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VanEck Uranium and Nuclear ETF NLR

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Market dataready · fetched 2026-11-12T03:06:17.075Z

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: 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 · 2026-11-12T01:00:00.139646309Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:06:15.953827+00:00

Share price$92.13
1D-1.4%
AH$91.08$91.71$92.34$92.98$93.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNLR
Sold putSold callAH

VanEck Uranium and Nuclear ETF options

Live interpolated NLR call and put midpoint premiums by absolute delta.VanEck Uranium and Nuclear ETF$0.61$2.66$4.72$6.77$8.82$81.28$86.43$91.59$96.75$101.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NLR spot · $92.13NLR PRICE$0.86$1.12$1.37$1.46$1.97$2.41$2.60$2.80$3.23$3.66$5.12$6.68$8.23$0.83$1.06$1.29$1.52$1.84$2.18$2.46$2.74$3.18$3.61$4.03$4.45$5.02
PutsCheap0.78×
CallsCheap0.92×
SkewBullish-9.07 pp
Implied moveBullish±$5.06
TiltBullish9.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.3353.7%8.7%86.2949.6%7.2%
25Δ98.0354.3%7.6%87.5647.3%6.1%
30Δ96.5952.0%6.3%88.8245.1%5.0%
35Δ94.9544.4%4.7%90.0643.0%3.9%
40Δ94.3049.4%4.5%90.8642.9%3.4%
45Δ93.4751.5%4.1%91.6542.5%2.9%
50Δ92.5247.4%3.2%92.3941.0%2.4%
55Δ91.6443.3%2.5%93.1139.1%1.9%
60Δ90.8543.4%2.1%93.8439.1%1.6%
65Δ90.0742.7%1.7%94.5638.4%1.3%
70Δ88.4649.6%1.6%95.2537.2%1.0%
75Δ86.7757.1%1.4%95.9235.7%0.7%
80Δ85.0764.7%1.3%96.7034.6%0.5%

20Δ

Calls
Pseudo strike
99.33
IV
53.7%
B/E move
8.7%
Puts
Pseudo strike
86.29
IV
49.6%
B/E move
7.2%

25Δ

Calls
Pseudo strike
98.03
IV
54.3%
B/E move
7.6%
Puts
Pseudo strike
87.56
IV
47.3%
B/E move
6.1%

30Δ

Calls
Pseudo strike
96.59
IV
52.0%
B/E move
6.3%
Puts
Pseudo strike
88.82
IV
45.1%
B/E move
5.0%

35Δ

Calls
Pseudo strike
94.95
IV
44.4%
B/E move
4.7%
Puts
Pseudo strike
90.06
IV
43.0%
B/E move
3.9%

40Δ

Calls
Pseudo strike
94.30
IV
49.4%
B/E move
4.5%
Puts
Pseudo strike
90.86
IV
42.9%
B/E move
3.4%

45Δ

Calls
Pseudo strike
93.47
IV
51.5%
B/E move
4.1%
Puts
Pseudo strike
91.65
IV
42.5%
B/E move
2.9%

50Δ

Calls
Pseudo strike
92.52
IV
47.4%
B/E move
3.2%
Puts
Pseudo strike
92.39
IV
41.0%
B/E move
2.4%

55Δ

Calls
Pseudo strike
91.64
IV
43.3%
B/E move
2.5%
Puts
Pseudo strike
93.11
IV
39.1%
B/E move
1.9%

60Δ

Calls
Pseudo strike
90.85
IV
43.4%
B/E move
2.1%
Puts
Pseudo strike
93.84
IV
39.1%
B/E move
1.6%

65Δ

Calls
Pseudo strike
90.07
IV
42.7%
B/E move
1.7%
Puts
Pseudo strike
94.56
IV
38.4%
B/E move
1.3%

70Δ

Calls
Pseudo strike
88.46
IV
49.6%
B/E move
1.6%
Puts
Pseudo strike
95.25
IV
37.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
86.77
IV
57.1%
B/E move
1.4%
Puts
Pseudo strike
95.92
IV
35.7%
B/E move
0.7%

80Δ

Calls
Pseudo strike
85.07
IV
64.7%
B/E move
1.3%
Puts
Pseudo strike
96.70
IV
34.6%
B/E move
0.5%

Options history

IV · four-Friday blend40.32%
Daily EOD
NLR36.9%38.7%40.6%2026-10-19: 38.16%2026-10-20: 37.59%2026-10-21: 37.12%2026-10-22: 37.98%2026-10-23: 38.17%2026-10-26: 38.50%2026-10-27: 38.13%2026-10-28: 38.67%2026-10-29: 38.18%2026-10-30: 40.32%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.16%
37.59%
37.12%
37.98%
38.17%
38.50%
38.13%
38.67%
38.18%
40.32%