Share price$26.85
1D-1.7%
Sold putSold callAH
VanEck Fallen Angel High Yield Bond ETF ANGL
i
Market dataready · fetched 2026-10-22T03:36:09.266Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T20:03:06.361295036Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T03:36:06.970531+00:00
VanEck Fallen Angel High Yield Bond ETF options
PutsExpensive1.47×
CallsExpensive2.13×
SkewBullish-4.72 pp
Implied moveBullish±$1.22
TiltBullish62.6% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 31.32 | 56.8% | 18.3% | 24.15 | 49.5% | 11.7% |
| 25Δ | 29.47 | 42.1% | 11.4% | 25.16 | 38.1% | 8.0% |
| 30Δ | 28.43 | 31.9% | 7.5% | 25.79 | 31.2% | 5.7% |
| 35Δ | 27.86 | 26.7% | 5.5% | 26.17 | 26.7% | 4.3% |
| 40Δ | 27.58 | 25.7% | 4.7% | 26.44 | 23.4% | 3.4% |
| 45Δ | 27.29 | 24.7% | 4.0% | 26.70 | 20.1% | 2.5% |
| 50Δ | 27.01 | 23.8% | 3.2% | 26.96 | 16.8% | 1.5% |
| 55Δ | 26.73 | 25.2% | 2.9% | |||
| 60Δ | 26.45 | 26.7% | 2.6% | |||
| 65Δ | 26.16 | 28.3% | 2.3% | |||
| 70Δ | 25.70 | 33.1% | 2.2% | |||
| 75Δ | 25.00 | 42.5% | 2.2% | |||
| 80Δ | 23.84 | 55.7% | 2.2% | |||
20Δ
- Pseudo strike
- 31.32
- IV
- 56.8%
- B/E move
- 18.3%
- Pseudo strike
- 24.15
- IV
- 49.5%
- B/E move
- 11.7%
25Δ
- Pseudo strike
- 29.47
- IV
- 42.1%
- B/E move
- 11.4%
- Pseudo strike
- 25.16
- IV
- 38.1%
- B/E move
- 8.0%
30Δ
- Pseudo strike
- 28.43
- IV
- 31.9%
- B/E move
- 7.5%
- Pseudo strike
- 25.79
- IV
- 31.2%
- B/E move
- 5.7%
35Δ
- Pseudo strike
- 27.86
- IV
- 26.7%
- B/E move
- 5.5%
- Pseudo strike
- 26.17
- IV
- 26.7%
- B/E move
- 4.3%
40Δ
- Pseudo strike
- 27.58
- IV
- 25.7%
- B/E move
- 4.7%
- Pseudo strike
- 26.44
- IV
- 23.4%
- B/E move
- 3.4%
45Δ
- Pseudo strike
- 27.29
- IV
- 24.7%
- B/E move
- 4.0%
- Pseudo strike
- 26.70
- IV
- 20.1%
- B/E move
- 2.5%
50Δ
- Pseudo strike
- 27.01
- IV
- 23.8%
- B/E move
- 3.2%
- Pseudo strike
- 26.96
- IV
- 16.8%
- B/E move
- 1.5%
55Δ
- Pseudo strike
- 26.73
- IV
- 25.2%
- B/E move
- 2.9%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 26.45
- IV
- 26.7%
- B/E move
- 2.6%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 26.16
- IV
- 28.3%
- B/E move
- 2.3%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 25.70
- IV
- 33.1%
- B/E move
- 2.2%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 25.00
- IV
- 42.5%
- B/E move
- 2.2%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 23.84
- IV
- 55.7%
- B/E move
- 2.2%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations