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VanEck Rare Earth and Strategic Metals ETF REMX

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Market dataready · fetched 2026-11-06T22:22:56.982Z

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 · 2026-11-06T21:10:00.003558488Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T22:22:56.727986+00:00

Share price$51.40
1D+0.9%
AH$50.49$50.78$51.07$51.36$51.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMREMX
Sold putSold callAH

VanEck Rare Earth and Strategic Metals ETF options

Live interpolated REMX call and put midpoint premiums by absolute delta.VanEck Rare Earth and Strategic Metals ETF$0.29$1.91$3.54$5.16$6.78$43.84$47.88$51.93$55.98$60.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive REMX spot · $51.40REMX PRICE$0.47$0.66$0.91$1.16$1.40$1.65$1.90$2.15$2.40$0.66$0.77$0.87$1.03$1.43$1.82$2.22$2.62$3.02$3.42$3.81$4.26$6.31
PutsCheap0.78×
Calls——
Skew——
Implied moveBearish±$4.12
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.6842.8%9.2%46.4260.9%11.0%
25Δ54.6842.3%7.7%47.6953.4%8.7%
30Δ54.0942.7%7.0%48.9745.9%6.4%
35Δ53.5043.1%6.3%50.1240.1%4.5%
40Δ52.9143.5%5.7%50.7341.0%4.1%
45Δ52.3143.8%5.0%51.3441.9%3.7%
50Δ51.7244.2%4.3%51.9642.8%3.2%
55Δ51.1344.6%3.7%52.5743.6%2.8%
60Δ50.5445.0%3.0%53.1844.5%2.4%
65Δ53.7945.4%2.0%
70Δ54.4046.3%1.6%
75Δ55.0647.4%1.2%
80Δ57.2356.1%1.0%

20Δ

Calls
Pseudo strike
55.68
IV
42.8%
B/E move
9.2%
Puts
Pseudo strike
46.42
IV
60.9%
B/E move
11.0%

25Δ

Calls
Pseudo strike
54.68
IV
42.3%
B/E move
7.7%
Puts
Pseudo strike
47.69
IV
53.4%
B/E move
8.7%

30Δ

Calls
Pseudo strike
54.09
IV
42.7%
B/E move
7.0%
Puts
Pseudo strike
48.97
IV
45.9%
B/E move
6.4%

35Δ

Calls
Pseudo strike
53.50
IV
43.1%
B/E move
6.3%
Puts
Pseudo strike
50.12
IV
40.1%
B/E move
4.5%

40Δ

Calls
Pseudo strike
52.91
IV
43.5%
B/E move
5.7%
Puts
Pseudo strike
50.73
IV
41.0%
B/E move
4.1%

45Δ

Calls
Pseudo strike
52.31
IV
43.8%
B/E move
5.0%
Puts
Pseudo strike
51.34
IV
41.9%
B/E move
3.7%

50Δ

Calls
Pseudo strike
51.72
IV
44.2%
B/E move
4.3%
Puts
Pseudo strike
51.96
IV
42.8%
B/E move
3.2%

55Δ

Calls
Pseudo strike
51.13
IV
44.6%
B/E move
3.7%
Puts
Pseudo strike
52.57
IV
43.6%
B/E move
2.8%

60Δ

Calls
Pseudo strike
50.54
IV
45.0%
B/E move
3.0%
Puts
Pseudo strike
53.18
IV
44.5%
B/E move
2.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.79
IV
45.4%
B/E move
2.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.40
IV
46.3%
B/E move
1.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.06
IV
47.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.23
IV
56.1%
B/E move
1.0%

Options history

IV · four-Friday blend41.23%
Daily EOD
REMX36.6%39.1%41.6%2026-10-19: 36.91%2026-10-20: 36.92%2026-10-21: 36.96%2026-10-22: 38.97%2026-10-23: 39.75%2026-10-26: 39.42%2026-10-27: 38.63%2026-10-28: 38.09%2026-10-29: 40.23%2026-10-30: 41.23%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
36.91%
36.92%
36.96%
38.97%
39.75%
39.42%
38.63%
38.09%
40.23%
41.23%