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VanEck Retail ETF RTH

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Market datapartial · fetched 2026-10-23T17:04:58.823Z

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 · 2026-10-23T15:02:04.794307257Z

FundamentalsAlpha Vantage · unavailable

Share price$268.96
1D-1.2%
$268.71$269.62$270.52$271.43$272.345:30 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$1.32$4.84$8.36$11.88$15.40$245.18$256.10$267.02$277.94$288.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RTH spot · $268.96RTH PRICE$1.70$2.00$2.29$2.73$3.49$4.25$5.01$5.89$6.76$7.64$9.21$10.86$12.88$2.15$2.68$3.22$3.76$4.30$4.84$5.41$6.44$7.47$8.58$10.07$11.56$14.39
PutsExpensive1.10×
CallsCheap0.85×
SkewBearish+2.14 pp
Implied moveBearish±$10.42
TiltBearish6.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ286.1822.2%7.0%253.1325.5%6.7%
25Δ282.0419.7%5.6%255.9724.2%5.8%
30Δ277.9017.2%4.2%258.8122.9%5.0%
35Δ274.5515.7%3.1%261.6421.5%4.1%
40Δ273.0616.2%2.8%264.4820.2%3.3%
45Δ271.5716.8%2.6%267.3218.9%2.4%
50Δ270.0717.3%2.3%270.0917.6%1.6%
55Δ268.4517.3%2.0%271.8217.7%1.3%
60Δ266.8217.2%1.7%273.5417.8%1.1%
65Δ265.2017.1%1.4%275.3117.8%0.8%
70Δ263.1117.6%1.2%277.3517.9%0.6%
75Δ260.9618.2%1.1%279.3918.0%0.4%
80Δ258.4618.7%0.9%282.6519.1%0.3%

20Δ

Calls
Pseudo strike
286.18
IV
22.2%
B/E move
7.0%
Puts
Pseudo strike
253.13
IV
25.5%
B/E move
6.7%

25Δ

Calls
Pseudo strike
282.04
IV
19.7%
B/E move
5.6%
Puts
Pseudo strike
255.97
IV
24.2%
B/E move
5.8%

30Δ

Calls
Pseudo strike
277.90
IV
17.2%
B/E move
4.2%
Puts
Pseudo strike
258.81
IV
22.9%
B/E move
5.0%

35Δ

Calls
Pseudo strike
274.55
IV
15.7%
B/E move
3.1%
Puts
Pseudo strike
261.64
IV
21.5%
B/E move
4.1%

40Δ

Calls
Pseudo strike
273.06
IV
16.2%
B/E move
2.8%
Puts
Pseudo strike
264.48
IV
20.2%
B/E move
3.3%

45Δ

Calls
Pseudo strike
271.57
IV
16.8%
B/E move
2.6%
Puts
Pseudo strike
267.32
IV
18.9%
B/E move
2.4%

50Δ

Calls
Pseudo strike
270.07
IV
17.3%
B/E move
2.3%
Puts
Pseudo strike
270.09
IV
17.6%
B/E move
1.6%

55Δ

Calls
Pseudo strike
268.45
IV
17.3%
B/E move
2.0%
Puts
Pseudo strike
271.82
IV
17.7%
B/E move
1.3%

60Δ

Calls
Pseudo strike
266.82
IV
17.2%
B/E move
1.7%
Puts
Pseudo strike
273.54
IV
17.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
265.20
IV
17.1%
B/E move
1.4%
Puts
Pseudo strike
275.31
IV
17.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
263.11
IV
17.6%
B/E move
1.2%
Puts
Pseudo strike
277.35
IV
17.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
260.96
IV
18.2%
B/E move
1.1%
Puts
Pseudo strike
279.39
IV
18.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
258.46
IV
18.7%
B/E move
0.9%
Puts
Pseudo strike
282.65
IV
19.1%
B/E move
0.3%

Options history

No recorded observations