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VanEck Mortgage REIT Income ETF MORT

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Market datapartial · fetched 2026-10-22T21:13:20.613Z

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 · 2026-10-22T20:10:00.002569458Z

FundamentalsAlpha Vantage · unavailable

Share price$7.74
1D+2.1%
AH$7.56$7.63$7.70$7.76$7.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMORT
Sold putSold callAH

VanEck Mortgage REIT Income ETF options

Live interpolated MORT call and put midpoint premiums by absolute delta.VanEck Mortgage REIT Income ETF$0.98$1.43$1.88$2.34$2.79$3.78$5.92$8.07$10.21$12.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MORT spot · $7.74MORT PRICE$1.02$1.04$1.10$1.16$1.22$1.27$1.33$1.43$1.64$1.85$1.02$1.02$1.02$1.05$1.10$1.16$1.28$1.45$1.61$1.79$2.03$2.27$2.66
PutsExpensive3.36×
CallsExpensive4.58×
SkewBullish-30.11 pp
Implied moveBearish±$2.44
TiltBearish19.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.36290.1%44.0%
25Δ6.16223.7%33.6%
30Δ6.73185.9%26.3%
35Δ15.15295.5%109.0%7.18159.1%20.8%
40Δ11.77238.2%65.6%7.53142.5%17.0%
45Δ10.94216.6%55.5%7.88125.8%13.1%
50Δ10.10195.0%45.5%8.19117.3%10.7%
55Δ9.27173.3%35.4%8.49113.1%9.0%
60Δ8.43151.7%25.4%8.79108.9%7.2%
65Δ7.60130.1%15.4%9.10104.9%5.7%
70Δ6.91114.3%7.7%9.42101.6%4.5%
75Δ6.58112.9%6.1%9.7598.3%3.4%
80Δ6.24111.6%4.5%10.2298.4%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.36
IV
290.1%
B/E move
44.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.16
IV
223.7%
B/E move
33.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.73
IV
185.9%
B/E move
26.3%

35Δ

Calls
Pseudo strike
15.15
IV
295.5%
B/E move
109.0%
Puts
Pseudo strike
7.18
IV
159.1%
B/E move
20.8%

40Δ

Calls
Pseudo strike
11.77
IV
238.2%
B/E move
65.6%
Puts
Pseudo strike
7.53
IV
142.5%
B/E move
17.0%

45Δ

Calls
Pseudo strike
10.94
IV
216.6%
B/E move
55.5%
Puts
Pseudo strike
7.88
IV
125.8%
B/E move
13.1%

50Δ

Calls
Pseudo strike
10.10
IV
195.0%
B/E move
45.5%
Puts
Pseudo strike
8.19
IV
117.3%
B/E move
10.7%

55Δ

Calls
Pseudo strike
9.27
IV
173.3%
B/E move
35.4%
Puts
Pseudo strike
8.49
IV
113.1%
B/E move
9.0%

60Δ

Calls
Pseudo strike
8.43
IV
151.7%
B/E move
25.4%
Puts
Pseudo strike
8.79
IV
108.9%
B/E move
7.2%

65Δ

Calls
Pseudo strike
7.60
IV
130.1%
B/E move
15.4%
Puts
Pseudo strike
9.10
IV
104.9%
B/E move
5.7%

70Δ

Calls
Pseudo strike
6.91
IV
114.3%
B/E move
7.7%
Puts
Pseudo strike
9.42
IV
101.6%
B/E move
4.5%

75Δ

Calls
Pseudo strike
6.58
IV
112.9%
B/E move
6.1%
Puts
Pseudo strike
9.75
IV
98.3%
B/E move
3.4%

80Δ

Calls
Pseudo strike
6.24
IV
111.6%
B/E move
4.5%
Puts
Pseudo strike
10.22
IV
98.4%
B/E move
2.3%

Options history

No recorded observations