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VanEck Rare Earth and Strategic Metals ETF REMX

i

Market dataready · fetched 2026-11-12T02:23:17.258Z

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 · 2026-11-12T01:00:00.139541415Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:23:16.865370+00:00

Share price$53.13
1D+0.0%
AH$53.00$53.18$53.36$53.55$53.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMREMX
Sold putSold callAH

VanEck Rare Earth and Strategic Metals ETF options

Live interpolated REMX call and put midpoint premiums by absolute delta.VanEck Rare Earth and Strategic Metals ETF$0.28$1.50$2.72$3.94$5.15$47.44$50.64$53.85$57.05$60.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive REMX spot · $53.13REMX PRICE$0.41$0.52$0.63$0.86$1.13$1.40$1.66$1.93$2.20$2.46$2.73$3.00$3.26$0.47$0.70$0.92$1.15$1.38$1.60$1.83$2.06$2.28$2.51$3.10$3.95$4.80
PutsCheap0.83×
CallsCheap0.58×
SkewBearish+3.26 pp
Implied moveBearish±$3.49
TiltBearish9.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.3746.3%8.8%50.3243.0%6.2%
25Δ56.2943.7%6.9%50.8243.2%5.7%
30Δ55.2141.0%5.1%51.3243.4%5.2%
35Δ54.6240.5%4.4%51.8143.6%4.6%
40Δ54.1540.6%4.0%52.3143.8%4.1%
45Δ53.6840.6%3.7%52.8144.0%3.6%
50Δ53.2040.7%3.3%53.3144.3%3.1%
55Δ52.7340.7%2.9%53.8044.5%2.6%
60Δ52.2640.7%2.5%54.3044.7%2.1%
65Δ51.7940.8%2.1%54.8044.9%1.6%
70Δ51.3240.8%1.7%55.5845.7%1.2%
75Δ50.8440.8%1.3%56.5647.0%1.0%
80Δ50.3740.9%1.0%57.5348.3%0.8%

20Δ

Calls
Pseudo strike
57.37
IV
46.3%
B/E move
8.8%
Puts
Pseudo strike
50.32
IV
43.0%
B/E move
6.2%

25Δ

Calls
Pseudo strike
56.29
IV
43.7%
B/E move
6.9%
Puts
Pseudo strike
50.82
IV
43.2%
B/E move
5.7%

30Δ

Calls
Pseudo strike
55.21
IV
41.0%
B/E move
5.1%
Puts
Pseudo strike
51.32
IV
43.4%
B/E move
5.2%

35Δ

Calls
Pseudo strike
54.62
IV
40.5%
B/E move
4.4%
Puts
Pseudo strike
51.81
IV
43.6%
B/E move
4.6%

40Δ

Calls
Pseudo strike
54.15
IV
40.6%
B/E move
4.0%
Puts
Pseudo strike
52.31
IV
43.8%
B/E move
4.1%

45Δ

Calls
Pseudo strike
53.68
IV
40.6%
B/E move
3.7%
Puts
Pseudo strike
52.81
IV
44.0%
B/E move
3.6%

50Δ

Calls
Pseudo strike
53.20
IV
40.7%
B/E move
3.3%
Puts
Pseudo strike
53.31
IV
44.3%
B/E move
3.1%

55Δ

Calls
Pseudo strike
52.73
IV
40.7%
B/E move
2.9%
Puts
Pseudo strike
53.80
IV
44.5%
B/E move
2.6%

60Δ

Calls
Pseudo strike
52.26
IV
40.7%
B/E move
2.5%
Puts
Pseudo strike
54.30
IV
44.7%
B/E move
2.1%

65Δ

Calls
Pseudo strike
51.79
IV
40.8%
B/E move
2.1%
Puts
Pseudo strike
54.80
IV
44.9%
B/E move
1.6%

70Δ

Calls
Pseudo strike
51.32
IV
40.8%
B/E move
1.7%
Puts
Pseudo strike
55.58
IV
45.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
50.84
IV
40.8%
B/E move
1.3%
Puts
Pseudo strike
56.56
IV
47.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
50.37
IV
40.9%
B/E move
1.0%
Puts
Pseudo strike
57.53
IV
48.3%
B/E move
0.8%

Options history

IV · four-Friday blend41.23%
Daily EOD
REMX36.6%39.1%41.6%2026-10-19: 36.91%2026-10-20: 36.92%2026-10-21: 36.96%2026-10-22: 38.97%2026-10-23: 39.75%2026-10-26: 39.42%2026-10-27: 38.63%2026-10-28: 38.09%2026-10-29: 40.23%2026-10-30: 41.23%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
36.91%
36.92%
36.96%
38.97%
39.75%
39.42%
38.63%
38.09%
40.23%
41.23%