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VanEck Mortgage REIT Income ETF MORT

i

Market dataready · fetched 2026-11-03T21:11:30.825Z

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 · 2026-11-03T21:10:00.003837274Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T21:11:30.081768+00:00

Share price$7.58
1D-0.4%
AH$7.54$7.57$7.61$7.64$7.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMORT
Sold putSold callAH

VanEck Mortgage REIT Income ETF options

Live interpolated MORT call and put midpoint premiums by absolute delta.VanEck Mortgage REIT Income ETF$0.26$0.71$1.17$1.63$2.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEMORT PRICE$1.49$1.72$1.95$0.97$0.30$0.51$0.71$0.91$1.12$1.26$1.40$1.53$1.66
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.22374.8%44.0%
25Δ
30Δ7.0187.7%11.6%
35Δ7.24100.3%11.1%
40Δ7.48112.9%10.7%
45Δ7.72125.4%10.2%
50Δ7.96138.0%9.7%
55Δ8.20134.9%8.4%
60Δ8.45128.6%7.0%
65Δ8.69122.4%5.5%
70Δ6.71158.5%8.2%8.93116.2%4.1%
75Δ6.36161.4%6.5%
80Δ6.00164.3%4.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.22
IV
374.8%
B/E move
44.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.01
IV
87.7%
B/E move
11.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.24
IV
100.3%
B/E move
11.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.48
IV
112.9%
B/E move
10.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.72
IV
125.4%
B/E move
10.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.96
IV
138.0%
B/E move
9.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.20
IV
134.9%
B/E move
8.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.45
IV
128.6%
B/E move
7.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.69
IV
122.4%
B/E move
5.5%

70Δ

Calls
Pseudo strike
6.71
IV
158.5%
B/E move
8.2%
Puts
Pseudo strike
8.93
IV
116.2%
B/E move
4.1%

75Δ

Calls
Pseudo strike
6.36
IV
161.4%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
6.00
IV
164.3%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend121.80%
Daily EOD
MORT72.1%99.0%126.0%2026-10-19: 113.59%2026-10-20: 99.44%2026-10-21: 122.32%2026-10-22: 104.07%2026-10-23: 75.77%2026-10-26: 100.55%2026-10-27: 101.19%2026-10-28: 86.29%2026-10-29: 88.61%2026-10-30: 121.80%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
113.59%
99.44%
122.32%
104.07%
75.77%
100.55%
101.19%
86.29%
88.61%
121.80%