MORT · Expected Move
VanEck Mortgage REIT Income ETF · ETF
The expected move for MORT is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
MORT straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current MORT Expected Move
30-Day Straddle
$1.48
7-Day Straddle
$1.15
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to MORT's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
MORT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $1.48 | $1.15 | — | — |
| 20261106 | $2.20 | $1.25 | 119.7% | 92% |
| 20261105 | $2.27 | $1.12 | 75.4% | 53% |
| 20261104 | $1.18 | $1.18 | 77.7% | 55% |
| 20261103 | $1.60 | $1.60 | 123.5% | 96% |
| 20261102 | $1.73 | $1.73 | 73.1% | 50% |
| 20261030 | $0.50 | $0.50 | 69.6% | 47% |
| 20261029 | $1.30 | $1.30 | 93.2% | 69% |
| 20261028 | $1.55 | $1.55 | 93.4% | 69% |
| 20261027 | $1.25 | $1.25 | 96.4% | 71% |
| 20261026 | $1.20 | $1.20 | 72.8% | 50% |
| 20261023 | $1.35 | $1.35 | 72.2% | 50% |
| 20261022 | $1.30 | $1.30 | 17.1% | 0% |
| 20261021 | $1.33 | $1.33 | — | — |
| 20261020 | $0.50 | $0.50 | 53.7% | 32% |
| 20261019 | $1.52 | $1.52 | 85.0% | 61% |
| 20261016 | $0.33 | $3.60 | 67.2% | 45% |
| 20261015 | $0.45 | $1.23 | 41.8% | 22% |
| 20261014 | $0.55 | $1.22 | 39.0% | 19% |
| 20261013 | $0.55 | $2.15 | 38.0% | 18% |
| 20261012 | $2.95 | $2.42 | 100.5% | 75% |
| 20261009 | $0.50 | $2.20 | 100.1% | 75% |
| 20261008 | $0.55 | $1.32 | 36.8% | 17% |
| 20261007 | $1.40 | $1.20 | 115.5% | 89% |
| 20261006 | $0.82 | $0.40 | 50.0% | 29% |
| 20261005 | $0.50 | $1.20 | 32.9% | 14% |
| 20261002 | $1.05 | $1.05 | 33.8% | 14% |
| 20261001 | $0.47 | $0.47 | 72.1% | 49% |
| 20260930 | $8.57 | $8.57 | 110.8% | 84% |
| 20260929 | $1.55 | $1.55 | — | — |
| 20260928 | $1.10 | $1.10 | 98.3% | 73% |
| 20260925 | $1.75 | $1.75 | 93.8% | 69% |
| 20260924 | $1.30 | $1.30 | 74.1% | 51% |
| 20260923 | $0.38 | $0.38 | 32.6% | 13% |
| 20260922 | $0.55 | $0.55 | 65.6% | 43% |
| 20260921 | $0.55 | $0.55 | 71.4% | 48% |
| 20260918 | $0.68 | $1.02 | 77.9% | 54% |
| 20260917 | $1.43 | $1.10 | 72.1% | 49% |
| 20260916 | $1.38 | $1.15 | 71.4% | 49% |
| 20260915 | $1.32 | $1.15 | 89.0% | 64% |
| 20260914 | $1.50 | $1.18 | 72.4% | 49% |
| 20260911 | $8.72 | $1.23 | 95.7% | 71% |
| 20260910 | $1.40 | $1.30 | 75.6% | 52% |
| 20260909 | $1.62 | $0.28 | 53.5% | 32% |
| 20260908 | $7.78 | $0.28 | 54.3% | 33% |
| 20260904 | $2.03 | $0.28 | 50.4% | 29% |
| 20260903 | $2.67 | $0.33 | 40.6% | 21% |
| 20260902 | $0.33 | $0.33 | 37.8% | 18% |
| 20260901 | $0.33 | $0.33 | 58.1% | 36% |
| 20260831 | $0.28 | $0.28 | 53.1% | 32% |
| 20260828 | $0.47 | $0.47 | 43.4% | 23% |
| 20260827 | $0.30 | $0.30 | 45.9% | 25% |
| 20260826 | $1.98 | $1.98 | 48.7% | 27% |
| 20260825 | $0.32 | $0.32 | 58.9% | 36% |
| 20260824 | $0.33 | $0.33 | 50.4% | 29% |
| 20260821 | $0.45 | $0.10 | 52.9% | 31% |
| 20260820 | $1.35 | $0.72 | 39.9% | 19% |
| 20260819 | $0.85 | $1.23 | 56.5% | 34% |
| 20260818 | $1.92 | $0.72 | 84.4% | 58% |
| 20260817 | $2.03 | $0.22 | 84.2% | 58% |
More on MORT
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.