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VanEck Rare Earth and Strategic Metals ETF REMX

i

Market dataready · fetched 2026-11-07T06:49:57.625Z

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 · 2026-11-07T01:00:00.104441954Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T06:49:55.327190+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$1.90$3.51$5.12$6.73$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$1.41$1.66$1.90$2.15$2.40$0.66$0.76$0.87$1.02$1.42$1.82$2.22$2.61$3.01$3.41$3.80$4.21$6.26
PutsCheap0.80×
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
20Δ55.6844.4%9.2%46.4163.2%11.0%
25Δ54.6844.0%7.7%47.6955.4%8.7%
30Δ54.0944.4%7.0%48.9647.7%6.4%
35Δ53.5044.8%6.3%50.1141.5%4.5%
40Δ52.9045.2%5.7%50.7242.4%4.1%
45Δ52.3145.6%5.0%51.3443.3%3.7%
50Δ51.7246.0%4.3%51.9544.3%3.2%
55Δ51.1246.3%3.6%52.5645.2%2.8%
60Δ50.5346.7%3.0%53.1746.1%2.4%
65Δ53.7847.0%2.0%
70Δ54.3947.9%1.6%
75Δ55.0148.9%1.2%
80Δ57.1757.8%1.0%

20Δ

Calls
Pseudo strike
55.68
IV
44.4%
B/E move
9.2%
Puts
Pseudo strike
46.41
IV
63.2%
B/E move
11.0%

25Δ

Calls
Pseudo strike
54.68
IV
44.0%
B/E move
7.7%
Puts
Pseudo strike
47.69
IV
55.4%
B/E move
8.7%

30Δ

Calls
Pseudo strike
54.09
IV
44.4%
B/E move
7.0%
Puts
Pseudo strike
48.96
IV
47.7%
B/E move
6.4%

35Δ

Calls
Pseudo strike
53.50
IV
44.8%
B/E move
6.3%
Puts
Pseudo strike
50.11
IV
41.5%
B/E move
4.5%

40Δ

Calls
Pseudo strike
52.90
IV
45.2%
B/E move
5.7%
Puts
Pseudo strike
50.72
IV
42.4%
B/E move
4.1%

45Δ

Calls
Pseudo strike
52.31
IV
45.6%
B/E move
5.0%
Puts
Pseudo strike
51.34
IV
43.3%
B/E move
3.7%

50Δ

Calls
Pseudo strike
51.72
IV
46.0%
B/E move
4.3%
Puts
Pseudo strike
51.95
IV
44.3%
B/E move
3.2%

55Δ

Calls
Pseudo strike
51.12
IV
46.3%
B/E move
3.6%
Puts
Pseudo strike
52.56
IV
45.2%
B/E move
2.8%

60Δ

Calls
Pseudo strike
50.53
IV
46.7%
B/E move
3.0%
Puts
Pseudo strike
53.17
IV
46.1%
B/E move
2.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.78
IV
47.0%
B/E move
2.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.39
IV
47.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.01
IV
48.9%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.17
IV
57.8%
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%