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VanEck BDC Income ETF BIZD

i

Market dataready · fetched 2026-11-05T15:39:46.582Z

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 · 2026-11-05T15:39:42.664884409Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T15:39:44.878759+00:00

Share price$12.65
1D-2.3%
$12.60$12.69$12.77$12.86$12.945:30 AM6:30 AM9:00 AM1:00 PMBIZD
Sold putSold call

VanEck BDC Income ETF options

Live interpolated BIZD call and put midpoint premiums by absolute delta.VanEck BDC Income ETF$0.04$0.47$0.90$1.33$1.76$11.54$12.05$12.57$13.08$13.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BIZD spot · $12.64BIZD PRICE$0.09$0.13$0.26$0.39$0.52$0.65$0.78$0.92$1.05$1.22$1.43$1.64$0.11$0.16$0.23$0.29$0.36$0.43$0.49$0.56$0.62
Puts——
Calls——
Skew——
Implied moveBullish±$1.14
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.8439.0%7.3%
25Δ13.4728.3%7.2%12.0737.1%5.8%
30Δ12.9723.3%3.6%12.2037.8%5.3%
35Δ12.8429.9%3.6%12.3438.5%4.8%
40Δ12.7136.5%3.6%12.4739.2%4.2%
45Δ12.5843.2%3.6%12.6040.0%3.7%
50Δ12.4549.8%3.6%12.7340.7%3.2%
55Δ12.3256.4%3.6%12.8641.4%2.7%
60Δ12.1863.0%3.6%13.0042.2%2.1%
65Δ12.0569.7%3.6%
70Δ11.8372.6%3.2%
75Δ11.5572.9%2.6%
80Δ11.2673.3%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.84
IV
39.0%
B/E move
7.3%

25Δ

Calls
Pseudo strike
13.47
IV
28.3%
B/E move
7.2%
Puts
Pseudo strike
12.07
IV
37.1%
B/E move
5.8%

30Δ

Calls
Pseudo strike
12.97
IV
23.3%
B/E move
3.6%
Puts
Pseudo strike
12.20
IV
37.8%
B/E move
5.3%

35Δ

Calls
Pseudo strike
12.84
IV
29.9%
B/E move
3.6%
Puts
Pseudo strike
12.34
IV
38.5%
B/E move
4.8%

40Δ

Calls
Pseudo strike
12.71
IV
36.5%
B/E move
3.6%
Puts
Pseudo strike
12.47
IV
39.2%
B/E move
4.2%

45Δ

Calls
Pseudo strike
12.58
IV
43.2%
B/E move
3.6%
Puts
Pseudo strike
12.60
IV
40.0%
B/E move
3.7%

50Δ

Calls
Pseudo strike
12.45
IV
49.8%
B/E move
3.6%
Puts
Pseudo strike
12.73
IV
40.7%
B/E move
3.2%

55Δ

Calls
Pseudo strike
12.32
IV
56.4%
B/E move
3.6%
Puts
Pseudo strike
12.86
IV
41.4%
B/E move
2.7%

60Δ

Calls
Pseudo strike
12.18
IV
63.0%
B/E move
3.6%
Puts
Pseudo strike
13.00
IV
42.2%
B/E move
2.1%

65Δ

Calls
Pseudo strike
12.05
IV
69.7%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
11.83
IV
72.6%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
11.55
IV
72.9%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
11.26
IV
73.3%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend42.58%
Daily close
BIZD26.2%36.3%46.4%2026-09-10: 29.58%2026-09-18: 34.01%2026-09-21: 38.62%2026-09-22: 40.42%2026-09-23: 27.72%2026-09-29: 33.95%2026-09-30: 27.55%2026-10-07: 28.14%2026-10-08: 44.96%2026-10-14: 34.26%2026-10-19: 34.86%2026-10-20: 33.05%2026-10-21: 36.91%2026-10-22: 35.73%2026-10-23: 30.96%2026-10-26: 32.13%2026-10-27: 42.58%Sep 10Oct 8Oct 27
17 observations2026-09-10 — 2026-10-27
Table
DateIV (%)
29.58%
34.01%
38.62%
40.42%
27.72%
33.95%
27.55%
28.14%
44.96%
34.26%
34.86%
33.05%
36.91%
35.73%
30.96%
32.13%
42.58%