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VanEck Fallen Angel High Yield Bond ETF ANGL

i

Market datapartial · fetched 2026-11-05T19:16:56.691Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T19:16:02.89508333Z

FundamentalsAlpha Vantage · unavailable

Share price$27.64
1D-0.6%
$27.60$27.65$27.71$27.76$27.815:30 AM6:30 AM9:00 AM1:00 PMANGL
Sold putSold call

VanEck Fallen Angel High Yield Bond ETF options

Live interpolated ANGL call and put midpoint premiums by absolute delta.VanEck Fallen Angel High Yield Bond ETF$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEANGL PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend16.72%
Daily close
ANGL13.0%26.2%39.5%2026-08-07: 20.49%2026-08-10: 21.31%2026-08-11: 17.48%2026-08-12: 18.64%2026-08-13: 18.77%2026-08-14: 18.91%2026-08-17: 21.21%2026-08-18: 23.26%2026-08-19: 26.17%2026-08-20: 31.36%2026-08-21: 15.59%2026-08-28: 15.84%2026-08-31: 15.65%2026-09-01: 14.84%2026-09-03: 16.62%2026-09-04: 16.67%2026-09-08: 18.18%2026-09-09: 17.71%2026-09-10: 19.41%2026-09-11: 20.33%2026-09-14: 24.49%2026-09-15: 26.40%2026-09-16: 29.31%2026-09-18: 16.33%2026-09-21: 16.70%2026-09-22: 16.84%2026-09-23: 16.01%2026-09-24: 17.76%2026-09-25: 17.65%2026-09-28: 18.36%2026-09-29: 18.43%2026-09-30: 18.34%2026-10-01: 17.67%2026-10-02: 18.45%2026-10-05: 18.58%2026-10-06: 19.32%2026-10-07: 19.77%2026-10-08: 20.61%2026-10-09: 21.10%2026-10-12: 23.85%2026-10-13: 25.82%2026-10-14: 30.26%2026-10-15: 37.65%2026-10-16: 16.37%2026-10-19: 17.25%2026-10-20: 17.23%2026-10-21: 16.90%2026-10-22: 16.89%2026-10-23: 17.06%2026-10-26: 16.19%2026-10-28: 17.18%2026-10-29: 16.98%2026-10-30: 16.72%Aug 7Sep 23Oct 30
53 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
20.49%
21.31%
17.48%
18.64%
18.77%
18.91%
21.21%
23.26%
26.17%
31.36%
15.59%
15.84%
15.65%
14.84%
16.62%
16.67%
18.18%
17.71%
19.41%
20.33%
24.49%
26.40%
29.31%
16.33%
16.70%
16.84%
16.01%
17.76%
17.65%
18.36%
18.43%
18.34%
17.67%
18.45%
18.58%
19.32%
19.77%
20.61%
21.10%
23.85%
25.82%
30.26%
37.65%
16.37%
17.25%
17.23%
16.90%
16.89%
17.06%
16.19%
17.18%
16.98%
16.72%