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VanEck Uranium and Nuclear ETF NLR

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Market datapartial · fetched 2026-10-23T03:32:01.750Z

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 · 2026-10-23T00:00:00.006720301Z

FundamentalsAlpha Vantage · unavailable

Share price$90.84
1D-1.2%
AH$90.27$90.97$91.68$92.38$93.095:30 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$0.76$3.59$6.42$9.25$12.09$77.55$86.86$96.17$105.48$114.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NLR spot · $90.84NLR PRICE$1.28$1.44$1.98$2.25$2.82$3.04$3.99$4.43$4.97$5.69$6.40$7.12$8.35$1.07$1.48$1.99$2.51$3.03$3.42$3.77$4.33$5.16$6.00$6.90$8.80$11.27
PutsFair0.95×
CallsExpensive1.13×
SkewBullish-3.26 pp
Implied moveBullish±$7.76
TiltBearish5.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ102.8347.3%14.6%84.0135.5%8.7%
25Δ98.7639.3%10.3%85.6335.2%7.4%
30Δ97.8643.2%9.9%86.8336.1%6.6%
35Δ95.6939.5%7.8%88.0237.0%5.9%
40Δ94.4841.2%7.1%89.2137.9%5.1%
45Δ92.8037.0%5.5%90.4037.0%4.2%
50Δ91.7641.9%5.4%91.5634.6%3.4%
55Δ90.4440.1%4.4%92.6534.1%2.8%
60Δ89.1838.1%3.7%93.8834.9%2.3%
65Δ87.9537.5%3.1%95.1335.0%1.9%
70Δ86.7236.8%2.5%96.4134.9%1.5%
75Δ85.4936.2%1.9%98.5638.2%1.2%
80Δ83.8536.2%1.5%101.3041.6%0.9%

20Δ

Calls
Pseudo strike
102.83
IV
47.3%
B/E move
14.6%
Puts
Pseudo strike
84.01
IV
35.5%
B/E move
8.7%

25Δ

Calls
Pseudo strike
98.76
IV
39.3%
B/E move
10.3%
Puts
Pseudo strike
85.63
IV
35.2%
B/E move
7.4%

30Δ

Calls
Pseudo strike
97.86
IV
43.2%
B/E move
9.9%
Puts
Pseudo strike
86.83
IV
36.1%
B/E move
6.6%

35Δ

Calls
Pseudo strike
95.69
IV
39.5%
B/E move
7.8%
Puts
Pseudo strike
88.02
IV
37.0%
B/E move
5.9%

40Δ

Calls
Pseudo strike
94.48
IV
41.2%
B/E move
7.1%
Puts
Pseudo strike
89.21
IV
37.9%
B/E move
5.1%

45Δ

Calls
Pseudo strike
92.80
IV
37.0%
B/E move
5.5%
Puts
Pseudo strike
90.40
IV
37.0%
B/E move
4.2%

50Δ

Calls
Pseudo strike
91.76
IV
41.9%
B/E move
5.4%
Puts
Pseudo strike
91.56
IV
34.6%
B/E move
3.4%

55Δ

Calls
Pseudo strike
90.44
IV
40.1%
B/E move
4.4%
Puts
Pseudo strike
92.65
IV
34.1%
B/E move
2.8%

60Δ

Calls
Pseudo strike
89.18
IV
38.1%
B/E move
3.7%
Puts
Pseudo strike
93.88
IV
34.9%
B/E move
2.3%

65Δ

Calls
Pseudo strike
87.95
IV
37.5%
B/E move
3.1%
Puts
Pseudo strike
95.13
IV
35.0%
B/E move
1.9%

70Δ

Calls
Pseudo strike
86.72
IV
36.8%
B/E move
2.5%
Puts
Pseudo strike
96.41
IV
34.9%
B/E move
1.5%

75Δ

Calls
Pseudo strike
85.49
IV
36.2%
B/E move
1.9%
Puts
Pseudo strike
98.56
IV
38.2%
B/E move
1.2%

80Δ

Calls
Pseudo strike
83.85
IV
36.2%
B/E move
1.5%
Puts
Pseudo strike
101.30
IV
41.6%
B/E move
0.9%

Options history

No recorded observations