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VanEck Long Muni ETF MLN

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Market dataready · fetched 2026-10-22T21:24:04.930Z

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 · 2026-10-22T21:19:07.547469447Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:24:02.778163+00:00

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$1.08$1.26$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$0.73$0.80$0.87$0.94$1.07$1.21$0.57$0.57$0.59$0.60$0.65$0.70$0.76$0.82$0.88$0.95$1.02$1.09$1.16
PutsExpensive2.75×
CallsExpensive2.67×
SkewBearish+0.33 pp
Implied moveBearish±$1.42
TiltBearish5.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.7596.8%20.7%
25Δ20.6593.6%27.7%14.7774.6%14.6%
30Δ19.1573.7%18.7%15.4161.4%10.8%
35Δ17.9857.0%11.6%15.9450.4%7.7%
40Δ17.5148.7%8.9%16.2245.9%6.3%
45Δ17.0440.5%6.1%16.4642.4%5.2%
50Δ16.8237.9%5.2%16.7138.8%4.0%
55Δ16.6236.0%4.4%16.9635.2%2.9%
60Δ16.4234.0%3.6%17.1132.7%2.4%
65Δ16.2232.0%2.8%17.2530.5%2.0%
70Δ16.0130.0%2.1%17.3828.3%1.6%
75Δ15.8328.1%1.7%17.5126.1%1.2%
80Δ15.6426.2%1.4%17.6523.8%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.75
IV
96.8%
B/E move
20.7%

25Δ

Calls
Pseudo strike
20.65
IV
93.6%
B/E move
27.7%
Puts
Pseudo strike
14.77
IV
74.6%
B/E move
14.6%

30Δ

Calls
Pseudo strike
19.15
IV
73.7%
B/E move
18.7%
Puts
Pseudo strike
15.41
IV
61.4%
B/E move
10.8%

35Δ

Calls
Pseudo strike
17.98
IV
57.0%
B/E move
11.6%
Puts
Pseudo strike
15.94
IV
50.4%
B/E move
7.7%

40Δ

Calls
Pseudo strike
17.51
IV
48.7%
B/E move
8.9%
Puts
Pseudo strike
16.22
IV
45.9%
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
37.9%
B/E move
5.2%
Puts
Pseudo strike
16.71
IV
38.8%
B/E move
4.0%

55Δ

Calls
Pseudo strike
16.62
IV
36.0%
B/E move
4.4%
Puts
Pseudo strike
16.96
IV
35.2%
B/E move
2.9%

60Δ

Calls
Pseudo strike
16.42
IV
34.0%
B/E move
3.6%
Puts
Pseudo strike
17.11
IV
32.7%
B/E move
2.4%

65Δ

Calls
Pseudo strike
16.22
IV
32.0%
B/E move
2.8%
Puts
Pseudo strike
17.25
IV
30.5%
B/E move
2.0%

70Δ

Calls
Pseudo strike
16.01
IV
30.0%
B/E move
2.1%
Puts
Pseudo strike
17.38
IV
28.3%
B/E move
1.6%

75Δ

Calls
Pseudo strike
15.83
IV
28.1%
B/E move
1.7%
Puts
Pseudo strike
17.51
IV
26.1%
B/E move
1.2%

80Δ

Calls
Pseudo strike
15.64
IV
26.2%
B/E move
1.4%
Puts
Pseudo strike
17.65
IV
23.8%
B/E move
0.8%

Options history

No recorded observations