IntraAlpha
Create free account Start free

VanEck Fallen Angel High Yield Bond ETF ANGL

i

Market datapartial · fetched 2026-10-22T20:31:10.789Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:00.619512707Z

FundamentalsAlpha Vantage · unavailable

Share price$27.53
1D+0.7%
AH$27.33$27.39$27.45$27.50$27.565:30 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$0.39$0.92$1.45$1.98$2.51$24.92$26.18$27.44$28.70$29.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ANGL spot · $27.53ANGL PRICE$0.45$0.45$0.45$0.45$0.45$0.48$0.53$0.58$0.63$0.68$0.73$0.47$0.47$0.49$0.52$0.58$0.64$0.71$0.78$0.90$1.10$1.30$1.51$2.35
PutsExpensive1.36×
CallsExpensive1.34×
SkewBearish+2.35 pp
Implied moveBearish±$1.24
TiltBearish33.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.9555.9%17.7%24.7350.8%11.9%
25Δ30.1041.2%11.0%25.7839.2%8.1%
30Δ29.1032.1%7.4%26.3832.7%6.0%
35Δ28.6026.6%5.5%26.8727.5%4.3%
40Δ28.1521.5%3.9%27.1725.1%3.4%
45Δ27.9019.1%3.1%27.3923.7%2.8%
50Δ27.7518.0%2.7%27.6222.3%2.2%
55Δ27.6016.9%2.4%27.8520.9%1.7%
60Δ27.4515.8%2.0%28.0920.2%1.2%
65Δ27.3014.7%1.6%28.3520.8%1.0%
70Δ27.1513.6%1.2%28.6221.4%0.8%
75Δ28.8822.0%0.6%
80Δ29.7329.3%0.5%

20Δ

Calls
Pseudo strike
31.95
IV
55.9%
B/E move
17.7%
Puts
Pseudo strike
24.73
IV
50.8%
B/E move
11.9%

25Δ

Calls
Pseudo strike
30.10
IV
41.2%
B/E move
11.0%
Puts
Pseudo strike
25.78
IV
39.2%
B/E move
8.1%

30Δ

Calls
Pseudo strike
29.10
IV
32.1%
B/E move
7.4%
Puts
Pseudo strike
26.38
IV
32.7%
B/E move
6.0%

35Δ

Calls
Pseudo strike
28.60
IV
26.6%
B/E move
5.5%
Puts
Pseudo strike
26.87
IV
27.5%
B/E move
4.3%

40Δ

Calls
Pseudo strike
28.15
IV
21.5%
B/E move
3.9%
Puts
Pseudo strike
27.17
IV
25.1%
B/E move
3.4%

45Δ

Calls
Pseudo strike
27.90
IV
19.1%
B/E move
3.1%
Puts
Pseudo strike
27.39
IV
23.7%
B/E move
2.8%

50Δ

Calls
Pseudo strike
27.75
IV
18.0%
B/E move
2.7%
Puts
Pseudo strike
27.62
IV
22.3%
B/E move
2.2%

55Δ

Calls
Pseudo strike
27.60
IV
16.9%
B/E move
2.4%
Puts
Pseudo strike
27.85
IV
20.9%
B/E move
1.7%

60Δ

Calls
Pseudo strike
27.45
IV
15.8%
B/E move
2.0%
Puts
Pseudo strike
28.09
IV
20.2%
B/E move
1.2%

65Δ

Calls
Pseudo strike
27.30
IV
14.7%
B/E move
1.6%
Puts
Pseudo strike
28.35
IV
20.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
27.15
IV
13.6%
B/E move
1.2%
Puts
Pseudo strike
28.62
IV
21.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.88
IV
22.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.73
IV
29.3%
B/E move
0.5%

Options history

ANGL106.27126.86147.462026-10-20: 144.62%2026-10-21: 109.11%Oct 20Oct 21
Table
DateIV
144.62%
109.11%