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VanEck Emerging Markets High Yield Bond ETF HYEM

i

Market dataready · fetched 2026-11-12T03:21:48.800Z

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 · 2026-11-12T01:00:00.142646931Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:21:48.319810+00:00

Share price$19.22
1D+0.1%
AH$19.19$19.20$19.21$19.22$19.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHYEM
Sold putSold callAH

VanEck Emerging Markets High Yield Bond ETF options

Live interpolated HYEM call and put midpoint premiums by absolute delta.VanEck Emerging Markets High Yield Bond ETF$0.50$0.96$1.41$1.87$2.32$16.66$17.61$18.56$19.50$20.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive HYEM spot · $19.22HYEM PRICE$0.55$0.55$0.57$0.60$0.63$0.65$0.68$0.72$0.79$0.86$0.92$0.99$0.55$0.55$0.55$0.55$0.55$0.66$0.88$1.10$1.31$1.53$1.75$1.97$2.19
PutsExpensive2.86×
Calls——
Skew——
Implied moveBearish±$1.53
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.25149.2%18.3%
25Δ22.75137.9%21.2%17.20118.1%13.4%
30Δ21.29106.4%13.6%17.71100.5%10.7%
35Δ20.7292.5%10.8%18.2382.9%8.0%
40Δ20.3583.0%9.0%18.7465.2%5.4%
45Δ19.9873.5%7.2%19.1456.2%3.8%
50Δ19.6064.0%5.4%19.4455.9%3.4%
55Δ19.2354.5%3.6%19.7355.7%3.1%
60Δ18.9547.2%2.4%20.0255.4%2.7%
65Δ18.8343.8%2.1%20.3155.2%2.3%
70Δ18.7040.3%1.8%20.6054.9%1.9%
75Δ18.5836.9%1.4%20.9054.7%1.5%
80Δ18.4533.4%1.1%21.1954.5%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.25
IV
149.2%
B/E move
18.3%

25Δ

Calls
Pseudo strike
22.75
IV
137.9%
B/E move
21.2%
Puts
Pseudo strike
17.20
IV
118.1%
B/E move
13.4%

30Δ

Calls
Pseudo strike
21.29
IV
106.4%
B/E move
13.6%
Puts
Pseudo strike
17.71
IV
100.5%
B/E move
10.7%

35Δ

Calls
Pseudo strike
20.72
IV
92.5%
B/E move
10.8%
Puts
Pseudo strike
18.23
IV
82.9%
B/E move
8.0%

40Δ

Calls
Pseudo strike
20.35
IV
83.0%
B/E move
9.0%
Puts
Pseudo strike
18.74
IV
65.2%
B/E move
5.4%

45Δ

Calls
Pseudo strike
19.98
IV
73.5%
B/E move
7.2%
Puts
Pseudo strike
19.14
IV
56.2%
B/E move
3.8%

50Δ

Calls
Pseudo strike
19.60
IV
64.0%
B/E move
5.4%
Puts
Pseudo strike
19.44
IV
55.9%
B/E move
3.4%

55Δ

Calls
Pseudo strike
19.23
IV
54.5%
B/E move
3.6%
Puts
Pseudo strike
19.73
IV
55.7%
B/E move
3.1%

60Δ

Calls
Pseudo strike
18.95
IV
47.2%
B/E move
2.4%
Puts
Pseudo strike
20.02
IV
55.4%
B/E move
2.7%

65Δ

Calls
Pseudo strike
18.83
IV
43.8%
B/E move
2.1%
Puts
Pseudo strike
20.31
IV
55.2%
B/E move
2.3%

70Δ

Calls
Pseudo strike
18.70
IV
40.3%
B/E move
1.8%
Puts
Pseudo strike
20.60
IV
54.9%
B/E move
1.9%

75Δ

Calls
Pseudo strike
18.58
IV
36.9%
B/E move
1.4%
Puts
Pseudo strike
20.90
IV
54.7%
B/E move
1.5%

80Δ

Calls
Pseudo strike
18.45
IV
33.4%
B/E move
1.1%
Puts
Pseudo strike
21.19
IV
54.5%
B/E move
1.2%

Options history

IV · four-Friday blend28.79%
Daily close
HYEM22.7%49.1%75.5%2026-08-13: 32.22%2026-08-14: 33.40%2026-08-17: 37.63%2026-08-18: 42.67%2026-08-19: 47.08%2026-08-20: 60.95%2026-08-21: 29.62%2026-08-24: 30.17%2026-08-25: 30.38%2026-08-26: 30.66%2026-08-27: 30.91%2026-08-28: 31.64%2026-08-31: 32.40%2026-09-01: 31.36%2026-09-02: 31.92%2026-09-03: 32.19%2026-09-04: 32.78%2026-09-08: 34.67%2026-09-09: 35.24%2026-09-10: 36.65%2026-09-11: 40.13%2026-09-14: 46.42%2026-09-15: 50.99%2026-09-16: 57.28%2026-09-17: 71.82%2026-09-18: 29.94%2026-09-21: 27.52%2026-09-22: 27.94%2026-09-23: 27.83%2026-09-24: 27.57%2026-09-25: 27.98%2026-09-28: 28.49%2026-09-29: 28.86%2026-09-30: 31.15%2026-10-01: 30.69%2026-10-02: 31.42%2026-10-05: 33.03%2026-10-06: 32.63%2026-10-07: 34.64%2026-10-08: 35.46%2026-10-09: 36.89%2026-10-12: 42.47%2026-10-13: 44.79%2026-10-14: 51.71%2026-10-15: 65.38%2026-10-16: 26.38%2026-10-19: 27.70%2026-10-20: 27.93%2026-10-21: 27.85%2026-10-22: 28.03%2026-10-23: 27.83%2026-10-26: 28.37%2026-10-27: 28.43%2026-10-28: 28.53%2026-10-29: 28.70%2026-10-30: 28.79%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
32.22%
33.40%
37.63%
42.67%
47.08%
60.95%
29.62%
30.17%
30.38%
30.66%
30.91%
31.64%
32.40%
31.36%
31.92%
32.19%
32.78%
34.67%
35.24%
36.65%
40.13%
46.42%
50.99%
57.28%
71.82%
29.94%
27.52%
27.94%
27.83%
27.57%
27.98%
28.49%
28.86%
31.15%
30.69%
31.42%
33.03%
32.63%
34.64%
35.46%
36.89%
42.47%
44.79%
51.71%
65.38%
26.38%
27.70%
27.93%
27.85%
28.03%
27.83%
28.37%
28.43%
28.53%
28.70%
28.79%