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VanEck BDC Income ETF BIZD

i

Market dataready · fetched 2026-10-22T04:25:28.578Z

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 · 2026-10-22T00:00:00.147901847Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T04:25:26.576691+00:00

Share price$11.79
1D+0.0%
AH$11.73$11.76$11.80$11.83$11.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBIZD
Sold putSold callAH

VanEck BDC Income ETF options

Live interpolated BIZD call and put midpoint premiums by absolute delta.VanEck BDC Income ETF$0.20$0.62$1.03$1.45$1.86$9.48$10.56$11.64$12.71$13.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BIZD spot · $11.79BIZD PRICE$0.42$0.39$0.34$0.29$0.25$0.27$0.35$0.43$0.51$0.59$0.67$0.75$0.83$0.42$0.42$0.42$0.41$0.41$0.41$0.40$0.40$0.54$0.84$1.14$1.44$1.74
PutsExpensive1.79×
CallsExpensive1.93×
SkewBearish+9.19 pp
Implied moveBearish±$0.75
TiltBearish19.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.60134.4%52.9%9.24112.7%25.2%
25Δ16.02106.7%39.1%9.61100.8%22.1%
30Δ14.8782.6%29.0%9.9888.8%18.9%
35Δ13.7358.5%18.9%10.3476.9%15.8%
40Δ12.5834.4%8.8%10.7165.0%12.7%
45Δ11.9422.5%3.5%11.0753.1%9.5%
50Δ11.8223.1%3.2%11.4441.1%6.4%
55Δ11.7023.6%2.9%11.8129.2%3.3%
60Δ11.5824.1%2.5%12.1524.8%1.5%
65Δ11.4624.6%2.2%12.4828.7%1.3%
70Δ11.3425.1%1.9%12.8032.7%1.1%
75Δ11.2225.7%1.5%13.1336.6%0.9%
80Δ11.1026.2%1.2%13.4540.6%0.7%

20Δ

Calls
Pseudo strike
17.60
IV
134.4%
B/E move
52.9%
Puts
Pseudo strike
9.24
IV
112.7%
B/E move
25.2%

25Δ

Calls
Pseudo strike
16.02
IV
106.7%
B/E move
39.1%
Puts
Pseudo strike
9.61
IV
100.8%
B/E move
22.1%

30Δ

Calls
Pseudo strike
14.87
IV
82.6%
B/E move
29.0%
Puts
Pseudo strike
9.98
IV
88.8%
B/E move
18.9%

35Δ

Calls
Pseudo strike
13.73
IV
58.5%
B/E move
18.9%
Puts
Pseudo strike
10.34
IV
76.9%
B/E move
15.8%

40Δ

Calls
Pseudo strike
12.58
IV
34.4%
B/E move
8.8%
Puts
Pseudo strike
10.71
IV
65.0%
B/E move
12.7%

45Δ

Calls
Pseudo strike
11.94
IV
22.5%
B/E move
3.5%
Puts
Pseudo strike
11.07
IV
53.1%
B/E move
9.5%

50Δ

Calls
Pseudo strike
11.82
IV
23.1%
B/E move
3.2%
Puts
Pseudo strike
11.44
IV
41.1%
B/E move
6.4%

55Δ

Calls
Pseudo strike
11.70
IV
23.6%
B/E move
2.9%
Puts
Pseudo strike
11.81
IV
29.2%
B/E move
3.3%

60Δ

Calls
Pseudo strike
11.58
IV
24.1%
B/E move
2.5%
Puts
Pseudo strike
12.15
IV
24.8%
B/E move
1.5%

65Δ

Calls
Pseudo strike
11.46
IV
24.6%
B/E move
2.2%
Puts
Pseudo strike
12.48
IV
28.7%
B/E move
1.3%

70Δ

Calls
Pseudo strike
11.34
IV
25.1%
B/E move
1.9%
Puts
Pseudo strike
12.80
IV
32.7%
B/E move
1.1%

75Δ

Calls
Pseudo strike
11.22
IV
25.7%
B/E move
1.5%
Puts
Pseudo strike
13.13
IV
36.6%
B/E move
0.9%

80Δ

Calls
Pseudo strike
11.10
IV
26.2%
B/E move
1.2%
Puts
Pseudo strike
13.45
IV
40.6%
B/E move
0.7%

Options history

No recorded observations