1.76$2.27$0.54$0.57$0.61$0.66$0.71$0.76$0.82$0.90$0.98$1.06$1.13
Puts——
CallsExpensive1.50×
Skew——
Implied moveBalanced±$1.65
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.5561.3%12.4%37.5459.5%9.7%
25Δ43.7146.2%7.9%38.7647.5%6.8%
30Δ42.7738.6%5.7%39.4940.5%5.1%
35Δ42.1533.6%4.3%40.0635.1%3.8%
40Δ41.7531.1%3.5%40.4131.9%3.1%
45Δ41.4329.4%3.0%40.7628.6%2.4%
50Δ41.1027.6%2.4%41.0625.9%1.8%
55Δ40.8226.7%2.0%41.2524.4%1.5%
60Δ40.5726.2%1.7%41.4523.0%1.2%
65Δ40.3125.6%1.4%41.6421.5%0.9%
70Δ40.0625.1%1.1%41.8320.0%0.6%
75Δ39.5828.2%0.9%
80Δ39.0332.3%0.8%

20Δ

Calls
Pseudo strike
45.55
IV
61.3%
B/E move
12.4%
Puts
Pseudo strike
37.54
IV
59.5%
B/E move
9.7%

25Δ

Calls
Pseudo strike
43.71
IV
46.2%
B/E move
7.9%
Puts
Pseudo strike
38.76
IV
47.5%
B/E move
6.8%

30Δ

Calls
Pseudo strike
42.77
IV
38.6%
B/E move
5.7%
Puts
Pseudo strike
39.49
IV
40.5%
B/E move
5.1%

35Δ

Calls
Pseudo strike
42.15
IV
33.6%
B/E move
4.3%
Puts
Pseudo strike
40.06
IV
35.1%
B/E move
3.8%

40Δ

Calls
Pseudo strike
41.75
IV
31.1%
B/E move
3.5%
Puts
Pseudo strike
40.41
IV
31.9%
B/E move
3.1%

45Δ

Calls
Pseudo strike
41.43
IV
29.4%
B/E move
3.0%
Puts
Pseudo strike
40.76
IV
28.6%
B/E move
2.4%

50Δ

Calls
Pseudo strike
41.10
IV
27.6%
B/E move
2.4%
Puts
Pseudo strike
41.06
IV
25.9%
B/E move
1.8%

55Δ

Calls
Pseudo strike
40.82
IV
26.7%
B/E move
2.0%
Puts
Pseudo strike
41.25
IV
24.4%
B/E move
1.5%

60Δ

Calls
Pseudo strike
40.57
IV
26.2%
B/E move
1.7%
Puts
Pseudo strike
41.45
IV
23.0%
B/E move
1.2%

65Δ

Calls
Pseudo strike
40.31
IV
25.6%
B/E move
1.4%
Puts
Pseudo strike
41.64
IV
21.5%
B/E move
0.9%

70Δ

Calls
Pseudo strike
40.06
IV
25.1%
B/E move
1.1%
Puts
Pseudo strike
41.83
IV
20.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
39.58
IV
28.2%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
39.03
IV
32.3%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend18.78%
Daily EOD
SMOT13.7%50.8%87.9%2026-10-19: 37.50%2026-10-20: 21.35%2026-10-21: 74.50%2026-10-22: 19.24%2026-10-23: 75.40%2026-10-26: 81.29%2026-10-27: 20.33%2026-10-28: 42.21%2026-10-29: 82.82%2026-10-30: 18.78%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.50%
21.35%
74.50%
19.24%
75.40%
81.29%
20.33%
42.21%
82.82%
18.78%