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VanEck Natural Resources ETF HAP

i

Market dataready · fetched 2026-11-11T14:01:09.221Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T01:00:00.129211814Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:01:08.355506+00:00

Share price$73.51
1D+0.1%
AH$72.89$73.08$73.26$73.45$73.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHAP
Sold putSold callAH

VanEck Natural Resources ETF options

Live interpolated HAP call and put midpoint premiums by absolute delta.VanEck Natural Resources ETF$1.37$2.66$3.95$5.23$6.52$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEHAP PRICE$2.66$3.36$4.06$4.75$5.45$6.15$1.51$1.64$1.77$1.90$2.03
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ67.1943.7%10.7%
30Δ68.5639.3%9.0%
35Δ69.9435.0%7.3%
40Δ71.3230.6%5.6%
45Δ72.6926.2%3.9%
50Δ
55Δ73.0822.5%3.0%
60Δ72.1122.9%2.7%
65Δ71.1423.3%2.3%
70Δ70.1723.7%1.9%
75Δ69.2024.0%1.6%
80Δ68.2324.4%1.2%

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
67.19
IV
43.7%
B/E move
10.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.56
IV
39.3%
B/E move
9.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.94
IV
35.0%
B/E move
7.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
71.32
IV
30.6%
B/E move
5.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.69
IV
26.2%
B/E move
3.9%

50Δ

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

55Δ

Calls
Pseudo strike
73.08
IV
22.5%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
72.11
IV
22.9%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
71.14
IV
23.3%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
70.17
IV
23.7%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
69.20
IV
24.0%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
68.23
IV
24.4%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend20.32%
Daily close
HAP16.1%27.5%39.0%2026-08-13: 21.68%2026-08-14: 22.08%2026-08-17: 24.05%2026-08-18: 25.86%2026-08-19: 27.72%2026-08-20: 34.39%2026-08-21: 17.63%2026-08-24: 18.54%2026-08-25: 18.54%2026-08-26: 18.30%2026-08-27: 18.84%2026-08-28: 18.71%2026-08-31: 18.79%2026-09-01: 19.17%2026-09-02: 19.43%2026-09-03: 19.08%2026-09-04: 19.60%2026-09-08: 21.18%2026-09-09: 20.94%2026-09-10: 22.13%2026-09-11: 22.13%2026-09-14: 24.98%2026-09-15: 26.81%2026-09-16: 28.43%2026-09-17: 36.59%2026-09-18: 18.52%2026-09-21: 19.09%2026-09-22: 19.61%2026-09-23: 18.87%2026-09-24: 19.75%2026-09-25: 19.64%2026-09-28: 20.62%2026-09-29: 21.02%2026-09-30: 20.34%2026-10-01: 21.35%2026-10-02: 21.95%2026-10-05: 21.69%2026-10-06: 22.65%2026-10-07: 22.75%2026-10-08: 23.43%2026-10-09: 23.45%2026-10-12: 27.01%2026-10-13: 27.98%2026-10-14: 30.63%2026-10-15: 37.40%2026-10-16: 18.61%2026-10-19: 18.65%2026-10-20: 19.25%2026-10-21: 18.61%2026-10-22: 18.93%2026-10-23: 19.09%2026-10-26: 19.69%2026-10-27: 20.19%2026-10-28: 19.45%2026-10-29: 19.70%2026-10-30: 20.32%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
21.68%
22.08%
24.05%
25.86%
27.72%
34.39%
17.63%
18.54%
18.54%
18.30%
18.84%
18.71%
18.79%
19.17%
19.43%
19.08%
19.60%
21.18%
20.94%
22.13%
22.13%
24.98%
26.81%
28.43%
36.59%
18.52%
19.09%
19.61%
18.87%
19.75%
19.64%
20.62%
21.02%
20.34%
21.35%
21.95%
21.69%
22.65%
22.75%
23.43%
23.45%
27.01%
27.98%
30.63%
37.40%
18.61%
18.65%
19.25%
18.61%
18.93%
19.09%
19.69%
20.19%
19.45%
19.70%
20.32%