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VanEck High Yield Muni ETF HYD

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Market datapartial · fetched 2026-10-23T15:09:08.781Z

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 · 2026-10-23T15:08:38.596015478Z

FundamentalsAlpha Vantage · unavailable

Share price$49.26
1D-0.2%
$49.14$49.19$49.25$49.31$49.365:30 AM6:30 AM9:00 AM1:00 PMHYD
Sold putSold call

VanEck High Yield Muni ETF options

Live interpolated HYD call and put midpoint premiums by absolute delta.VanEck High Yield Muni ETF$0.00$1.08$2.15$3.22$4.29$46.08$47.72$49.37$51.01$52.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HYD spot · $49.26HYD PRICE$0.12$0.15$0.19$0.22$0.26$0.29$0.33$0.36$0.40$0.43$0.47$0.19$0.27$0.34$0.42$0.50$0.67$0.84$1.00$1.17$1.73$2.29$2.85$3.98
PutsCheap0.87×
CallsCheap0.31×
SkewBearish+9.75 pp
Implied moveBearish±$1.16
TiltBearish67.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.447.8%2.6%48.1111.5%2.7%
25Δ50.187.5%2.2%48.3311.8%2.4%
30Δ49.967.3%1.8%48.5612.1%2.1%
35Δ49.867.0%1.7%48.7812.4%1.8%
40Δ49.756.6%1.5%49.0012.6%1.5%
45Δ49.646.3%1.4%49.2513.3%1.4%
50Δ49.536.0%1.2%49.5014.1%1.2%
55Δ49.435.7%1.1%49.7514.8%1.1%
60Δ49.325.4%0.9%49.9915.5%0.9%
65Δ49.215.1%0.8%50.6018.1%0.8%
70Δ49.114.8%0.6%51.2020.8%0.7%
75Δ51.8123.5%0.6%
80Δ52.9828.6%0.5%

20Δ

Calls
Pseudo strike
50.44
IV
7.8%
B/E move
2.6%
Puts
Pseudo strike
48.11
IV
11.5%
B/E move
2.7%

25Δ

Calls
Pseudo strike
50.18
IV
7.5%
B/E move
2.2%
Puts
Pseudo strike
48.33
IV
11.8%
B/E move
2.4%

30Δ

Calls
Pseudo strike
49.96
IV
7.3%
B/E move
1.8%
Puts
Pseudo strike
48.56
IV
12.1%
B/E move
2.1%

35Δ

Calls
Pseudo strike
49.86
IV
7.0%
B/E move
1.7%
Puts
Pseudo strike
48.78
IV
12.4%
B/E move
1.8%

40Δ

Calls
Pseudo strike
49.75
IV
6.6%
B/E move
1.5%
Puts
Pseudo strike
49.00
IV
12.6%
B/E move
1.5%

45Δ

Calls
Pseudo strike
49.64
IV
6.3%
B/E move
1.4%
Puts
Pseudo strike
49.25
IV
13.3%
B/E move
1.4%

50Δ

Calls
Pseudo strike
49.53
IV
6.0%
B/E move
1.2%
Puts
Pseudo strike
49.50
IV
14.1%
B/E move
1.2%

55Δ

Calls
Pseudo strike
49.43
IV
5.7%
B/E move
1.1%
Puts
Pseudo strike
49.75
IV
14.8%
B/E move
1.1%

60Δ

Calls
Pseudo strike
49.32
IV
5.4%
B/E move
0.9%
Puts
Pseudo strike
49.99
IV
15.5%
B/E move
0.9%

65Δ

Calls
Pseudo strike
49.21
IV
5.1%
B/E move
0.8%
Puts
Pseudo strike
50.60
IV
18.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
49.11
IV
4.8%
B/E move
0.6%
Puts
Pseudo strike
51.20
IV
20.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.81
IV
23.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.98
IV
28.6%
B/E move
0.5%

Options history

No recorded observations