REM - Latest News

iShares Mortgage Real Estate ETF (REM), operates in Financial Services / Asset Management, trades on CBOE.

Market capitalization stands near $556.5M, a proxy for assets under management on listed ETFs.

The article list below shows the most recent REM headlines from major financial news vendors. For options traders, the most actionable items are earnings releases, analyst rating changes, M&A activity, and regulatory filings - each can drive a meaningful repricing of implied volatility and shift dealer hedging flow. Pair the news context with the implied-volatility skew and gamma exposure views to see whether the options market has already priced in the headline.

Recent REM Headlines

Why Mortgage REIT Dividends Just Got Safer After Three Fed Cuts

247wallst.com - Jun 18, 2026

The iShares Mortgage Real Estate ETF (NYSEARCA:REM) is the go-to vehicle for investors who want concentrated exposure to mortgage REITs and the double

REM and MORT Pay Over 9% Yields, But Both Have Lost Money Over Five Years

247wallst.com - Jun 12, 2026

There are variations in some asset class categories that can vary widely.

A $400,000 Position in Mortgage REITs Quietly Pays $50,000 a Year, But Most Retirees Get the Risk Wrong

247wallst.com - Jun 7, 2026

Fifty thousand dollars a year is what a careful retiree might want to cover housing, groceries, and Medicare premiums on top of Social Security. Two

Mobileye Named Frost & Sullivan 2026 Company of the Year in Global Passenger Vehicle ADAS Industry

gurufocus.com - Jun 1, 2026

Mobileye (Nasdaq: MBLY) has been named the 2026 Frost and Sullivan Global Company of the Year in the Passenger Vehicle ADAS Industry for the Excellenc

Inflation Reignites, Yields Spike

seekingalpha.com - May 17, 2026

Surging oil prices and hotter inflation reports reignited rate-hike concerns, sending Treasury yields to one-year highs as the Iran conflict remained

How News Affects REM Options Pricing

Headlines and scheduled events drive implied volatility in two distinct ways. Pre-event, IV typically inflates as uncertainty about the outcome rises; this is the implied-volatility expansion that creates the long-vol setup. Post-event, IV typically contracts sharply as uncertainty resolves; this is IV crush, which makes premium-selling structures profitable when they survive the underlying move. The size of the crush depends on how stretched pre-event IV is relative to the realized move. Track REM's implied vs realized volatility over the news cycle to size pre-event vs post-event positioning. For ticker-level dealer positioning context, the gamma exposure view shows whether dealers are positioned to amplify or dampen post-news moves.

Frequently asked REM news questions

What is the latest REM news headline?

The most recent REM headline (Jun 18, 2026) is "Why Mortgage REIT Dividends Just Got Safer After Three Fed Cuts". The five most recent stories with summaries and publication times are listed above, sourced from major financial news vendors.

How fresh is the REM news on this page?

News rows refresh roughly every 30 minutes during the trading day. The five most recent headlines are listed in publication-time order. Press releases from the company itself typically appear within minutes of the wire release; third-party reporting may lag by 30-60 minutes depending on the source.

What REM news moves options pricing?

Three categories move single-name IV most aggressively: scheduled earnings releases (priced into pre-event IV, crushed post-event), unscheduled M&A or strategic announcements (rapid IV expansion, slower decay), and regulatory or legal events (drug-trial readouts, antitrust filings, FDA approvals). Routine news flow (analyst commentary, sector rotation) typically does not move IV meaningfully unless it triggers a cluster of rating changes.

How can I track unusual REM options activity related to news?

Unusual options activity often precedes news by hours to days; the canonical signals are volume substantially above the trailing average concentrated in a small number of strikes, atypical put/call skew, and aggressive execution (at-the-ask sweeps or block prints). Cross-reference the per-ticker gamma-exposure and volume-history pages with the news flow above to triangulate informed vs uninformed flow.