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VanEck IG Floating Rate ETF FLTR

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Market dataready · fetched 2026-10-22T21:06:12.419Z

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 · 2026-10-22T20:10:00.003053151Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:06:11.968575+00:00

Share price$25.57
1D+0.0%
AH$25.54$25.55$25.56$25.57$25.585:30 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$0.64$2.36$4.07$5.79$7.50$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFLTR PRICE$0.82$0.82$0.82$0.82$0.82$0.82$0.82$0.82$0.82$0.85$0.95$1.05$1.31$2.09$2.88$3.66$3.52$7.01
PutsExpensive13.15×
CallsExpensive14.91×
SkewBullish-4.57 pp
Implied move——
TiltBearish73.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.9397.2%21.4%
25Δ31.8089.9%27.6%22.8870.0%13.7%
30Δ29.3369.3%17.9%23.9255.4%9.7%
35Δ27.5353.1%10.9%24.5646.1%7.2%
40Δ26.7343.7%7.8%25.0939.0%5.2%
45Δ26.1736.2%5.6%25.4236.7%4.3%
50Δ25.7534.5%3.4%
55Δ26.1934.7%2.7%
60Δ26.9942.9%2.6%
65Δ27.8051.2%2.5%
70Δ28.6059.4%2.5%
75Δ28.7050.4%1.5%
80Δ32.0882.7%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.93
IV
97.2%
B/E move
21.4%

25Δ

Calls
Pseudo strike
31.80
IV
89.9%
B/E move
27.6%
Puts
Pseudo strike
22.88
IV
70.0%
B/E move
13.7%

30Δ

Calls
Pseudo strike
29.33
IV
69.3%
B/E move
17.9%
Puts
Pseudo strike
23.92
IV
55.4%
B/E move
9.7%

35Δ

Calls
Pseudo strike
27.53
IV
53.1%
B/E move
10.9%
Puts
Pseudo strike
24.56
IV
46.1%
B/E move
7.2%

40Δ

Calls
Pseudo strike
26.73
IV
43.7%
B/E move
7.8%
Puts
Pseudo strike
25.09
IV
39.0%
B/E move
5.2%

45Δ

Calls
Pseudo strike
26.17
IV
36.2%
B/E move
5.6%
Puts
Pseudo strike
25.42
IV
36.7%
B/E move
4.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.75
IV
34.5%
B/E move
3.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.19
IV
34.7%
B/E move
2.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.99
IV
42.9%
B/E move
2.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.80
IV
51.2%
B/E move
2.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.60
IV
59.4%
B/E move
2.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.70
IV
50.4%
B/E move
1.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.08
IV
82.7%
B/E move
2.0%

Options history

No recorded observations