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VanEck Real Assets ETF RAAX

i

Market dataready · fetched 2026-11-12T03:17:55.753Z

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 · 2026-11-12T01:00:00.089336717Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:17:55.375695+00:00

Share price$38.76
1D-0.9%
AH$38.29$38.42$38.55$38.68$38.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRAAX
Sold putSold callAH

VanEck Real Assets ETF options

Live interpolated RAAX call and put midpoint premiums by absolute delta.VanEck Real Assets ETF$0.83$1.23$1.62$2.01$2.40$34.59$36.71$38.84$40.97$43.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RAAX spot · $38.76RAAX PRICE$0.88$0.88$0.88$0.88$0.90$0.97$1.05$1.14$1.23$1.32$1.39$1.46$1.54$0.88$0.89$0.90$0.94$0.99$1.06$1.13$1.22$1.32$1.42$1.53$1.87$2.29
PutsExpensive2.39×
CallsExpensive3.61×
SkewBullish-2.73 pp
Implied moveBearish±$2.18
TiltBearish6.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.04144.8%26.2%33.77119.6%15.1%
25Δ43.93106.0%15.6%35.5692.8%10.5%
30Δ41.8282.0%10.2%36.7474.6%7.5%
35Δ40.6166.0%7.0%37.5063.5%5.7%
40Δ39.8355.6%5.1%38.0955.4%4.3%
45Δ39.3550.5%4.0%38.4850.4%3.5%
50Δ38.9245.9%3.1%38.8745.4%2.6%
55Δ38.6242.9%2.6%39.1742.0%2.1%
60Δ38.3239.9%2.0%39.4339.4%1.7%
65Δ38.0336.9%1.5%39.6836.8%1.3%
70Δ37.8533.7%1.2%39.9434.2%0.9%
75Δ37.6930.5%1.0%40.3735.1%0.7%
80Δ37.5327.3%0.8%40.8537.2%0.5%

20Δ

Calls
Pseudo strike
48.04
IV
144.8%
B/E move
26.2%
Puts
Pseudo strike
33.77
IV
119.6%
B/E move
15.1%

25Δ

Calls
Pseudo strike
43.93
IV
106.0%
B/E move
15.6%
Puts
Pseudo strike
35.56
IV
92.8%
B/E move
10.5%

30Δ

Calls
Pseudo strike
41.82
IV
82.0%
B/E move
10.2%
Puts
Pseudo strike
36.74
IV
74.6%
B/E move
7.5%

35Δ

Calls
Pseudo strike
40.61
IV
66.0%
B/E move
7.0%
Puts
Pseudo strike
37.50
IV
63.5%
B/E move
5.7%

40Δ

Calls
Pseudo strike
39.83
IV
55.6%
B/E move
5.1%
Puts
Pseudo strike
38.09
IV
55.4%
B/E move
4.3%

45Δ

Calls
Pseudo strike
39.35
IV
50.5%
B/E move
4.0%
Puts
Pseudo strike
38.48
IV
50.4%
B/E move
3.5%

50Δ

Calls
Pseudo strike
38.92
IV
45.9%
B/E move
3.1%
Puts
Pseudo strike
38.87
IV
45.4%
B/E move
2.6%

55Δ

Calls
Pseudo strike
38.62
IV
42.9%
B/E move
2.6%
Puts
Pseudo strike
39.17
IV
42.0%
B/E move
2.1%

60Δ

Calls
Pseudo strike
38.32
IV
39.9%
B/E move
2.0%
Puts
Pseudo strike
39.43
IV
39.4%
B/E move
1.7%

65Δ

Calls
Pseudo strike
38.03
IV
36.9%
B/E move
1.5%
Puts
Pseudo strike
39.68
IV
36.8%
B/E move
1.3%

70Δ

Calls
Pseudo strike
37.85
IV
33.7%
B/E move
1.2%
Puts
Pseudo strike
39.94
IV
34.2%
B/E move
0.9%

75Δ

Calls
Pseudo strike
37.69
IV
30.5%
B/E move
1.0%
Puts
Pseudo strike
40.37
IV
35.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
37.53
IV
27.3%
B/E move
0.8%
Puts
Pseudo strike
40.85
IV
37.2%
B/E move
0.5%

Options history

IV · four-Friday blend28.96%
Daily EOD
RAAX26.3%45.4%64.5%2026-10-19: 30.48%2026-10-20: 30.57%2026-10-21: 30.67%2026-10-22: 33.88%2026-10-23: 31.70%2026-10-26: 61.91%2026-10-27: 34.99%2026-10-28: 28.92%2026-10-29: 37.98%2026-10-30: 28.96%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
30.48%
30.57%
30.67%
33.88%
31.70%
61.91%
34.99%
28.92%
37.98%
28.96%