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VanEck High Yield Muni ETF HYD

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Market dataready · fetched 2026-10-22T23:11:20.341Z

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 · 2026-10-22T22:49:07.668863315Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:02:22.019865+00:00

Share price$49.20
1D+1.2%
AH$48.61$48.79$48.97$49.15$49.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHYD
Sold putSold callAH

VanEck High Yield Muni ETF options

Live interpolated HYD call and put midpoint premiums by absolute delta.VanEck High Yield Muni ETF$0.04$1.09$2.13$3.18$4.22$45.99$47.64$49.30$50.95$52.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HYD spot · $49.20HYD PRICE$0.16$0.17$0.21$0.26$0.32$0.38$0.44$0.50$0.55$0.63$0.78$0.93$1.08$0.18$0.26$0.33$0.41$0.49$0.64$0.81$0.98$1.15$1.52$1.95$2.63$3.92
PutsCheap0.81×
CallsCheap0.39×
SkewBearish+7.19 pp
Implied moveBearish±$1.25
TiltBearish40.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.7210.7%3.4%48.1510.5%2.5%
25Δ50.238.6%2.5%48.3510.8%2.2%
30Δ49.937.6%1.9%48.5511.2%2.0%
35Δ49.797.5%1.7%48.7611.6%1.7%
40Δ49.667.5%1.6%48.9611.9%1.5%
45Δ49.527.4%1.4%49.2012.6%1.3%
50Δ49.387.4%1.3%49.4413.3%1.1%
55Δ49.257.4%1.1%49.6914.1%1.0%
60Δ49.117.3%0.9%49.9414.8%0.8%
65Δ48.957.3%0.8%50.3516.5%0.7%
70Δ48.737.5%0.6%50.8318.6%0.6%
75Δ48.517.7%0.5%51.5621.6%0.5%
80Δ48.287.8%0.3%52.8727.7%0.5%

20Δ

Calls
Pseudo strike
50.72
IV
10.7%
B/E move
3.4%
Puts
Pseudo strike
48.15
IV
10.5%
B/E move
2.5%

25Δ

Calls
Pseudo strike
50.23
IV
8.6%
B/E move
2.5%
Puts
Pseudo strike
48.35
IV
10.8%
B/E move
2.2%

30Δ

Calls
Pseudo strike
49.93
IV
7.6%
B/E move
1.9%
Puts
Pseudo strike
48.55
IV
11.2%
B/E move
2.0%

35Δ

Calls
Pseudo strike
49.79
IV
7.5%
B/E move
1.7%
Puts
Pseudo strike
48.76
IV
11.6%
B/E move
1.7%

40Δ

Calls
Pseudo strike
49.66
IV
7.5%
B/E move
1.6%
Puts
Pseudo strike
48.96
IV
11.9%
B/E move
1.5%

45Δ

Calls
Pseudo strike
49.52
IV
7.4%
B/E move
1.4%
Puts
Pseudo strike
49.20
IV
12.6%
B/E move
1.3%

50Δ

Calls
Pseudo strike
49.38
IV
7.4%
B/E move
1.3%
Puts
Pseudo strike
49.44
IV
13.3%
B/E move
1.1%

55Δ

Calls
Pseudo strike
49.25
IV
7.4%
B/E move
1.1%
Puts
Pseudo strike
49.69
IV
14.1%
B/E move
1.0%

60Δ

Calls
Pseudo strike
49.11
IV
7.3%
B/E move
0.9%
Puts
Pseudo strike
49.94
IV
14.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
48.95
IV
7.3%
B/E move
0.8%
Puts
Pseudo strike
50.35
IV
16.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
48.73
IV
7.5%
B/E move
0.6%
Puts
Pseudo strike
50.83
IV
18.6%
B/E move
0.6%

75Δ

Calls
Pseudo strike
48.51
IV
7.7%
B/E move
0.5%
Puts
Pseudo strike
51.56
IV
21.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
48.28
IV
7.8%
B/E move
0.3%
Puts
Pseudo strike
52.87
IV
27.7%
B/E move
0.5%

Options history

No recorded observations