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iShares Mortgage Real Estate ETF REM

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Market datapartial · fetched 2026-10-22T19:59:39.504Z

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 · 2026-10-22T19:59:28.653579507Z

FundamentalsAlpha Vantage · unavailable

Share price$17.42
1D+1.0%
$17.21$17.31$17.41$17.51$17.615:30 AM6:30 AM9:00 AM1:00 PMREM
Sold putSold call

iShares Mortgage Real Estate ETF options

Live interpolated REM call and put midpoint premiums by absolute delta.iShares Mortgage Real Estate ETF$0.14$1.35$2.56$3.77$4.98$14.53$15.86$17.18$18.51$19.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive REM spot · $17.41REM PRICE$0.47$0.44$0.33$0.27$0.35$0.43$0.52$0.60$0.68$0.76$1.11$1.50$1.98$0.47$0.47$0.50$0.53$0.58$0.67$0.76$0.85$0.93$1.24$1.60$2.42$4.63
PutsExpensive1.39×
CallsExpensive1.19×
SkewBearish+9.62 pp
Implied moveBearish±$1.27
TiltBearish24.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.9498.3%34.5%14.6881.7%18.4%
25Δ20.5670.1%20.6%15.7561.1%12.3%
30Δ19.1043.6%11.6%16.3250.8%9.2%
35Δ17.9623.6%4.7%16.7343.8%7.0%
40Δ17.8124.1%4.3%17.0838.9%5.3%
45Δ17.6524.5%3.8%17.3037.4%4.5%
50Δ17.4924.9%3.4%17.5236.0%3.8%
55Δ17.3425.3%3.0%17.7434.5%3.0%
60Δ17.1825.8%2.6%17.9633.1%2.2%
65Δ17.0226.2%2.1%18.3336.2%1.9%
70Δ16.6632.2%2.0%18.7340.5%1.7%
75Δ16.2539.2%2.0%19.5552.4%1.7%
80Δ15.7545.2%1.8%21.6981.7%2.0%

20Δ

Calls
Pseudo strike
22.94
IV
98.3%
B/E move
34.5%
Puts
Pseudo strike
14.68
IV
81.7%
B/E move
18.4%

25Δ

Calls
Pseudo strike
20.56
IV
70.1%
B/E move
20.6%
Puts
Pseudo strike
15.75
IV
61.1%
B/E move
12.3%

30Δ

Calls
Pseudo strike
19.10
IV
43.6%
B/E move
11.6%
Puts
Pseudo strike
16.32
IV
50.8%
B/E move
9.2%

35Δ

Calls
Pseudo strike
17.96
IV
23.6%
B/E move
4.7%
Puts
Pseudo strike
16.73
IV
43.8%
B/E move
7.0%

40Δ

Calls
Pseudo strike
17.81
IV
24.1%
B/E move
4.3%
Puts
Pseudo strike
17.08
IV
38.9%
B/E move
5.3%

45Δ

Calls
Pseudo strike
17.65
IV
24.5%
B/E move
3.8%
Puts
Pseudo strike
17.30
IV
37.4%
B/E move
4.5%

50Δ

Calls
Pseudo strike
17.49
IV
24.9%
B/E move
3.4%
Puts
Pseudo strike
17.52
IV
36.0%
B/E move
3.8%

55Δ

Calls
Pseudo strike
17.34
IV
25.3%
B/E move
3.0%
Puts
Pseudo strike
17.74
IV
34.5%
B/E move
3.0%

60Δ

Calls
Pseudo strike
17.18
IV
25.8%
B/E move
2.6%
Puts
Pseudo strike
17.96
IV
33.1%
B/E move
2.2%

65Δ

Calls
Pseudo strike
17.02
IV
26.2%
B/E move
2.1%
Puts
Pseudo strike
18.33
IV
36.2%
B/E move
1.9%

70Δ

Calls
Pseudo strike
16.66
IV
32.2%
B/E move
2.0%
Puts
Pseudo strike
18.73
IV
40.5%
B/E move
1.7%

75Δ

Calls
Pseudo strike
16.25
IV
39.2%
B/E move
2.0%
Puts
Pseudo strike
19.55
IV
52.4%
B/E move
1.7%

80Δ

Calls
Pseudo strike
15.75
IV
45.2%
B/E move
1.8%
Puts
Pseudo strike
21.69
IV
81.7%
B/E move
2.0%

Options history

No recorded observations