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VanEck Mortgage REIT Income ETF MORT

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Market dataready · fetched 2026-10-22T14:49:41.543Z

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 · 2026-10-22T14:49:38.662743615Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T14:49:39.424152+00:00

Share price$7.76
1D+2.4%
$7.56$7.63$7.69$7.76$7.825:30 AM6:30 AM9:00 AM1:00 PMMORT
Sold putSold call

VanEck Mortgage REIT Income ETF options

Live interpolated MORT call and put midpoint premiums by absolute delta.VanEck Mortgage REIT Income ETF$0.97$1.47$1.98$2.48$2.99$3.77$5.91$8.05$10.18$12.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MORT spot · $7.76MORT PRICE$1.02$1.04$1.10$1.16$1.21$1.27$1.33$1.40$1.54$1.68$1.02$1.02$1.02$1.05$1.11$1.16$1.30$1.46$1.63$1.83$2.07$2.31$2.84
PutsExpensive3.33×
CallsExpensive4.51×
SkewBullish-26.25 pp
Implied moveBearish±$2.45
TiltBearish21.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.38288.1%43.9%
25Δ6.18222.4%33.6%
30Δ6.75184.6%26.2%
35Δ15.13293.1%108.3%7.20158.5%20.8%
40Δ11.78236.3%65.2%7.55141.8%17.0%
45Δ10.95214.9%55.3%7.90125.1%13.1%
50Δ10.13193.5%45.4%8.22117.6%10.8%
55Δ9.30172.1%35.5%8.52113.6%9.0%
60Δ8.47150.7%25.6%8.82109.6%7.2%
65Δ7.65129.3%15.7%9.14106.0%5.7%
70Δ6.94111.1%7.6%9.47102.9%4.6%
75Δ6.68104.4%6.0%9.8199.8%3.4%
80Δ6.4297.8%4.4%10.41103.3%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.38
IV
288.1%
B/E move
43.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.18
IV
222.4%
B/E move
33.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.75
IV
184.6%
B/E move
26.2%

35Δ

Calls
Pseudo strike
15.13
IV
293.1%
B/E move
108.3%
Puts
Pseudo strike
7.20
IV
158.5%
B/E move
20.8%

40Δ

Calls
Pseudo strike
11.78
IV
236.3%
B/E move
65.2%
Puts
Pseudo strike
7.55
IV
141.8%
B/E move
17.0%

45Δ

Calls
Pseudo strike
10.95
IV
214.9%
B/E move
55.3%
Puts
Pseudo strike
7.90
IV
125.1%
B/E move
13.1%

50Δ

Calls
Pseudo strike
10.13
IV
193.5%
B/E move
45.4%
Puts
Pseudo strike
8.22
IV
117.6%
B/E move
10.8%

55Δ

Calls
Pseudo strike
9.30
IV
172.1%
B/E move
35.5%
Puts
Pseudo strike
8.52
IV
113.6%
B/E move
9.0%

60Δ

Calls
Pseudo strike
8.47
IV
150.7%
B/E move
25.6%
Puts
Pseudo strike
8.82
IV
109.6%
B/E move
7.2%

65Δ

Calls
Pseudo strike
7.65
IV
129.3%
B/E move
15.7%
Puts
Pseudo strike
9.14
IV
106.0%
B/E move
5.7%

70Δ

Calls
Pseudo strike
6.94
IV
111.1%
B/E move
7.6%
Puts
Pseudo strike
9.47
IV
102.9%
B/E move
4.6%

75Δ

Calls
Pseudo strike
6.68
IV
104.4%
B/E move
6.0%
Puts
Pseudo strike
9.81
IV
99.8%
B/E move
3.4%

80Δ

Calls
Pseudo strike
6.42
IV
97.8%
B/E move
4.4%
Puts
Pseudo strike
10.41
IV
103.3%
B/E move
2.4%

Options history

No recorded observations