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VanEck High Yield Muni ETF HYD

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Market datapartial · fetched 2026-10-22T18:27:56.482Z

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 · 2026-10-22T18:27:50.848917358Z

FundamentalsAlpha Vantage · unavailable

Share price$49.21
1D+1.1%
$48.61$48.78$48.95$49.12$49.295:30 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$0.03$1.79$3.54$5.30$7.06$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEHYD PRICE$0.48$0.66$0.22$0.29$0.36$0.42$0.49$0.66$0.84$1.02$1.20$1.58$1.98$3.01$6.55
PutsCheap0.92×
CallsCheap0.21×
SkewBearish+12.85 pp
Implied move——
TiltBearish88.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.7012.7%3.5%
25Δ48.0112.6%3.0%
30Δ48.3312.4%2.5%
35Δ48.6412.2%2.0%
40Δ48.9512.1%1.5%
45Δ49.2112.8%1.3%
50Δ49.4713.7%1.2%
55Δ49.7214.6%1.0%
60Δ49.9715.5%0.9%
65Δ50.4117.2%0.8%
70Δ50.8719.0%0.7%
75Δ48.974.1%0.5%51.8924.8%0.7%
80Δ48.734.4%0.4%55.3442.6%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.70
IV
12.7%
B/E move
3.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.01
IV
12.6%
B/E move
3.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.33
IV
12.4%
B/E move
2.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.64
IV
12.2%
B/E move
2.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.95
IV
12.1%
B/E move
1.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.21
IV
12.8%
B/E move
1.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.47
IV
13.7%
B/E move
1.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.72
IV
14.6%
B/E move
1.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.97
IV
15.5%
B/E move
0.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.41
IV
17.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.87
IV
19.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
48.97
IV
4.1%
B/E move
0.5%
Puts
Pseudo strike
51.89
IV
24.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
48.73
IV
4.4%
B/E move
0.4%
Puts
Pseudo strike
55.34
IV
42.6%
B/E move
0.9%

Options history

No recorded observations