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VanEck Natural Resources ETF HAP

i

Market dataready · fetched 2026-11-03T14:43:48.883Z

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 · 2026-11-03T14:30:03.1740105Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T14:43:48.411543+00:00

Share price$73.74
1D+0.0%
$73.70$73.72$73.74$73.76$73.785:30 AM6:30 AM9:00 AM1:00 PMHAP
Sold putSold call

VanEck Natural Resources ETF options

Live interpolated HAP call and put midpoint premiums by absolute delta.VanEck Natural Resources ETF$1.20$1.65$2.10$2.55$3.00$67.26$70.58$73.89$77.21$80.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HAP spot · $73.74HAP PRICE$1.25$1.26$1.30$1.38$1.48$1.62$1.79$1.95$2.11$2.27$2.43$2.64$2.87$1.27$1.32$1.38$1.48$1.61$1.73$1.86$2.03$2.20$2.30$2.39$2.48$2.81
PutsExpensive2.59×
CallsExpensive3.51×
SkewBullish-1.91 pp
Implied moveBearish±$3.65
TiltBalanced1.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.9675.3%18.3%66.1266.4%12.1%
25Δ80.7955.7%11.3%68.8952.2%8.4%
30Δ78.1444.7%7.7%70.6443.2%6.1%
35Δ76.6038.3%5.7%71.8337.6%4.6%
40Δ75.5334.0%4.4%72.7133.8%3.6%
45Δ74.7231.0%3.5%73.4130.7%2.8%
50Δ74.0529.1%2.8%74.0328.0%2.1%
55Δ73.5127.2%2.3%74.5226.3%1.7%
60Δ72.9925.3%1.8%75.0124.6%1.3%
65Δ72.5823.7%1.5%75.3222.5%1.0%
70Δ72.1722.0%1.2%75.6320.4%0.7%
75Δ71.7720.6%0.9%75.9518.3%0.4%
80Δ71.3819.4%0.7%76.3817.6%0.2%

20Δ

Calls
Pseudo strike
85.96
IV
75.3%
B/E move
18.3%
Puts
Pseudo strike
66.12
IV
66.4%
B/E move
12.1%

25Δ

Calls
Pseudo strike
80.79
IV
55.7%
B/E move
11.3%
Puts
Pseudo strike
68.89
IV
52.2%
B/E move
8.4%

30Δ

Calls
Pseudo strike
78.14
IV
44.7%
B/E move
7.7%
Puts
Pseudo strike
70.64
IV
43.2%
B/E move
6.1%

35Δ

Calls
Pseudo strike
76.60
IV
38.3%
B/E move
5.7%
Puts
Pseudo strike
71.83
IV
37.6%
B/E move
4.6%

40Δ

Calls
Pseudo strike
75.53
IV
34.0%
B/E move
4.4%
Puts
Pseudo strike
72.71
IV
33.8%
B/E move
3.6%

45Δ

Calls
Pseudo strike
74.72
IV
31.0%
B/E move
3.5%
Puts
Pseudo strike
73.41
IV
30.7%
B/E move
2.8%

50Δ

Calls
Pseudo strike
74.05
IV
29.1%
B/E move
2.8%
Puts
Pseudo strike
74.03
IV
28.0%
B/E move
2.1%

55Δ

Calls
Pseudo strike
73.51
IV
27.2%
B/E move
2.3%
Puts
Pseudo strike
74.52
IV
26.3%
B/E move
1.7%

60Δ

Calls
Pseudo strike
72.99
IV
25.3%
B/E move
1.8%
Puts
Pseudo strike
75.01
IV
24.6%
B/E move
1.3%

65Δ

Calls
Pseudo strike
72.58
IV
23.7%
B/E move
1.5%
Puts
Pseudo strike
75.32
IV
22.5%
B/E move
1.0%

70Δ

Calls
Pseudo strike
72.17
IV
22.0%
B/E move
1.2%
Puts
Pseudo strike
75.63
IV
20.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
71.77
IV
20.6%
B/E move
0.9%
Puts
Pseudo strike
75.95
IV
18.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
71.38
IV
19.4%
B/E move
0.7%
Puts
Pseudo strike
76.38
IV
17.6%
B/E move
0.2%

Options history

IV · four-Friday blend20.32%
Daily close
HAP13.8%26.5%39.1%2026-08-05: 15.55%2026-08-06: 15.77%2026-08-07: 15.91%2026-08-10: 16.08%2026-08-11: 16.50%2026-08-12: 20.68%2026-08-13: 21.68%2026-08-14: 22.08%2026-08-17: 24.05%2026-08-18: 25.86%2026-08-19: 27.72%2026-08-20: 34.39%2026-08-21: 17.63%2026-08-24: 18.54%2026-08-25: 18.54%2026-08-26: 18.30%2026-08-27: 18.84%2026-08-28: 18.71%2026-08-31: 18.79%2026-09-01: 19.17%2026-09-02: 19.43%2026-09-03: 19.08%2026-09-04: 19.60%2026-09-08: 21.18%2026-09-09: 20.94%2026-09-10: 22.13%2026-09-11: 22.13%2026-09-14: 24.98%2026-09-15: 26.81%2026-09-16: 28.43%2026-09-17: 36.59%2026-09-18: 18.52%2026-09-21: 19.09%2026-09-22: 19.61%2026-09-23: 18.87%2026-09-24: 19.75%2026-09-25: 19.64%2026-09-28: 20.62%2026-09-29: 21.02%2026-09-30: 20.34%2026-10-01: 21.35%2026-10-02: 21.95%2026-10-05: 21.69%2026-10-06: 22.65%2026-10-07: 22.75%2026-10-08: 23.43%2026-10-09: 23.45%2026-10-12: 27.01%2026-10-13: 27.98%2026-10-14: 30.63%2026-10-15: 37.40%2026-10-16: 18.61%2026-10-19: 18.65%2026-10-20: 19.25%2026-10-21: 18.61%2026-10-22: 18.93%2026-10-23: 19.09%2026-10-26: 19.69%2026-10-27: 20.19%2026-10-28: 19.45%2026-10-29: 19.70%2026-10-30: 20.32%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
15.55%
15.77%
15.91%
16.08%
16.50%
20.68%
21.68%
22.08%
24.05%
25.86%
27.72%
34.39%
17.63%
18.54%
18.54%
18.30%
18.84%
18.71%
18.79%
19.17%
19.43%
19.08%
19.60%
21.18%
20.94%
22.13%
22.13%
24.98%
26.81%
28.43%
36.59%
18.52%
19.09%
19.61%
18.87%
19.75%
19.64%
20.62%
21.02%
20.34%
21.35%
21.95%
21.69%
22.65%
22.75%
23.43%
23.45%
27.01%
27.98%
30.63%
37.40%
18.61%
18.65%
19.25%
18.61%
18.93%
19.09%
19.69%
20.19%
19.45%
19.70%
20.32%