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VanEck Mortgage REIT Income ETF MORT

i

Market datapartial · fetched 2026-11-11T15:52:38.466Z

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 · 2026-11-11T15:51:14.985470938Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:52:37.050183+00:00

Share price$7.43
1D-0.8%
$7.41$7.44$7.47$7.49$7.525:30 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$1.13$1.89$2.65$3.41$4.17$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEMORT PRICE$1.21$1.44$1.67$1.90$2.13$2.35$2.58$2.81$3.04$3.27$3.50$3.72$3.95
PutsExpensive5.58×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.68307.8%53.3%
25Δ5.18293.0%49.7%
30Δ5.67278.2%46.1%
35Δ6.17263.3%42.5%
40Δ6.67248.5%38.9%
45Δ7.17233.7%35.2%
50Δ7.66218.9%31.6%
55Δ8.16204.1%28.0%
60Δ8.66189.2%24.4%
65Δ9.15174.4%20.8%
70Δ9.65159.6%17.2%
75Δ10.15144.8%13.5%
80Δ10.65130.0%9.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.68
IV
307.8%
B/E move
53.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.18
IV
293.0%
B/E move
49.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.67
IV
278.2%
B/E move
46.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.17
IV
263.3%
B/E move
42.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.67
IV
248.5%
B/E move
38.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.17
IV
233.7%
B/E move
35.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.66
IV
218.9%
B/E move
31.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.16
IV
204.1%
B/E move
28.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.66
IV
189.2%
B/E move
24.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.15
IV
174.4%
B/E move
20.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.65
IV
159.6%
B/E move
17.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.15
IV
144.8%
B/E move
13.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.65
IV
130.0%
B/E move
9.9%

Options history

IV · four-Friday blend121.80%
Daily EOD
MORT72.1%99.0%126.0%2026-10-19: 113.59%2026-10-20: 99.44%2026-10-21: 122.32%2026-10-22: 104.07%2026-10-23: 75.77%2026-10-26: 100.55%2026-10-27: 101.19%2026-10-28: 86.29%2026-10-29: 88.61%2026-10-30: 121.80%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
113.59%
99.44%
122.32%
104.07%
75.77%
100.55%
101.19%
86.29%
88.61%
121.80%