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VanEck Oil Refiners ETF CRAK

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Market datapartial · fetched 2026-10-23T06:04:10.179Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T00:00:00.11879649Z

FundamentalsAlpha Vantage · unavailable

Share price$64.35
1D-2.6%
AH$63.66$64.25$64.85$65.45$66.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCRAK
Sold putSold callAH

VanEck Oil Refiners ETF options

Live interpolated CRAK call and put midpoint premiums by absolute delta.VanEck Oil Refiners ETF$0.49$2.04$3.59$5.14$6.69$55.28$59.65$64.03$68.40$72.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CRAK spot · $64.35CRAK PRICE$0.66$1.38$1.08$1.39$1.52$1.82$2.26$2.89$3.22$3.63$4.92$4.92$6.23$1.54$1.54$2.09$2.55$2.60$3.10$3.79$4.16$4.71$4.96$5.05$6.25
PutsFair1.01×
CallsFair0.99×
SkewBearish+4.00 pp
Implied moveBearish±$5.36
TiltBearish8.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.3234.5%10.3%
25Δ72.6455.7%15.0%59.0653.1%10.6%
30Δ68.0733.5%7.5%61.1642.0%7.4%
35Δ67.2934.8%6.7%61.9845.5%6.9%
40Δ66.2731.7%5.4%62.9946.5%6.1%
45Δ65.4931.4%4.6%64.0440.1%4.5%
50Δ64.8033.5%4.2%64.9540.5%3.9%
55Δ64.0537.1%4.0%65.9542.3%3.4%
60Δ63.2635.8%3.3%66.7940.1%2.7%
65Δ62.4735.0%2.7%67.7139.2%2.1%
70Δ61.0941.7%2.6%68.3136.3%1.6%
75Δ60.6135.9%1.8%68.7632.2%1.0%
80Δ59.1440.0%1.6%70.1633.9%0.7%

20Δ

Calls
Pseudo strike
70.32
IV
34.5%
B/E move
10.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
72.64
IV
55.7%
B/E move
15.0%
Puts
Pseudo strike
59.06
IV
53.1%
B/E move
10.6%

30Δ

Calls
Pseudo strike
68.07
IV
33.5%
B/E move
7.5%
Puts
Pseudo strike
61.16
IV
42.0%
B/E move
7.4%

35Δ

Calls
Pseudo strike
67.29
IV
34.8%
B/E move
6.7%
Puts
Pseudo strike
61.98
IV
45.5%
B/E move
6.9%

40Δ

Calls
Pseudo strike
66.27
IV
31.7%
B/E move
5.4%
Puts
Pseudo strike
62.99
IV
46.5%
B/E move
6.1%

45Δ

Calls
Pseudo strike
65.49
IV
31.4%
B/E move
4.6%
Puts
Pseudo strike
64.04
IV
40.1%
B/E move
4.5%

50Δ

Calls
Pseudo strike
64.80
IV
33.5%
B/E move
4.2%
Puts
Pseudo strike
64.95
IV
40.5%
B/E move
3.9%

55Δ

Calls
Pseudo strike
64.05
IV
37.1%
B/E move
4.0%
Puts
Pseudo strike
65.95
IV
42.3%
B/E move
3.4%

60Δ

Calls
Pseudo strike
63.26
IV
35.8%
B/E move
3.3%
Puts
Pseudo strike
66.79
IV
40.1%
B/E move
2.7%

65Δ

Calls
Pseudo strike
62.47
IV
35.0%
B/E move
2.7%
Puts
Pseudo strike
67.71
IV
39.2%
B/E move
2.1%

70Δ

Calls
Pseudo strike
61.09
IV
41.7%
B/E move
2.6%
Puts
Pseudo strike
68.31
IV
36.3%
B/E move
1.6%

75Δ

Calls
Pseudo strike
60.61
IV
35.9%
B/E move
1.8%
Puts
Pseudo strike
68.76
IV
32.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
59.14
IV
40.0%
B/E move
1.6%
Puts
Pseudo strike
70.16
IV
33.9%
B/E move
0.7%

Options history

CRAK32.3532.4132.472026-10-20: 32.44%2026-10-21: 32.38%Oct 20Oct 21
Table
DateIV
32.44%
32.38%