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VanEck Office and Commercial REIT ETF DESK

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Market datapartial · fetched 2026-11-13T02:54:11.352Z

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 · 2026-11-13T01:00:00.058344452Z

FundamentalsAlpha Vantage · unavailable

Share price$38.59
1D+0.1%
AH$38.67$38.69$38.71$38.72$38.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDESK
Sold putSold callAH

VanEck Office and Commercial REIT ETF options

Live interpolated DESK call and put midpoint premiums by absolute delta.VanEck Office and Commercial REIT ETF$0.66$1.05$1.44$1.82$2.21$35.06$36.93$38.79$40.66$42.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DESK spot · $38.59DESK PRICE$0.70$0.70$0.70$0.76$0.85$0.93$1.03$1.14$1.24$1.40$1.59$1.78$2.10$0.70$0.72$0.77$0.82$0.87$0.94$1.00$1.07$1.12$1.17$1.22$1.27$1.32
PutsExpensive2.45×
CallsExpensive2.27×
SkewBullish-7.37 pp
Implied moveBalanced±$2.03
TiltBullish6.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.52121.1%19.8%34.37104.0%12.7%
25Δ42.5489.2%12.1%35.9081.3%8.8%
30Δ40.9469.4%7.9%36.8268.2%6.6%
35Δ40.1460.8%6.0%37.4459.7%5.1%
40Δ39.6055.6%4.8%37.9952.2%3.8%
45Δ39.1151.1%3.8%38.3247.9%3.1%
50Δ38.7548.0%3.1%38.6343.6%2.5%
55Δ38.4345.4%2.5%38.9539.4%1.8%
60Δ38.1142.7%2.0%39.1236.2%1.5%
65Δ37.8041.2%1.6%39.2733.3%1.3%
70Δ37.5040.2%1.3%39.4230.3%1.0%
75Δ37.1939.2%1.0%39.5627.4%0.8%
80Δ36.7839.9%0.8%39.7124.4%0.5%

20Δ

Calls
Pseudo strike
45.52
IV
121.1%
B/E move
19.8%
Puts
Pseudo strike
34.37
IV
104.0%
B/E move
12.7%

25Δ

Calls
Pseudo strike
42.54
IV
89.2%
B/E move
12.1%
Puts
Pseudo strike
35.90
IV
81.3%
B/E move
8.8%

30Δ

Calls
Pseudo strike
40.94
IV
69.4%
B/E move
7.9%
Puts
Pseudo strike
36.82
IV
68.2%
B/E move
6.6%

35Δ

Calls
Pseudo strike
40.14
IV
60.8%
B/E move
6.0%
Puts
Pseudo strike
37.44
IV
59.7%
B/E move
5.1%

40Δ

Calls
Pseudo strike
39.60
IV
55.6%
B/E move
4.8%
Puts
Pseudo strike
37.99
IV
52.2%
B/E move
3.8%

45Δ

Calls
Pseudo strike
39.11
IV
51.1%
B/E move
3.8%
Puts
Pseudo strike
38.32
IV
47.9%
B/E move
3.1%

50Δ

Calls
Pseudo strike
38.75
IV
48.0%
B/E move
3.1%
Puts
Pseudo strike
38.63
IV
43.6%
B/E move
2.5%

55Δ

Calls
Pseudo strike
38.43
IV
45.4%
B/E move
2.5%
Puts
Pseudo strike
38.95
IV
39.4%
B/E move
1.8%

60Δ

Calls
Pseudo strike
38.11
IV
42.7%
B/E move
2.0%
Puts
Pseudo strike
39.12
IV
36.2%
B/E move
1.5%

65Δ

Calls
Pseudo strike
37.80
IV
41.2%
B/E move
1.6%
Puts
Pseudo strike
39.27
IV
33.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
37.50
IV
40.2%
B/E move
1.3%
Puts
Pseudo strike
39.42
IV
30.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
37.19
IV
39.2%
B/E move
1.0%
Puts
Pseudo strike
39.56
IV
27.4%
B/E move
0.8%

80Δ

Calls
Pseudo strike
36.78
IV
39.9%
B/E move
0.8%
Puts
Pseudo strike
39.71
IV
24.4%
B/E move
0.5%

Options history

IV · four-Friday blend28.70%
Daily EOD
DESK24.2%56.5%88.8%2026-10-19: 49.17%2026-10-20: 84.36%2026-10-21: 54.71%2026-10-22: 74.26%2026-10-23: 55.36%2026-10-26: 51.57%2026-10-27: 73.95%2026-10-28: 73.23%2026-10-29: 38.82%2026-10-30: 28.70%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
49.17%
84.36%
54.71%
74.26%
55.36%
51.57%
73.95%
73.23%
38.82%
28.70%