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VanEck Uranium and Nuclear ETF NLR

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Market dataready · fetched 2026-11-07T21:29:05.109Z

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 · 2026-11-07T01:00:00.113292065Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T21:29:04.700538+00:00

Share price$88.44
1D+3.2%
AH$85.39$86.34$87.29$88.23$89.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNLR
Sold putSold callAH

VanEck Uranium and Nuclear ETF options

Live interpolated NLR call and put midpoint premiums by absolute delta.VanEck Uranium and Nuclear ETF$0.71$2.95$5.18$7.41$9.65$77.94$83.18$88.43$93.68$98.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NLR spot · $88.44NLR PRICE$0.95$1.13$1.47$1.60$1.95$2.39$3.06$3.72$4.38$5.05$5.79$6.65$7.52$1.16$1.44$1.71$2.08$2.47$2.87$3.27$3.67$4.95$5.81$6.72$7.65$9.00
PutsFair1.00×
CallsFair1.01×
SkewBearish+3.13 pp
Implied moveBearish±$6.33
TiltBearish7.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.9453.6%10.7%80.8859.6%9.9%
25Δ94.4647.4%8.1%82.6655.5%8.2%
30Δ93.2848.3%7.1%84.4551.5%6.5%
35Δ91.6442.4%5.4%85.7149.4%5.4%
40Δ90.6942.8%4.7%86.7348.2%4.7%
45Δ89.7443.5%4.2%87.7547.0%4.0%
50Δ88.7145.3%3.8%88.7845.8%3.3%
55Δ87.6847.1%3.3%89.8044.6%2.6%
60Δ86.6548.9%2.9%91.2051.4%2.5%
65Δ85.6350.7%2.5%92.4352.1%2.1%
70Δ84.5251.3%2.1%93.7252.2%1.6%
75Δ83.3050.0%1.7%95.0051.4%1.2%
80Δ82.0848.7%1.3%96.6551.9%0.9%

20Δ

Calls
Pseudo strike
96.94
IV
53.6%
B/E move
10.7%
Puts
Pseudo strike
80.88
IV
59.6%
B/E move
9.9%

25Δ

Calls
Pseudo strike
94.46
IV
47.4%
B/E move
8.1%
Puts
Pseudo strike
82.66
IV
55.5%
B/E move
8.2%

30Δ

Calls
Pseudo strike
93.28
IV
48.3%
B/E move
7.1%
Puts
Pseudo strike
84.45
IV
51.5%
B/E move
6.5%

35Δ

Calls
Pseudo strike
91.64
IV
42.4%
B/E move
5.4%
Puts
Pseudo strike
85.71
IV
49.4%
B/E move
5.4%

40Δ

Calls
Pseudo strike
90.69
IV
42.8%
B/E move
4.7%
Puts
Pseudo strike
86.73
IV
48.2%
B/E move
4.7%

45Δ

Calls
Pseudo strike
89.74
IV
43.5%
B/E move
4.2%
Puts
Pseudo strike
87.75
IV
47.0%
B/E move
4.0%

50Δ

Calls
Pseudo strike
88.71
IV
45.3%
B/E move
3.8%
Puts
Pseudo strike
88.78
IV
45.8%
B/E move
3.3%

55Δ

Calls
Pseudo strike
87.68
IV
47.1%
B/E move
3.3%
Puts
Pseudo strike
89.80
IV
44.6%
B/E move
2.6%

60Δ

Calls
Pseudo strike
86.65
IV
48.9%
B/E move
2.9%
Puts
Pseudo strike
91.20
IV
51.4%
B/E move
2.5%

65Δ

Calls
Pseudo strike
85.63
IV
50.7%
B/E move
2.5%
Puts
Pseudo strike
92.43
IV
52.1%
B/E move
2.1%

70Δ

Calls
Pseudo strike
84.52
IV
51.3%
B/E move
2.1%
Puts
Pseudo strike
93.72
IV
52.2%
B/E move
1.6%

75Δ

Calls
Pseudo strike
83.30
IV
50.0%
B/E move
1.7%
Puts
Pseudo strike
95.00
IV
51.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
82.08
IV
48.7%
B/E move
1.3%
Puts
Pseudo strike
96.65
IV
51.9%
B/E move
0.9%

Options history

IV · four-Friday blend40.32%
Daily EOD
NLR36.9%38.7%40.6%2026-10-19: 38.16%2026-10-20: 37.59%2026-10-21: 37.12%2026-10-22: 37.98%2026-10-23: 38.17%2026-10-26: 38.50%2026-10-27: 38.13%2026-10-28: 38.67%2026-10-29: 38.18%2026-10-30: 40.32%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.16%
37.59%
37.12%
37.98%
38.17%
38.50%
38.13%
38.67%
38.18%
40.32%