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VanEck Intermediate Muni ETF ITM

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Market dataready · fetched 2026-10-22T23:01:11.395Z

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 · 2026-10-22T22:30:03.935636506Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:01:09.097990+00:00

Share price$45.27
1D+0.5%
AH$45.02$45.09$45.17$45.25$45.325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMITM
Sold putSold callAH

VanEck Intermediate Muni ETF options

Live interpolated ITM call and put midpoint premiums by absolute delta.VanEck Intermediate Muni ETF$0.13$0.57$1.01$1.44$1.88$43.03$44.10$45.16$46.22$47.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ITM spot · $45.27ITM PRICE$0.18$0.53$0.52$0.52$0.52$0.51$0.51$0.51$0.51$0.50$0.50$0.78$0.48$0.40$0.32$0.26$0.36$0.47$0.57$0.68$0.78$0.89$1.16$1.46$1.76
PutsExpensive1.80×
CallsExpensive1.30×
SkewBearish+1.76 pp
Implied moveBearish±$1.09
TiltBearish22.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.6036.6%9.2%
25Δ46.289.6%2.6%42.7726.9%6.4%
30Δ47.0622.4%5.1%43.9417.2%3.7%
35Δ46.7920.2%4.5%45.018.4%1.1%
40Δ46.5718.3%4.0%45.188.8%1.0%
45Δ46.3516.4%3.5%45.349.2%0.9%
50Δ46.1214.5%3.0%45.509.6%0.8%
55Δ45.9012.6%2.5%45.6610.0%0.6%
60Δ45.6810.6%2.0%45.8210.4%0.5%
65Δ45.468.7%1.5%45.9810.8%0.4%
70Δ45.246.8%1.0%46.2911.8%0.3%
75Δ45.014.9%0.5%46.6412.8%0.2%
80Δ44.665.9%0.4%46.9813.9%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.60
IV
36.6%
B/E move
9.2%

25Δ

Calls
Pseudo strike
46.28
IV
9.6%
B/E move
2.6%
Puts
Pseudo strike
42.77
IV
26.9%
B/E move
6.4%

30Δ

Calls
Pseudo strike
47.06
IV
22.4%
B/E move
5.1%
Puts
Pseudo strike
43.94
IV
17.2%
B/E move
3.7%

35Δ

Calls
Pseudo strike
46.79
IV
20.2%
B/E move
4.5%
Puts
Pseudo strike
45.01
IV
8.4%
B/E move
1.1%

40Δ

Calls
Pseudo strike
46.57
IV
18.3%
B/E move
4.0%
Puts
Pseudo strike
45.18
IV
8.8%
B/E move
1.0%

45Δ

Calls
Pseudo strike
46.35
IV
16.4%
B/E move
3.5%
Puts
Pseudo strike
45.34
IV
9.2%
B/E move
0.9%

50Δ

Calls
Pseudo strike
46.12
IV
14.5%
B/E move
3.0%
Puts
Pseudo strike
45.50
IV
9.6%
B/E move
0.8%

55Δ

Calls
Pseudo strike
45.90
IV
12.6%
B/E move
2.5%
Puts
Pseudo strike
45.66
IV
10.0%
B/E move
0.6%

60Δ

Calls
Pseudo strike
45.68
IV
10.6%
B/E move
2.0%
Puts
Pseudo strike
45.82
IV
10.4%
B/E move
0.5%

65Δ

Calls
Pseudo strike
45.46
IV
8.7%
B/E move
1.5%
Puts
Pseudo strike
45.98
IV
10.8%
B/E move
0.4%

70Δ

Calls
Pseudo strike
45.24
IV
6.8%
B/E move
1.0%
Puts
Pseudo strike
46.29
IV
11.8%
B/E move
0.3%

75Δ

Calls
Pseudo strike
45.01
IV
4.9%
B/E move
0.5%
Puts
Pseudo strike
46.64
IV
12.8%
B/E move
0.2%

80Δ

Calls
Pseudo strike
44.66
IV
5.9%
B/E move
0.4%
Puts
Pseudo strike
46.98
IV
13.9%
B/E move
0.1%

Options history

No recorded observations