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VanEck BDC Income ETF BIZD

i

Market dataready · fetched 2026-11-05T19:07:50.354Z

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 · 2026-11-05T19:07:47.696856523Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-05T19:07:49.633815+00:00

Share price$12.45
1D-3.8%
$12.36$12.51$12.66$12.81$12.965:30 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$0.07$0.33$0.60$0.86$1.12$11.56$12.01$12.46$12.91$13.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive BIZD spot · $12.45BIZD PRICE$0.12$0.25$0.38$0.51$0.65$0.78$0.91$1.04$0.10$0.12$0.17$0.22$0.27$0.32$0.37$0.42$0.47$0.52$0.57$0.62
Puts——
Calls——
Skew——
Implied moveBullish±$1.15
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.6636.4%7.2%
25Δ12.9829.1%5.2%11.9531.6%5.0%
30Δ12.8536.7%5.2%12.0830.5%4.3%
35Δ12.7244.3%5.2%12.1830.2%3.9%
40Δ12.5952.0%5.2%12.2830.0%3.5%
45Δ12.4559.6%5.2%12.3829.7%3.1%
50Δ12.3267.2%5.2%12.4829.4%2.7%
55Δ12.1974.8%5.2%12.5829.2%2.3%
60Δ12.0682.4%5.2%12.6828.9%1.9%
65Δ12.7828.6%1.5%
70Δ12.8928.4%1.1%
75Δ12.9928.1%0.7%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.66
IV
36.4%
B/E move
7.2%

25Δ

Calls
Pseudo strike
12.98
IV
29.1%
B/E move
5.2%
Puts
Pseudo strike
11.95
IV
31.6%
B/E move
5.0%

30Δ

Calls
Pseudo strike
12.85
IV
36.7%
B/E move
5.2%
Puts
Pseudo strike
12.08
IV
30.5%
B/E move
4.3%

35Δ

Calls
Pseudo strike
12.72
IV
44.3%
B/E move
5.2%
Puts
Pseudo strike
12.18
IV
30.2%
B/E move
3.9%

40Δ

Calls
Pseudo strike
12.59
IV
52.0%
B/E move
5.2%
Puts
Pseudo strike
12.28
IV
30.0%
B/E move
3.5%

45Δ

Calls
Pseudo strike
12.45
IV
59.6%
B/E move
5.2%
Puts
Pseudo strike
12.38
IV
29.7%
B/E move
3.1%

50Δ

Calls
Pseudo strike
12.32
IV
67.2%
B/E move
5.2%
Puts
Pseudo strike
12.48
IV
29.4%
B/E move
2.7%

55Δ

Calls
Pseudo strike
12.19
IV
74.8%
B/E move
5.2%
Puts
Pseudo strike
12.58
IV
29.2%
B/E move
2.3%

60Δ

Calls
Pseudo strike
12.06
IV
82.4%
B/E move
5.2%
Puts
Pseudo strike
12.68
IV
28.9%
B/E move
1.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.78
IV
28.6%
B/E move
1.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.89
IV
28.4%
B/E move
1.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.99
IV
28.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
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%