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iShares Mortgage Real Estate ETF REM

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Market datapartial · fetched 2026-10-22T23:06:54.485Z

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 · 2026-10-22T22:30:06.342451499Z

FundamentalsAlpha Vantage · unavailable

Share price$17.43
1D+1.1%
AH$17.21$17.31$17.41$17.51$17.615:30 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$0.14$1.33$2.52$3.71$4.90$14.53$15.85$17.17$18.49$19.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive REM spot · $17.43REM PRICE$0.47$0.44$0.34$0.27$0.35$0.43$0.51$0.59$0.67$0.75$1.06$1.46$1.91$0.47$0.47$0.50$0.53$0.59$0.68$0.76$0.85$0.94$1.28$1.65$2.62$4.56
PutsExpensive1.41×
CallsExpensive1.17×
SkewBearish+10.64 pp
Implied moveBearish±$1.27
TiltBearish26.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.9598.4%34.4%14.6981.9%18.4%
25Δ20.5870.4%20.6%15.7761.0%12.3%
30Δ19.1644.4%11.8%16.3350.9%9.2%
35Δ17.9723.3%4.6%16.7543.9%6.9%
40Δ17.8223.7%4.2%17.0939.1%5.3%
45Δ17.6624.1%3.8%17.3137.7%4.5%
50Δ17.5124.5%3.4%17.5436.3%3.8%
55Δ17.3524.8%2.9%17.7634.8%3.0%
60Δ17.2025.2%2.5%17.9833.4%2.2%
65Δ17.0425.6%2.1%18.3737.3%2.0%
70Δ16.7130.7%1.9%18.7741.6%1.7%
75Δ16.3037.7%1.9%19.7356.2%1.8%
80Δ15.8343.8%1.7%21.6480.6%2.0%

20Δ

Calls
Pseudo strike
22.95
IV
98.4%
B/E move
34.4%
Puts
Pseudo strike
14.69
IV
81.9%
B/E move
18.4%

25Δ

Calls
Pseudo strike
20.58
IV
70.4%
B/E move
20.6%
Puts
Pseudo strike
15.77
IV
61.0%
B/E move
12.3%

30Δ

Calls
Pseudo strike
19.16
IV
44.4%
B/E move
11.8%
Puts
Pseudo strike
16.33
IV
50.9%
B/E move
9.2%

35Δ

Calls
Pseudo strike
17.97
IV
23.3%
B/E move
4.6%
Puts
Pseudo strike
16.75
IV
43.9%
B/E move
6.9%

40Δ

Calls
Pseudo strike
17.82
IV
23.7%
B/E move
4.2%
Puts
Pseudo strike
17.09
IV
39.1%
B/E move
5.3%

45Δ

Calls
Pseudo strike
17.66
IV
24.1%
B/E move
3.8%
Puts
Pseudo strike
17.31
IV
37.7%
B/E move
4.5%

50Δ

Calls
Pseudo strike
17.51
IV
24.5%
B/E move
3.4%
Puts
Pseudo strike
17.54
IV
36.3%
B/E move
3.8%

55Δ

Calls
Pseudo strike
17.35
IV
24.8%
B/E move
2.9%
Puts
Pseudo strike
17.76
IV
34.8%
B/E move
3.0%

60Δ

Calls
Pseudo strike
17.20
IV
25.2%
B/E move
2.5%
Puts
Pseudo strike
17.98
IV
33.4%
B/E move
2.2%

65Δ

Calls
Pseudo strike
17.04
IV
25.6%
B/E move
2.1%
Puts
Pseudo strike
18.37
IV
37.3%
B/E move
2.0%

70Δ

Calls
Pseudo strike
16.71
IV
30.7%
B/E move
1.9%
Puts
Pseudo strike
18.77
IV
41.6%
B/E move
1.7%

75Δ

Calls
Pseudo strike
16.30
IV
37.7%
B/E move
1.9%
Puts
Pseudo strike
19.73
IV
56.2%
B/E move
1.8%

80Δ

Calls
Pseudo strike
15.83
IV
43.8%
B/E move
1.7%
Puts
Pseudo strike
21.64
IV
80.6%
B/E move
2.0%

Options history

No recorded observations