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iShares Mortgage Real Estate ETF REM

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Market dataready · fetched 2026-11-12T00:50:31.746Z

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 · 2026-11-11T23:30:06.40961757Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:50:31.390599+00:00

Share price$16.71
1D-1.1%
AH$16.69$16.76$16.83$16.90$16.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMREM
Sold putSold callAH

iShares Mortgage Real Estate ETF options

Live interpolated REM call and put midpoint premiums by absolute delta.iShares Mortgage Real Estate ETF$0.05$0.87$1.69$2.50$3.32$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEREM PRICE$0.42$0.44$1.36$1.49$1.61$1.74$0.14$0.17$0.23$0.29$0.35$0.41$0.47$0.53$0.70$1.30$1.89$2.49$3.08
PutsExpensive1.55×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.25159.0%29.7%15.6649.8%7.1%
25Δ19.47125.0%19.2%16.0541.0%5.0%
30Δ16.1940.9%4.5%
35Δ16.3340.8%4.0%
40Δ16.4740.7%3.5%
45Δ16.6140.5%3.1%
50Δ16.7540.4%2.6%
55Δ16.8940.3%2.1%
60Δ17.1343.1%1.7%
65Δ15.9992.0%3.8%17.7456.8%1.6%
70Δ15.7486.6%3.1%18.3570.5%1.5%
75Δ15.5081.3%2.4%18.9684.2%1.4%
80Δ15.2575.9%1.7%19.5797.9%1.3%

20Δ

Calls
Pseudo strike
21.25
IV
159.0%
B/E move
29.7%
Puts
Pseudo strike
15.66
IV
49.8%
B/E move
7.1%

25Δ

Calls
Pseudo strike
19.47
IV
125.0%
B/E move
19.2%
Puts
Pseudo strike
16.05
IV
41.0%
B/E move
5.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.19
IV
40.9%
B/E move
4.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.33
IV
40.8%
B/E move
4.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.47
IV
40.7%
B/E move
3.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.61
IV
40.5%
B/E move
3.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.75
IV
40.4%
B/E move
2.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.89
IV
40.3%
B/E move
2.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.13
IV
43.1%
B/E move
1.7%

65Δ

Calls
Pseudo strike
15.99
IV
92.0%
B/E move
3.8%
Puts
Pseudo strike
17.74
IV
56.8%
B/E move
1.6%

70Δ

Calls
Pseudo strike
15.74
IV
86.6%
B/E move
3.1%
Puts
Pseudo strike
18.35
IV
70.5%
B/E move
1.5%

75Δ

Calls
Pseudo strike
15.50
IV
81.3%
B/E move
2.4%
Puts
Pseudo strike
18.96
IV
84.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
15.25
IV
75.9%
B/E move
1.7%
Puts
Pseudo strike
19.57
IV
97.9%
B/E move
1.3%

Options history

IV · four-Friday blend38.05%
Daily EOD
REM32.7%35.6%38.4%2026-10-19: 34.91%2026-10-20: 33.62%2026-10-21: 35.18%2026-10-22: 33.14%2026-10-23: 33.19%2026-10-26: 34.76%2026-10-27: 35.73%2026-10-28: 33.34%2026-10-29: 34.35%2026-10-30: 38.05%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.91%
33.62%
35.18%
33.14%
33.19%
34.76%
35.73%
33.34%
34.35%
38.05%