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VanEck Emerging Markets High Yield Bond ETF HYEM

i

Market dataready · fetched 2026-10-22T23:59:14.565Z

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 · 2026-10-22T22:30:00.003029745Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:59:14.205444+00:00

Share price$19.36
1D+0.2%
AH$19.31$19.33$19.34$19.35$19.375:30 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$0.51$0.84$1.17$1.50$1.83$16.54$17.91$19.28$20.66$22.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HYEM spot · $19.36HYEM PRICE$0.55$0.55$0.57$0.61$0.64$0.68$0.71$0.75$0.84$1.10$1.37$1.63$0.56$0.58$0.59$0.59$0.61$0.70$0.79$0.88$0.97$1.14$1.34$1.54$1.73
PutsExpensive1.84×
CallsExpensive1.83×
SkewBearish+2.86 pp
Implied moveBearish±$1.47
TiltBearish9.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.3982.9%18.3%
25Δ22.9275.1%21.2%17.2967.8%13.7%
30Δ21.4958.2%13.9%17.8857.2%10.7%
35Δ20.8349.5%10.5%18.4746.6%7.7%
40Δ20.5145.2%9.1%19.0236.9%4.9%
45Δ20.1941.0%7.6%19.2535.5%4.2%
50Δ19.8836.7%6.2%19.4834.0%3.5%
55Δ19.5632.4%4.7%19.7132.6%2.8%
60Δ19.2428.2%3.3%19.9331.2%2.1%
65Δ18.9225.1%2.1%20.1930.8%1.6%
70Δ18.6025.9%1.8%20.4530.8%1.3%
75Δ18.2726.7%1.4%20.7130.8%0.9%
80Δ17.9427.5%1.1%20.9830.8%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.39
IV
82.9%
B/E move
18.3%

25Δ

Calls
Pseudo strike
22.92
IV
75.1%
B/E move
21.2%
Puts
Pseudo strike
17.29
IV
67.8%
B/E move
13.7%

30Δ

Calls
Pseudo strike
21.49
IV
58.2%
B/E move
13.9%
Puts
Pseudo strike
17.88
IV
57.2%
B/E move
10.7%

35Δ

Calls
Pseudo strike
20.83
IV
49.5%
B/E move
10.5%
Puts
Pseudo strike
18.47
IV
46.6%
B/E move
7.7%

40Δ

Calls
Pseudo strike
20.51
IV
45.2%
B/E move
9.1%
Puts
Pseudo strike
19.02
IV
36.9%
B/E move
4.9%

45Δ

Calls
Pseudo strike
20.19
IV
41.0%
B/E move
7.6%
Puts
Pseudo strike
19.25
IV
35.5%
B/E move
4.2%

50Δ

Calls
Pseudo strike
19.88
IV
36.7%
B/E move
6.2%
Puts
Pseudo strike
19.48
IV
34.0%
B/E move
3.5%

55Δ

Calls
Pseudo strike
19.56
IV
32.4%
B/E move
4.7%
Puts
Pseudo strike
19.71
IV
32.6%
B/E move
2.8%

60Δ

Calls
Pseudo strike
19.24
IV
28.2%
B/E move
3.3%
Puts
Pseudo strike
19.93
IV
31.2%
B/E move
2.1%

65Δ

Calls
Pseudo strike
18.92
IV
25.1%
B/E move
2.1%
Puts
Pseudo strike
20.19
IV
30.8%
B/E move
1.6%

70Δ

Calls
Pseudo strike
18.60
IV
25.9%
B/E move
1.8%
Puts
Pseudo strike
20.45
IV
30.8%
B/E move
1.3%

75Δ

Calls
Pseudo strike
18.27
IV
26.7%
B/E move
1.4%
Puts
Pseudo strike
20.71
IV
30.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
17.94
IV
27.5%
B/E move
1.1%
Puts
Pseudo strike
20.98
IV
30.8%
B/E move
0.6%

Options history

No recorded observations