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VanEck IG Floating Rate ETF FLTR

i

Market dataready · fetched 2026-11-12T03:12:02.034Z

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 · 2026-11-12T01:00:00.14285505Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:12:01.523058+00:00

Share price$25.50
1D+0.0%
AH$25.48$25.49$25.50$25.51$25.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFLTR
Sold putSold callAH

VanEck IG Floating Rate ETF options

Live interpolated FLTR call and put midpoint premiums by absolute delta.VanEck IG Floating Rate ETF$0.72$1.71$2.70$3.69$4.68$25.32$25.42$25.52$25.62$25.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive FLTR spot · $25.50FLTR PRICE$0.82$0.82$0.82$0.82$0.82$0.83$0.92$1.01$1.10$1.20$1.31$0.82$0.82$0.82$0.82$0.82$0.91$1.00$1.09$4.39
Puts——
Calls——
Skew——
Implied moveBearish±$1.92
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.88217.8%44.0%21.25165.5%19.9%
25Δ31.68164.4%27.5%22.77127.2%13.9%
30Δ29.11125.7%17.4%23.77101.7%10.0%
35Δ27.3996.8%10.6%24.4284.3%7.5%
40Δ26.6079.8%7.6%24.9869.0%5.3%
45Δ25.9965.6%5.2%25.2964.5%4.4%
50Δ25.6962.0%4.3%25.5960.4%3.6%
55Δ25.3958.4%3.5%25.8956.3%2.8%
60Δ25.0954.7%2.7%
65Δ24.8551.5%2.2%
70Δ24.6448.6%1.8%
75Δ29.21115.8%2.7%
80Δ

20Δ

Calls
Pseudo strike
35.88
IV
217.8%
B/E move
44.0%
Puts
Pseudo strike
21.25
IV
165.5%
B/E move
19.9%

25Δ

Calls
Pseudo strike
31.68
IV
164.4%
B/E move
27.5%
Puts
Pseudo strike
22.77
IV
127.2%
B/E move
13.9%

30Δ

Calls
Pseudo strike
29.11
IV
125.7%
B/E move
17.4%
Puts
Pseudo strike
23.77
IV
101.7%
B/E move
10.0%

35Δ

Calls
Pseudo strike
27.39
IV
96.8%
B/E move
10.6%
Puts
Pseudo strike
24.42
IV
84.3%
B/E move
7.5%

40Δ

Calls
Pseudo strike
26.60
IV
79.8%
B/E move
7.6%
Puts
Pseudo strike
24.98
IV
69.0%
B/E move
5.3%

45Δ

Calls
Pseudo strike
25.99
IV
65.6%
B/E move
5.2%
Puts
Pseudo strike
25.29
IV
64.5%
B/E move
4.4%

50Δ

Calls
Pseudo strike
25.69
IV
62.0%
B/E move
4.3%
Puts
Pseudo strike
25.59
IV
60.4%
B/E move
3.6%

55Δ

Calls
Pseudo strike
25.39
IV
58.4%
B/E move
3.5%
Puts
Pseudo strike
25.89
IV
56.3%
B/E move
2.8%

60Δ

Calls
Pseudo strike
25.09
IV
54.7%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
24.85
IV
51.5%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
24.64
IV
48.6%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.21
IV
115.8%
B/E move
2.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend30.26%
Daily close
FLTR24.7%47.7%70.7%2026-08-13: 37.74%2026-08-14: 38.46%2026-08-17: 44.35%2026-08-18: 47.94%2026-08-19: 53.72%2026-08-20: 67.53%2026-08-21: 29.54%2026-08-24: 30.47%2026-08-25: 30.41%2026-08-26: 30.61%2026-08-27: 30.84%2026-08-28: 31.10%2026-08-31: 31.90%2026-09-01: 32.14%2026-09-02: 33.40%2026-09-03: 32.73%2026-09-04: 29.97%2026-09-08: 37.45%2026-09-09: 35.07%2026-09-10: 36.11%2026-09-11: 38.78%2026-09-14: 35.44%2026-09-15: 39.13%2026-09-16: 55.33%2026-09-17: 63.00%2026-09-18: 29.22%2026-09-21: 29.72%2026-09-22: 29.98%2026-09-23: 30.12%2026-09-24: 30.43%2026-09-25: 30.66%2026-09-28: 32.48%2026-09-29: 33.12%2026-09-30: 29.10%2026-10-01: 30.99%2026-10-02: 30.78%2026-10-05: 38.41%2026-10-06: 34.57%2026-10-07: 36.86%2026-10-08: 36.73%2026-10-09: 37.31%2026-10-12: 42.77%2026-10-13: 41.30%2026-10-14: 42.12%2026-10-15: 66.90%2026-10-16: 27.95%2026-10-19: 28.31%2026-10-20: 27.85%2026-10-21: 28.36%2026-10-22: 28.43%2026-10-23: 28.83%2026-10-26: 30.85%2026-10-27: 29.57%2026-10-28: 31.36%2026-10-29: 29.37%2026-10-30: 30.26%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
37.74%
38.46%
44.35%
47.94%
53.72%
67.53%
29.54%
30.47%
30.41%
30.61%
30.84%
31.10%
31.90%
32.14%
33.40%
32.73%
29.97%
37.45%
35.07%
36.11%
38.78%
35.44%
39.13%
55.33%
63.00%
29.22%
29.72%
29.98%
30.12%
30.43%
30.66%
32.48%
33.12%
29.10%
30.99%
30.78%
38.41%
34.57%
36.86%
36.73%
37.31%
42.77%
41.30%
42.12%
66.90%
27.95%
28.31%
27.85%
28.36%
28.43%
28.83%
30.85%
29.57%
31.36%
29.37%
30.26%