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VanEck Retail ETF RTH

i

Market dataready · fetched 2026-11-12T00:58:38.800Z

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 · 2026-11-11T21:00:00.186716045Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:58:38.202817+00:00

Share price$283.97
1D-0.4%
AH$281.23$282.07$282.90$283.74$284.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRTH
Sold putSold callAH

VanEck Retail ETF options

Live interpolated RTH call and put midpoint premiums by absolute delta.VanEck Retail ETF$1.19$3.89$6.60$9.30$12.00$268.69$277.15$285.60$294.06$302.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RTH spot · $283.97RTH PRICE$1.48$1.66$1.88$2.11$2.34$2.58$3.11$3.77$4.43$5.09$5.76$7.47$9.27$1.67$1.86$2.10$2.43$2.87$3.32$3.76$4.50$5.60$6.69$7.81$9.52$11.22
PutsExpensive1.17×
CallsCheap0.60×
SkewBearish+3.32 pp
Implied moveBearish±$6.87
TiltBearish10.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ296.5631.1%5.0%272.2933.5%4.7%
25Δ292.6926.2%3.7%276.1128.0%3.4%
30Δ289.8422.8%2.7%278.5524.9%2.6%
35Δ288.3821.0%2.3%280.5122.8%2.1%
40Δ286.9119.2%1.9%281.7822.1%1.8%
45Δ285.4517.5%1.4%283.0521.3%1.5%
50Δ284.2717.1%1.2%284.3120.6%1.2%
55Δ283.2217.5%1.1%285.6720.7%1.0%
60Δ282.1717.8%0.9%287.1321.7%0.9%
65Δ281.1218.1%0.8%288.5922.8%0.7%
70Δ280.0718.4%0.7%290.0723.8%0.6%
75Δ278.1020.1%0.6%292.1524.5%0.5%
80Δ276.0621.9%0.5%294.2325.2%0.3%

20Δ

Calls
Pseudo strike
296.56
IV
31.1%
B/E move
5.0%
Puts
Pseudo strike
272.29
IV
33.5%
B/E move
4.7%

25Δ

Calls
Pseudo strike
292.69
IV
26.2%
B/E move
3.7%
Puts
Pseudo strike
276.11
IV
28.0%
B/E move
3.4%

30Δ

Calls
Pseudo strike
289.84
IV
22.8%
B/E move
2.7%
Puts
Pseudo strike
278.55
IV
24.9%
B/E move
2.6%

35Δ

Calls
Pseudo strike
288.38
IV
21.0%
B/E move
2.3%
Puts
Pseudo strike
280.51
IV
22.8%
B/E move
2.1%

40Δ

Calls
Pseudo strike
286.91
IV
19.2%
B/E move
1.9%
Puts
Pseudo strike
281.78
IV
22.1%
B/E move
1.8%

45Δ

Calls
Pseudo strike
285.45
IV
17.5%
B/E move
1.4%
Puts
Pseudo strike
283.05
IV
21.3%
B/E move
1.5%

50Δ

Calls
Pseudo strike
284.27
IV
17.1%
B/E move
1.2%
Puts
Pseudo strike
284.31
IV
20.6%
B/E move
1.2%

55Δ

Calls
Pseudo strike
283.22
IV
17.5%
B/E move
1.1%
Puts
Pseudo strike
285.67
IV
20.7%
B/E move
1.0%

60Δ

Calls
Pseudo strike
282.17
IV
17.8%
B/E move
0.9%
Puts
Pseudo strike
287.13
IV
21.7%
B/E move
0.9%

65Δ

Calls
Pseudo strike
281.12
IV
18.1%
B/E move
0.8%
Puts
Pseudo strike
288.59
IV
22.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
280.07
IV
18.4%
B/E move
0.7%
Puts
Pseudo strike
290.07
IV
23.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
278.10
IV
20.1%
B/E move
0.6%
Puts
Pseudo strike
292.15
IV
24.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
276.06
IV
21.9%
B/E move
0.5%
Puts
Pseudo strike
294.23
IV
25.2%
B/E move
0.3%

Options history

IV · four-Friday blend16.36%
Daily EOD
RTH15.2%15.9%16.7%2026-10-19: 15.61%2026-10-20: 15.26%2026-10-21: 15.54%2026-10-22: 16.02%2026-10-23: 16.59%2026-10-26: 16.31%2026-10-27: 16.00%2026-10-28: 15.95%2026-10-29: 15.59%2026-10-30: 16.36%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
15.61%
15.26%
15.54%
16.02%
16.59%
16.31%
16.00%
15.95%
15.59%
16.36%