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VanEck BDC Income ETF BIZD

i

Market dataready · fetched 2026-11-11T15:31:43.287Z

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 · 2026-11-11T15:31:27.735939162Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:31:42.796925+00:00

Share price$12.61
1D-0.0%
$12.60$12.62$12.63$12.65$12.665:30 AM6:30 AM9:00 AM1:00 PMBIZD
Sold putSold call

VanEck BDC Income ETF options

Live interpolated BIZD call and put midpoint premiums by absolute delta.VanEck BDC Income ETF$0.17$0.58$0.99$1.40$1.81$10.92$11.58$12.25$12.92$13.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BIZD spot · $12.61BIZD PRICE$0.33$0.43$0.52$0.61$0.71$0.80$0.90$0.99$1.08$1.19$1.31$1.42$0.21$0.28$0.34$0.41$0.47$0.54$0.60$0.67$0.75$0.98$1.22$1.45$1.69
PutsExpensive2.55×
Calls——
Skew——
Implied moveBullish±$1.41
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.2287.0%12.7%
25Δ14.3694.4%16.5%11.4584.0%11.4%
30Δ14.0794.8%15.0%11.6781.0%10.2%
35Δ13.7895.1%13.4%11.9078.1%8.9%
40Δ13.4995.5%11.9%12.1275.1%7.6%
45Δ13.2095.8%10.3%12.3572.1%6.3%
50Δ12.9196.2%8.8%12.5769.2%5.1%
55Δ12.6396.5%7.2%12.8066.2%3.8%
60Δ12.3496.9%5.7%13.0363.6%2.6%
65Δ12.0597.2%4.1%13.3163.7%2.3%
70Δ11.8492.3%3.3%13.5963.7%1.9%
75Δ11.6486.3%2.7%13.8763.8%1.5%
80Δ11.4580.3%2.0%14.1563.9%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.22
IV
87.0%
B/E move
12.7%

25Δ

Calls
Pseudo strike
14.36
IV
94.4%
B/E move
16.5%
Puts
Pseudo strike
11.45
IV
84.0%
B/E move
11.4%

30Δ

Calls
Pseudo strike
14.07
IV
94.8%
B/E move
15.0%
Puts
Pseudo strike
11.67
IV
81.0%
B/E move
10.2%

35Δ

Calls
Pseudo strike
13.78
IV
95.1%
B/E move
13.4%
Puts
Pseudo strike
11.90
IV
78.1%
B/E move
8.9%

40Δ

Calls
Pseudo strike
13.49
IV
95.5%
B/E move
11.9%
Puts
Pseudo strike
12.12
IV
75.1%
B/E move
7.6%

45Δ

Calls
Pseudo strike
13.20
IV
95.8%
B/E move
10.3%
Puts
Pseudo strike
12.35
IV
72.1%
B/E move
6.3%

50Δ

Calls
Pseudo strike
12.91
IV
96.2%
B/E move
8.8%
Puts
Pseudo strike
12.57
IV
69.2%
B/E move
5.1%

55Δ

Calls
Pseudo strike
12.63
IV
96.5%
B/E move
7.2%
Puts
Pseudo strike
12.80
IV
66.2%
B/E move
3.8%

60Δ

Calls
Pseudo strike
12.34
IV
96.9%
B/E move
5.7%
Puts
Pseudo strike
13.03
IV
63.6%
B/E move
2.6%

65Δ

Calls
Pseudo strike
12.05
IV
97.2%
B/E move
4.1%
Puts
Pseudo strike
13.31
IV
63.7%
B/E move
2.3%

70Δ

Calls
Pseudo strike
11.84
IV
92.3%
B/E move
3.3%
Puts
Pseudo strike
13.59
IV
63.7%
B/E move
1.9%

75Δ

Calls
Pseudo strike
11.64
IV
86.3%
B/E move
2.7%
Puts
Pseudo strike
13.87
IV
63.8%
B/E move
1.5%

80Δ

Calls
Pseudo strike
11.45
IV
80.3%
B/E move
2.0%
Puts
Pseudo strike
14.15
IV
63.9%
B/E move
1.2%

Options history

IV · four-Friday blend42.58%
Daily close
BIZD26.2%36.3%46.4%2026-09-10: 29.58%2026-09-18: 34.01%2026-09-21: 38.62%2026-09-22: 40.42%2026-09-23: 27.72%2026-09-29: 33.95%2026-09-30: 27.55%2026-10-07: 28.14%2026-10-08: 44.96%2026-10-14: 34.26%2026-10-19: 34.86%2026-10-20: 33.05%2026-10-21: 36.91%2026-10-22: 35.73%2026-10-23: 30.96%2026-10-26: 32.13%2026-10-27: 42.58%Sep 10Oct 8Oct 27
17 observations2026-09-10 — 2026-10-27
Table
DateIV (%)
29.58%
34.01%
38.62%
40.42%
27.72%
33.95%
27.55%
28.14%
44.96%
34.26%
34.86%
33.05%
36.91%
35.73%
30.96%
32.13%
42.58%