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VanEck Long Muni ETF MLN

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Market datapartial · fetched 2026-10-22T23:43:14.501Z

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 · 2026-10-22T23:42:48.952882563Z

FundamentalsAlpha Vantage · unavailable

Share price$16.62
1D-0.1%
AH$16.61$16.63$16.66$16.68$16.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMLN
Sold putSold callAH

VanEck Long Muni ETF options

Live interpolated MLN call and put midpoint premiums by absolute delta.VanEck Long Muni ETF$0.56$0.73$0.91$1.09$1.27$14.00$15.31$16.61$17.92$19.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MLN spot · $16.62MLN PRICE$0.57$0.57$0.58$0.59$0.60$0.66$0.74$0.81$0.88$0.95$1.08$1.21$0.57$0.57$0.59$0.60$0.65$0.70$0.76$0.81$0.88$0.95$1.02$1.09$1.16
PutsExpensive2.69×
CallsExpensive2.62×
SkewBearish+0.25 pp
Implied moveBearish±$1.42
TiltBearish5.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.7496.9%20.8%
25Δ20.6593.8%27.7%14.7774.8%14.6%
30Δ19.1573.9%18.7%15.4061.5%10.8%
35Δ17.9857.1%11.7%15.9350.5%7.7%
40Δ17.5148.8%8.9%16.2246.0%6.3%
45Δ17.0440.5%6.1%16.4642.4%5.2%
50Δ16.8238.1%5.2%16.7138.8%4.0%
55Δ16.6136.1%4.4%16.9535.2%2.9%
60Δ16.4134.1%3.6%17.1132.8%2.3%
65Δ16.2132.1%2.8%17.2430.5%2.0%
70Δ16.0130.1%2.0%17.3728.3%1.6%
75Δ15.8228.3%1.7%17.5126.0%1.2%
80Δ15.6426.5%1.4%17.6423.8%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.74
IV
96.9%
B/E move
20.8%

25Δ

Calls
Pseudo strike
20.65
IV
93.8%
B/E move
27.7%
Puts
Pseudo strike
14.77
IV
74.8%
B/E move
14.6%

30Δ

Calls
Pseudo strike
19.15
IV
73.9%
B/E move
18.7%
Puts
Pseudo strike
15.40
IV
61.5%
B/E move
10.8%

35Δ

Calls
Pseudo strike
17.98
IV
57.1%
B/E move
11.7%
Puts
Pseudo strike
15.93
IV
50.5%
B/E move
7.7%

40Δ

Calls
Pseudo strike
17.51
IV
48.8%
B/E move
8.9%
Puts
Pseudo strike
16.22
IV
46.0%
B/E move
6.3%

45Δ

Calls
Pseudo strike
17.04
IV
40.5%
B/E move
6.1%
Puts
Pseudo strike
16.46
IV
42.4%
B/E move
5.2%

50Δ

Calls
Pseudo strike
16.82
IV
38.1%
B/E move
5.2%
Puts
Pseudo strike
16.71
IV
38.8%
B/E move
4.0%

55Δ

Calls
Pseudo strike
16.61
IV
36.1%
B/E move
4.4%
Puts
Pseudo strike
16.95
IV
35.2%
B/E move
2.9%

60Δ

Calls
Pseudo strike
16.41
IV
34.1%
B/E move
3.6%
Puts
Pseudo strike
17.11
IV
32.8%
B/E move
2.3%

65Δ

Calls
Pseudo strike
16.21
IV
32.1%
B/E move
2.8%
Puts
Pseudo strike
17.24
IV
30.5%
B/E move
2.0%

70Δ

Calls
Pseudo strike
16.01
IV
30.1%
B/E move
2.0%
Puts
Pseudo strike
17.37
IV
28.3%
B/E move
1.6%

75Δ

Calls
Pseudo strike
15.82
IV
28.3%
B/E move
1.7%
Puts
Pseudo strike
17.51
IV
26.0%
B/E move
1.2%

80Δ

Calls
Pseudo strike
15.64
IV
26.5%
B/E move
1.4%
Puts
Pseudo strike
17.64
IV
23.8%
B/E move
0.8%

Options history

No recorded observations