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VanEck Retail ETF RTH

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Market datapartial · fetched 2026-10-22T14:47:46.838Z

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 · 2026-10-22T14:35:33.9058003Z

FundamentalsAlpha Vantage · unavailable

Share price$269.83
1D+0.2%
$269.22$269.40$269.59$269.78$269.965:30 AM6:30 AM9:00 AM1:00 PMRTH
Sold putSold call

VanEck Retail ETF options

Live interpolated RTH call and put midpoint premiums by absolute delta.VanEck Retail ETF$1.23$4.76$8.29$11.83$15.36$245.07$256.28$267.49$278.70$289.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RTH spot · $269.83RTH PRICE$1.61$1.93$2.13$2.38$3.09$3.80$4.50$5.35$6.42$7.50$8.62$9.85$11.07$1.95$2.17$2.22$2.75$3.28$3.81$4.55$5.39$6.24$7.21$8.90$10.60$14.34
PutsCheap0.90×
CallsCheap0.76×
SkewBearish+0.34 pp
Implied moveBalanced±$9.05
TiltBearish3.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ284.2219.5%5.9%257.1122.4%5.4%
25Δ280.3117.3%4.6%261.3718.9%3.9%
30Δ277.4515.3%3.6%264.9615.0%2.6%
35Δ274.8513.5%2.7%266.4814.8%2.3%
40Δ273.5113.9%2.5%267.9814.6%1.9%
45Δ272.1814.4%2.3%269.4814.4%1.5%
50Δ270.8414.9%2.0%270.9314.3%1.3%
55Δ269.4015.3%1.8%272.3614.4%1.1%
60Δ267.7715.7%1.6%273.7914.5%0.8%
65Δ266.1416.1%1.4%275.3214.7%0.6%
70Δ264.4816.3%1.2%277.4115.4%0.5%
75Δ262.7216.0%1.0%279.5016.2%0.3%
80Δ260.9715.6%0.8%283.5118.7%0.2%

20Δ

Calls
Pseudo strike
284.22
IV
19.5%
B/E move
5.9%
Puts
Pseudo strike
257.11
IV
22.4%
B/E move
5.4%

25Δ

Calls
Pseudo strike
280.31
IV
17.3%
B/E move
4.6%
Puts
Pseudo strike
261.37
IV
18.9%
B/E move
3.9%

30Δ

Calls
Pseudo strike
277.45
IV
15.3%
B/E move
3.6%
Puts
Pseudo strike
264.96
IV
15.0%
B/E move
2.6%

35Δ

Calls
Pseudo strike
274.85
IV
13.5%
B/E move
2.7%
Puts
Pseudo strike
266.48
IV
14.8%
B/E move
2.3%

40Δ

Calls
Pseudo strike
273.51
IV
13.9%
B/E move
2.5%
Puts
Pseudo strike
267.98
IV
14.6%
B/E move
1.9%

45Δ

Calls
Pseudo strike
272.18
IV
14.4%
B/E move
2.3%
Puts
Pseudo strike
269.48
IV
14.4%
B/E move
1.5%

50Δ

Calls
Pseudo strike
270.84
IV
14.9%
B/E move
2.0%
Puts
Pseudo strike
270.93
IV
14.3%
B/E move
1.3%

55Δ

Calls
Pseudo strike
269.40
IV
15.3%
B/E move
1.8%
Puts
Pseudo strike
272.36
IV
14.4%
B/E move
1.1%

60Δ

Calls
Pseudo strike
267.77
IV
15.7%
B/E move
1.6%
Puts
Pseudo strike
273.79
IV
14.5%
B/E move
0.8%

65Δ

Calls
Pseudo strike
266.14
IV
16.1%
B/E move
1.4%
Puts
Pseudo strike
275.32
IV
14.7%
B/E move
0.6%

70Δ

Calls
Pseudo strike
264.48
IV
16.3%
B/E move
1.2%
Puts
Pseudo strike
277.41
IV
15.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
262.72
IV
16.0%
B/E move
1.0%
Puts
Pseudo strike
279.50
IV
16.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
260.97
IV
15.6%
B/E move
0.8%
Puts
Pseudo strike
283.51
IV
18.7%
B/E move
0.2%

Options history

No recorded observations