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VanEck Fallen Angel High Yield Bond ETF ANGL

i

Market dataready · fetched 2026-11-11T04:03:50.362Z

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 · 2026-11-10T21:00:00.523736785Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T04:03:49.837042+00:00

Share price$27.58
1D-0.1%
AH$27.52$27.55$27.58$27.61$27.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMANGL
Sold putSold callAH

VanEck Fallen Angel High Yield Bond ETF options

Live interpolated ANGL call and put midpoint premiums by absolute delta.VanEck Fallen Angel High Yield Bond ETF$0.29$0.51$0.74$0.96$1.19$25.60$26.27$26.94$27.61$28.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ANGL spot · $27.58ANGL PRICE$0.31$0.37$0.43$0.49$0.55$0.60$0.66$0.72$0.77$0.89$1.07$0.45$0.45$0.45$0.45$0.49$0.53$0.57$0.61$0.65$0.74$0.87$1.00$1.12
PutsExpensive4.54×
Calls——
Skew——
Implied moveBearish±$1.12
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.8284.3%11.7%
25Δ25.8664.1%7.9%
30Δ28.3329.7%3.8%26.4452.0%5.8%
35Δ28.1831.8%3.5%26.9641.2%3.9%
40Δ28.0434.0%3.2%27.1737.7%3.3%
45Δ27.8833.3%2.9%27.3535.0%2.7%
50Δ27.7231.6%2.5%27.5432.2%2.2%
55Δ27.5629.9%2.1%27.7229.4%1.7%
60Δ27.4028.2%1.7%27.9126.6%1.2%
65Δ27.2426.5%1.4%28.0924.9%0.8%
70Δ27.0824.8%1.0%28.2624.2%0.7%
75Δ26.8823.8%0.7%28.4323.5%0.5%
80Δ26.6723.3%0.6%28.6022.8%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.82
IV
84.3%
B/E move
11.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.86
IV
64.1%
B/E move
7.9%

30Δ

Calls
Pseudo strike
28.33
IV
29.7%
B/E move
3.8%
Puts
Pseudo strike
26.44
IV
52.0%
B/E move
5.8%

35Δ

Calls
Pseudo strike
28.18
IV
31.8%
B/E move
3.5%
Puts
Pseudo strike
26.96
IV
41.2%
B/E move
3.9%

40Δ

Calls
Pseudo strike
28.04
IV
34.0%
B/E move
3.2%
Puts
Pseudo strike
27.17
IV
37.7%
B/E move
3.3%

45Δ

Calls
Pseudo strike
27.88
IV
33.3%
B/E move
2.9%
Puts
Pseudo strike
27.35
IV
35.0%
B/E move
2.7%

50Δ

Calls
Pseudo strike
27.72
IV
31.6%
B/E move
2.5%
Puts
Pseudo strike
27.54
IV
32.2%
B/E move
2.2%

55Δ

Calls
Pseudo strike
27.56
IV
29.9%
B/E move
2.1%
Puts
Pseudo strike
27.72
IV
29.4%
B/E move
1.7%

60Δ

Calls
Pseudo strike
27.40
IV
28.2%
B/E move
1.7%
Puts
Pseudo strike
27.91
IV
26.6%
B/E move
1.2%

65Δ

Calls
Pseudo strike
27.24
IV
26.5%
B/E move
1.4%
Puts
Pseudo strike
28.09
IV
24.9%
B/E move
0.8%

70Δ

Calls
Pseudo strike
27.08
IV
24.8%
B/E move
1.0%
Puts
Pseudo strike
28.26
IV
24.2%
B/E move
0.7%

75Δ

Calls
Pseudo strike
26.88
IV
23.8%
B/E move
0.7%
Puts
Pseudo strike
28.43
IV
23.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
26.67
IV
23.3%
B/E move
0.6%
Puts
Pseudo strike
28.60
IV
22.8%
B/E move
0.4%

Options history

IV · four-Friday blend16.72%
Daily close
ANGL13.0%26.2%39.5%2026-08-12: 18.64%2026-08-13: 18.77%2026-08-14: 18.91%2026-08-17: 21.21%2026-08-18: 23.26%2026-08-19: 26.17%2026-08-20: 31.36%2026-08-21: 15.59%2026-08-28: 15.84%2026-08-31: 15.65%2026-09-01: 14.84%2026-09-03: 16.62%2026-09-04: 16.67%2026-09-08: 18.18%2026-09-09: 17.71%2026-09-10: 19.41%2026-09-11: 20.33%2026-09-14: 24.49%2026-09-15: 26.40%2026-09-16: 29.31%2026-09-18: 16.33%2026-09-21: 16.70%2026-09-22: 16.84%2026-09-23: 16.01%2026-09-24: 17.76%2026-09-25: 17.65%2026-09-28: 18.36%2026-09-29: 18.43%2026-09-30: 18.34%2026-10-01: 17.67%2026-10-02: 18.45%2026-10-05: 18.58%2026-10-06: 19.32%2026-10-07: 19.77%2026-10-08: 20.61%2026-10-09: 21.10%2026-10-12: 23.85%2026-10-13: 25.82%2026-10-14: 30.26%2026-10-15: 37.65%2026-10-16: 16.37%2026-10-19: 17.25%2026-10-20: 17.23%2026-10-21: 16.90%2026-10-22: 16.89%2026-10-23: 17.06%2026-10-26: 16.19%2026-10-28: 17.18%2026-10-29: 16.98%2026-10-30: 16.72%Aug 12Sep 24Oct 30
50 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
18.64%
18.77%
18.91%
21.21%
23.26%
26.17%
31.36%
15.59%
15.84%
15.65%
14.84%
16.62%
16.67%
18.18%
17.71%
19.41%
20.33%
24.49%
26.40%
29.31%
16.33%
16.70%
16.84%
16.01%
17.76%
17.65%
18.36%
18.43%
18.34%
17.67%
18.45%
18.58%
19.32%
19.77%
20.61%
21.10%
23.85%
25.82%
30.26%
37.65%
16.37%
17.25%
17.23%
16.90%
16.89%
17.06%
16.19%
17.18%
16.98%
16.72%