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VanEck Short Muni ETF SMB

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Market dataready · fetched 2026-10-23T04:07:28.578Z

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 · 2026-10-23T00:00:06.715186908Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T04:07:28.136148+00:00

Share price$17.26
1D+0.7%
AH$17.10$17.14$17.18$17.23$17.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSMB
Sold putSold callAH

VanEck Short Muni ETF options

Live interpolated SMB call and put midpoint premiums by absolute delta.VanEck Short Muni ETF$0.61$0.73$0.85$0.97$1.09$14.30$15.72$17.14$18.56$19.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMB spot · $17.26SMB PRICE$0.63$0.63$0.63$0.63$0.66$0.70$0.73$0.77$0.84$0.92$0.99$1.06$0.63$0.63$0.65$0.67$0.74$0.84$0.94$1.04
PutsExpensive4.09×
CallsExpensive3.04×
SkewBearish+4.75 pp
Implied moveBearish±$1.54
TiltBullish19.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ21.7299.0%29.5%15.2778.3%15.1%
30Δ19.8375.8%18.5%16.0462.2%10.7%
35Δ18.8060.6%12.6%16.4653.9%8.4%
40Δ18.1449.4%8.7%16.8745.6%6.1%
45Δ17.7943.8%6.9%17.1642.0%4.9%
50Δ17.5339.7%5.6%17.4040.3%4.1%
55Δ17.2735.6%4.3%17.6338.7%3.3%
60Δ17.0031.6%3.0%17.8637.1%2.5%
65Δ16.8629.4%2.6%
70Δ16.7227.2%2.2%
75Δ16.5825.1%1.8%
80Δ16.4323.0%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
21.72
IV
99.0%
B/E move
29.5%
Puts
Pseudo strike
15.27
IV
78.3%
B/E move
15.1%

30Δ

Calls
Pseudo strike
19.83
IV
75.8%
B/E move
18.5%
Puts
Pseudo strike
16.04
IV
62.2%
B/E move
10.7%

35Δ

Calls
Pseudo strike
18.80
IV
60.6%
B/E move
12.6%
Puts
Pseudo strike
16.46
IV
53.9%
B/E move
8.4%

40Δ

Calls
Pseudo strike
18.14
IV
49.4%
B/E move
8.7%
Puts
Pseudo strike
16.87
IV
45.6%
B/E move
6.1%

45Δ

Calls
Pseudo strike
17.79
IV
43.8%
B/E move
6.9%
Puts
Pseudo strike
17.16
IV
42.0%
B/E move
4.9%

50Δ

Calls
Pseudo strike
17.53
IV
39.7%
B/E move
5.6%
Puts
Pseudo strike
17.40
IV
40.3%
B/E move
4.1%

55Δ

Calls
Pseudo strike
17.27
IV
35.6%
B/E move
4.3%
Puts
Pseudo strike
17.63
IV
38.7%
B/E move
3.3%

60Δ

Calls
Pseudo strike
17.00
IV
31.6%
B/E move
3.0%
Puts
Pseudo strike
17.86
IV
37.1%
B/E move
2.5%

65Δ

Calls
Pseudo strike
16.86
IV
29.4%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
16.72
IV
27.2%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
16.58
IV
25.1%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
16.43
IV
23.0%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations