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VanEck Uranium and Nuclear ETF NLR

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Market datapartial · fetched 2026-10-22T16:39:07.257Z

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 · 2026-10-22T16:38:41.790458396Z

FundamentalsAlpha Vantage · unavailable

Share price$91.28
1D-0.7%
$90.28$90.98$91.68$92.39$93.095:30 AM6:30 AM9:00 AM1:00 PMNLR
Sold putSold call

VanEck Uranium and Nuclear ETF options

Live interpolated NLR call and put midpoint premiums by absolute delta.VanEck Uranium and Nuclear ETF$0.87$3.25$5.63$8.01$10.39$77.63$86.92$96.21$105.50$114.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NLR spot · $91.28NLR PRICE$1.23$1.39$1.96$2.21$2.82$3.09$3.91$4.65$5.23$6.19$7.15$8.11$9.70$1.13$1.56$2.09$2.63$3.16$3.37$3.86$4.50$5.23$6.16$7.13$8.31$9.65
PutsCheap0.94×
CallsExpensive1.13×
SkewBullish-4.27 pp
Implied moveBalanced±$7.77
TiltBalanced1.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ102.7245.2%13.9%83.6938.8%9.5%
25Δ98.9938.0%10.0%85.8736.4%7.6%
30Δ98.1642.4%9.7%87.1137.5%6.9%
35Δ96.0638.7%7.7%88.3438.6%6.1%
40Δ94.9141.0%7.1%89.5739.7%5.3%
45Δ93.3337.7%5.6%90.8536.3%4.2%
50Δ92.1540.8%5.2%92.0135.3%3.4%
55Δ90.8541.9%4.6%93.1735.2%2.9%
60Δ89.4940.2%3.8%94.3635.2%2.4%
65Δ88.0440.8%3.2%95.6835.8%1.9%
70Δ86.5941.3%2.7%97.0435.9%1.5%
75Δ85.1441.8%2.2%98.5736.1%1.1%
80Δ83.1442.5%1.7%100.2536.0%0.7%

20Δ

Calls
Pseudo strike
102.72
IV
45.2%
B/E move
13.9%
Puts
Pseudo strike
83.69
IV
38.8%
B/E move
9.5%

25Δ

Calls
Pseudo strike
98.99
IV
38.0%
B/E move
10.0%
Puts
Pseudo strike
85.87
IV
36.4%
B/E move
7.6%

30Δ

Calls
Pseudo strike
98.16
IV
42.4%
B/E move
9.7%
Puts
Pseudo strike
87.11
IV
37.5%
B/E move
6.9%

35Δ

Calls
Pseudo strike
96.06
IV
38.7%
B/E move
7.7%
Puts
Pseudo strike
88.34
IV
38.6%
B/E move
6.1%

40Δ

Calls
Pseudo strike
94.91
IV
41.0%
B/E move
7.1%
Puts
Pseudo strike
89.57
IV
39.7%
B/E move
5.3%

45Δ

Calls
Pseudo strike
93.33
IV
37.7%
B/E move
5.6%
Puts
Pseudo strike
90.85
IV
36.3%
B/E move
4.2%

50Δ

Calls
Pseudo strike
92.15
IV
40.8%
B/E move
5.2%
Puts
Pseudo strike
92.01
IV
35.3%
B/E move
3.4%

55Δ

Calls
Pseudo strike
90.85
IV
41.9%
B/E move
4.6%
Puts
Pseudo strike
93.17
IV
35.2%
B/E move
2.9%

60Δ

Calls
Pseudo strike
89.49
IV
40.2%
B/E move
3.8%
Puts
Pseudo strike
94.36
IV
35.2%
B/E move
2.4%

65Δ

Calls
Pseudo strike
88.04
IV
40.8%
B/E move
3.2%
Puts
Pseudo strike
95.68
IV
35.8%
B/E move
1.9%

70Δ

Calls
Pseudo strike
86.59
IV
41.3%
B/E move
2.7%
Puts
Pseudo strike
97.04
IV
35.9%
B/E move
1.5%

75Δ

Calls
Pseudo strike
85.14
IV
41.8%
B/E move
2.2%
Puts
Pseudo strike
98.57
IV
36.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
83.14
IV
42.5%
B/E move
1.7%
Puts
Pseudo strike
100.25
IV
36.0%
B/E move
0.7%

Options history

No recorded observations