IntraAlpha
Create free account Start free

VanEck Real Assets ETF RAAX

i

Market datapartial · fetched 2026-10-22T18:11:48.868Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T18:09:05.861142274Z

FundamentalsAlpha Vantage · unavailable

Share price$39.50
1D-1.1%
$39.27$39.45$39.63$39.81$39.995:30 AM6:30 AM9:00 AM1:00 PMRAAX
Sold putSold call

VanEck Real Assets ETF options

Live interpolated RAAX call and put midpoint premiums by absolute delta.VanEck Real Assets ETF$1.04$1.48$1.92$2.36$2.81$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICERAAX PRICE$1.09$1.12$1.14$1.24$1.35$1.46$1.59$1.72$1.84$1.97$2.10$2.68$1.10$1.15
PutsExpensive2.72×
CallsExpensive1.79×
SkewBearish+23.16 pp
Implied move——
TiltBullish79.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.7556.7%17.3%
25Δ47.1753.0%22.2%35.8245.0%12.2%
30Δ44.8043.5%16.2%
35Δ42.4334.0%10.3%
40Δ41.2929.8%7.7%
45Δ40.5927.2%6.2%
50Δ39.9824.8%4.9%
55Δ39.6023.3%4.3%
60Δ39.2121.8%3.6%
65Δ38.8320.3%3.0%
70Δ38.4518.8%2.3%
75Δ38.0717.3%1.7%
80Δ37.3818.3%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.75
IV
56.7%
B/E move
17.3%

25Δ

Calls
Pseudo strike
47.17
IV
53.0%
B/E move
22.2%
Puts
Pseudo strike
35.82
IV
45.0%
B/E move
12.2%

30Δ

Calls
Pseudo strike
44.80
IV
43.5%
B/E move
16.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
42.43
IV
34.0%
B/E move
10.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
41.29
IV
29.8%
B/E move
7.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
40.59
IV
27.2%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
39.98
IV
24.8%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
39.60
IV
23.3%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
39.21
IV
21.8%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
38.83
IV
20.3%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
38.45
IV
18.8%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
38.07
IV
17.3%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
37.38
IV
18.3%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations