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VanEck Oil Refiners ETF CRAK

i

Market dataready · fetched 2026-11-12T16:42:26.658Z

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 · 2026-11-12T16:41:18.4656616Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:42:26.353405+00:00

Share price$57.81
1D+0.2%
$57.15$57.35$57.54$57.74$57.935:30 AM6:30 AM9:00 AM1:00 PMCRAK
Sold putSold call

VanEck Oil Refiners ETF options

Live interpolated CRAK call and put midpoint premiums by absolute delta.VanEck Oil Refiners ETF$0.67$1.48$2.28$3.09$3.90$53.25$55.42$57.58$59.74$61.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive CRAK spot · $57.81CRAK PRICE$0.76$1.02$1.25$1.39$1.45$1.50$1.57$1.64$1.76$1.92$2.07$1.43$1.52$1.62$1.79$2.00$2.21$2.50$3.00$3.67
Puts——
Calls——
Skew——
Implied moveBearish±$3.51
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ61.7560.6%8.1%
30Δ61.1465.0%7.5%54.6681.7%7.9%
35Δ60.3664.9%6.6%55.7471.6%6.2%
40Δ59.4659.6%5.3%56.7062.7%4.7%
45Δ58.6652.3%4.0%57.4058.1%3.8%
50Δ58.0045.8%2.9%57.9855.4%3.2%
55Δ57.5941.6%2.3%58.5652.7%2.5%
60Δ57.1837.3%1.8%59.1651.1%2.0%
65Δ56.8334.2%1.3%59.8453.2%1.7%
70Δ56.5232.3%1.1%60.6655.9%1.4%
75Δ56.2030.3%0.8%
80Δ

20Δ

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

25Δ

Calls
Pseudo strike
61.75
IV
60.6%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
61.14
IV
65.0%
B/E move
7.5%
Puts
Pseudo strike
54.66
IV
81.7%
B/E move
7.9%

35Δ

Calls
Pseudo strike
60.36
IV
64.9%
B/E move
6.6%
Puts
Pseudo strike
55.74
IV
71.6%
B/E move
6.2%

40Δ

Calls
Pseudo strike
59.46
IV
59.6%
B/E move
5.3%
Puts
Pseudo strike
56.70
IV
62.7%
B/E move
4.7%

45Δ

Calls
Pseudo strike
58.66
IV
52.3%
B/E move
4.0%
Puts
Pseudo strike
57.40
IV
58.1%
B/E move
3.8%

50Δ

Calls
Pseudo strike
58.00
IV
45.8%
B/E move
2.9%
Puts
Pseudo strike
57.98
IV
55.4%
B/E move
3.2%

55Δ

Calls
Pseudo strike
57.59
IV
41.6%
B/E move
2.3%
Puts
Pseudo strike
58.56
IV
52.7%
B/E move
2.5%

60Δ

Calls
Pseudo strike
57.18
IV
37.3%
B/E move
1.8%
Puts
Pseudo strike
59.16
IV
51.1%
B/E move
2.0%

65Δ

Calls
Pseudo strike
56.83
IV
34.2%
B/E move
1.3%
Puts
Pseudo strike
59.84
IV
53.2%
B/E move
1.7%

70Δ

Calls
Pseudo strike
56.52
IV
32.3%
B/E move
1.1%
Puts
Pseudo strike
60.66
IV
55.9%
B/E move
1.4%

75Δ

Calls
Pseudo strike
56.20
IV
30.3%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

IV · four-Friday blend36.62%
Daily EOD
CRAK31.8%34.4%37.0%2026-10-19: 32.16%2026-10-20: 32.44%2026-10-21: 32.38%2026-10-22: 32.28%2026-10-23: 33.14%2026-10-26: 34.62%2026-10-27: 34.42%2026-10-28: 34.61%2026-10-29: 33.52%2026-10-30: 36.62%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
32.16%
32.44%
32.38%
32.28%
33.14%
34.62%
34.42%
34.61%
33.52%
36.62%