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VanEck Intermediate Muni ETF ITM

i

Market dataready · fetched 2026-11-12T03:02:54.210Z

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 · 2026-11-12T01:00:03.863007889Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:02:53.846462+00:00

Share price$46.00
1D+0.5%
AH$45.80$45.88$45.96$46.04$46.125:30 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$0.00$0.59$1.19$1.78$2.37$45.00$45.63$46.25$46.88$47.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ITM spot · $46.00ITM PRICE$0.20$0.27$0.35$0.42$0.50$0.57$0.65$0.71$0.76$0.81$0.86$0.91$0.96$0.06$0.07$0.09$0.10$0.11$0.16$0.45$0.74$1.04$1.33$1.62$1.91$2.20
PutsExpensive1.16×
CallsExpensive2.19×
SkewBullish-7.08 pp
Implied moveBullish±$1.10
TiltBearish10.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.7313.0%2.0%45.348.7%1.6%
25Δ46.6214.5%1.9%45.488.0%1.3%
30Δ46.5016.0%1.8%45.617.3%1.0%
35Δ46.3917.5%1.8%45.756.6%0.8%
40Δ46.2719.0%1.7%45.885.9%0.5%
45Δ46.1620.5%1.6%46.045.5%0.3%
50Δ46.0422.1%1.5%46.347.6%0.2%
55Δ45.9221.7%1.4%46.659.6%0.2%
60Δ45.8020.2%1.2%46.9511.7%0.2%
65Δ45.6718.7%1.0%47.2513.7%0.2%
70Δ45.5417.2%0.9%47.5615.8%0.1%
75Δ45.4215.7%0.7%47.8617.9%0.1%
80Δ45.2914.2%0.5%48.1719.9%0.1%

20Δ

Calls
Pseudo strike
46.73
IV
13.0%
B/E move
2.0%
Puts
Pseudo strike
45.34
IV
8.7%
B/E move
1.6%

25Δ

Calls
Pseudo strike
46.62
IV
14.5%
B/E move
1.9%
Puts
Pseudo strike
45.48
IV
8.0%
B/E move
1.3%

30Δ

Calls
Pseudo strike
46.50
IV
16.0%
B/E move
1.8%
Puts
Pseudo strike
45.61
IV
7.3%
B/E move
1.0%

35Δ

Calls
Pseudo strike
46.39
IV
17.5%
B/E move
1.8%
Puts
Pseudo strike
45.75
IV
6.6%
B/E move
0.8%

40Δ

Calls
Pseudo strike
46.27
IV
19.0%
B/E move
1.7%
Puts
Pseudo strike
45.88
IV
5.9%
B/E move
0.5%

45Δ

Calls
Pseudo strike
46.16
IV
20.5%
B/E move
1.6%
Puts
Pseudo strike
46.04
IV
5.5%
B/E move
0.3%

50Δ

Calls
Pseudo strike
46.04
IV
22.1%
B/E move
1.5%
Puts
Pseudo strike
46.34
IV
7.6%
B/E move
0.2%

55Δ

Calls
Pseudo strike
45.92
IV
21.7%
B/E move
1.4%
Puts
Pseudo strike
46.65
IV
9.6%
B/E move
0.2%

60Δ

Calls
Pseudo strike
45.80
IV
20.2%
B/E move
1.2%
Puts
Pseudo strike
46.95
IV
11.7%
B/E move
0.2%

65Δ

Calls
Pseudo strike
45.67
IV
18.7%
B/E move
1.0%
Puts
Pseudo strike
47.25
IV
13.7%
B/E move
0.2%

70Δ

Calls
Pseudo strike
45.54
IV
17.2%
B/E move
0.9%
Puts
Pseudo strike
47.56
IV
15.8%
B/E move
0.1%

75Δ

Calls
Pseudo strike
45.42
IV
15.7%
B/E move
0.7%
Puts
Pseudo strike
47.86
IV
17.9%
B/E move
0.1%

80Δ

Calls
Pseudo strike
45.29
IV
14.2%
B/E move
0.5%
Puts
Pseudo strike
48.17
IV
19.9%
B/E move
0.1%

Options history

IV · four-Friday blend7.94%
Daily close
ITM7.0%13.5%20.0%2026-09-04: 16.31%2026-09-15: 19.09%2026-09-28: 12.43%2026-09-29: 11.59%2026-10-15: 9.66%2026-10-22: 8.69%2026-10-23: 7.94%Sep 4Sep 29Oct 23
7 observations2026-09-04 — 2026-10-23
Table
DateIV (%)
16.31%
19.09%
12.43%
11.59%
9.66%
8.69%
7.94%