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VanEck Natural Resources ETF HAP

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Market datapartial · fetched 2026-10-22T11:52:01.495Z

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 · 2026-10-22T00:00:00.150303714Z

FundamentalsAlpha Vantage · unavailable

Share price$74.56
1D-0.2%
AH$74.41$74.50$74.59$74.68$74.775:30 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$1.16$2.22$3.28$4.35$5.41$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEHAP PRICE$1.27$1.30$1.32$1.43$1.53$1.68$1.85$2.02$2.20$2.43$2.89$3.99$5.10$1.30$1.37$1.46$1.57
PutsCheap0.82×
CallsCheap0.57×
SkewBearish+10.81 pp
Implied move——
TiltBullish67.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.1958.3%18.7%66.9151.3%12.0%
25Δ82.0043.8%11.7%69.6540.9%8.4%
30Δ79.1834.7%8.0%71.4234.4%6.2%
35Δ77.6430.1%6.0%72.6530.1%4.7%
40Δ76.5226.7%4.7%
45Δ75.6924.4%3.8%
50Δ74.9922.9%3.1%
55Δ74.4321.4%2.5%
60Δ73.8820.1%2.0%
65Δ73.3719.3%1.7%
70Δ72.6919.4%1.4%
75Δ71.4722.4%1.2%
80Δ70.2625.4%1.1%

20Δ

Calls
Pseudo strike
87.19
IV
58.3%
B/E move
18.7%
Puts
Pseudo strike
66.91
IV
51.3%
B/E move
12.0%

25Δ

Calls
Pseudo strike
82.00
IV
43.8%
B/E move
11.7%
Puts
Pseudo strike
69.65
IV
40.9%
B/E move
8.4%

30Δ

Calls
Pseudo strike
79.18
IV
34.7%
B/E move
8.0%
Puts
Pseudo strike
71.42
IV
34.4%
B/E move
6.2%

35Δ

Calls
Pseudo strike
77.64
IV
30.1%
B/E move
6.0%
Puts
Pseudo strike
72.65
IV
30.1%
B/E move
4.7%

40Δ

Calls
Pseudo strike
76.52
IV
26.7%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
75.69
IV
24.4%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
74.99
IV
22.9%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
74.43
IV
21.4%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
73.88
IV
20.1%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
73.37
IV
19.3%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
72.69
IV
19.4%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
71.47
IV
22.4%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
70.26
IV
25.4%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations