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Global X MSCI Vietnam ETF VNAM

i

Market dataready · fetched 2026-11-07T17:08:47.153Z

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 · 2026-11-07T01:00:00.053519392Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T17:08:44.585771+00:00

Share price$24.06
1D+0.2%
AH$23.98$24.04$24.11$24.17$24.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVNAM
Sold putSold callAH

Global X MSCI Vietnam ETF options

Live interpolated VNAM call and put midpoint premiums by absolute delta.Global X MSCI Vietnam ETF$0.34$0.67$1.00$1.32$1.65$22.60$23.41$24.23$25.04$25.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive VNAM spot · $24.06VNAM PRICE$0.38$0.38$0.38$0.41$0.48$0.55$0.62$0.72$0.89$1.05$1.22$0.38$0.38$0.39$0.43$0.47$0.51$0.66$0.84$1.02$1.20$1.38$1.56
Puts——
Calls——
Skew——
Implied moveBearish±$1.28
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.6879.2%16.6%21.7369.7%11.3%
25Δ26.1558.4%10.2%22.5753.6%7.7%
30Δ25.3846.1%7.0%23.1143.8%5.6%
35Δ24.8939.3%5.1%23.3940.0%4.6%
40Δ24.6538.1%4.5%23.6636.3%3.6%
45Δ24.4136.8%3.8%23.9332.5%2.7%
50Δ24.1735.6%3.1%24.1831.8%2.2%
55Δ23.9435.0%2.5%24.4332.2%2.0%
60Δ23.7036.1%2.2%24.6732.5%1.7%
65Δ23.4637.3%1.9%24.9132.8%1.4%
70Δ23.2238.4%1.6%25.1633.2%1.2%
75Δ25.4033.5%0.9%
80Δ

20Δ

Calls
Pseudo strike
27.68
IV
79.2%
B/E move
16.6%
Puts
Pseudo strike
21.73
IV
69.7%
B/E move
11.3%

25Δ

Calls
Pseudo strike
26.15
IV
58.4%
B/E move
10.2%
Puts
Pseudo strike
22.57
IV
53.6%
B/E move
7.7%

30Δ

Calls
Pseudo strike
25.38
IV
46.1%
B/E move
7.0%
Puts
Pseudo strike
23.11
IV
43.8%
B/E move
5.6%

35Δ

Calls
Pseudo strike
24.89
IV
39.3%
B/E move
5.1%
Puts
Pseudo strike
23.39
IV
40.0%
B/E move
4.6%

40Δ

Calls
Pseudo strike
24.65
IV
38.1%
B/E move
4.5%
Puts
Pseudo strike
23.66
IV
36.3%
B/E move
3.6%

45Δ

Calls
Pseudo strike
24.41
IV
36.8%
B/E move
3.8%
Puts
Pseudo strike
23.93
IV
32.5%
B/E move
2.7%

50Δ

Calls
Pseudo strike
24.17
IV
35.6%
B/E move
3.1%
Puts
Pseudo strike
24.18
IV
31.8%
B/E move
2.2%

55Δ

Calls
Pseudo strike
23.94
IV
35.0%
B/E move
2.5%
Puts
Pseudo strike
24.43
IV
32.2%
B/E move
2.0%

60Δ

Calls
Pseudo strike
23.70
IV
36.1%
B/E move
2.2%
Puts
Pseudo strike
24.67
IV
32.5%
B/E move
1.7%

65Δ

Calls
Pseudo strike
23.46
IV
37.3%
B/E move
1.9%
Puts
Pseudo strike
24.91
IV
32.8%
B/E move
1.4%

70Δ

Calls
Pseudo strike
23.22
IV
38.4%
B/E move
1.6%
Puts
Pseudo strike
25.16
IV
33.2%
B/E move
1.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.40
IV
33.5%
B/E move
0.9%

80Δ

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

Options history

IV · four-Friday blend34.36%
Daily EOD
VNAM29.4%32.5%35.5%2026-10-19: 33.05%2026-10-20: 31.84%2026-10-21: 32.14%2026-10-22: 35.12%2026-10-23: 33.84%2026-10-26: 31.70%2026-10-27: 29.82%2026-10-28: 31.69%2026-10-29: 30.24%2026-10-30: 34.36%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
33.05%
31.84%
32.14%
35.12%
33.84%
31.70%
29.82%
31.69%
30.24%
34.36%