IntraAlpha
Create free account Start free

VanEck High Yield Muni ETF HYD

i

Market dataready · fetched 2026-11-04T09:04:31.325Z

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 · 2026-11-04T01:00:03.469254571Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:04:31.561005+00:00

Share price$49.02
1D-0.6%
AH$48.96$49.06$49.16$49.25$49.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHYD
Sold putSold callAH

VanEck High Yield Muni ETF options

Live interpolated HYD call and put midpoint premiums by absolute delta.VanEck High Yield Muni ETF$0.07$0.32$0.57$0.82$1.07$47.52$48.38$49.24$50.10$50.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive HYD spot · $49.02HYD PRICE$0.10$0.13$0.17$0.20$0.24$0.27$0.31$0.34$0.44$0.56$0.67$0.79$0.90$0.12$0.15$0.19$0.23$0.26$0.30$0.42$0.53$0.65$0.77$0.89$1.00
Puts——
CallsCheap0.49×
Skew——
Implied moveBearish±$0.73
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.847.4%1.9%48.268.8%1.8%
25Δ49.727.3%1.7%48.418.8%1.6%
30Δ49.607.3%1.5%48.568.7%1.3%
35Δ49.497.3%1.4%48.718.7%1.1%
40Δ49.377.3%1.2%48.858.6%0.9%
45Δ49.257.3%1.0%49.008.5%0.7%
50Δ49.147.2%0.9%49.169.0%0.6%
55Δ49.027.2%0.7%49.319.5%0.5%
60Δ48.877.4%0.6%49.479.9%0.4%
65Δ48.717.6%0.5%49.6210.4%0.3%
70Δ48.567.8%0.4%49.7810.8%0.3%
75Δ48.408.0%0.3%49.9411.3%0.2%
80Δ48.248.3%0.2%

20Δ

Calls
Pseudo strike
49.84
IV
7.4%
B/E move
1.9%
Puts
Pseudo strike
48.26
IV
8.8%
B/E move
1.8%

25Δ

Calls
Pseudo strike
49.72
IV
7.3%
B/E move
1.7%
Puts
Pseudo strike
48.41
IV
8.8%
B/E move
1.6%

30Δ

Calls
Pseudo strike
49.60
IV
7.3%
B/E move
1.5%
Puts
Pseudo strike
48.56
IV
8.7%
B/E move
1.3%

35Δ

Calls
Pseudo strike
49.49
IV
7.3%
B/E move
1.4%
Puts
Pseudo strike
48.71
IV
8.7%
B/E move
1.1%

40Δ

Calls
Pseudo strike
49.37
IV
7.3%
B/E move
1.2%
Puts
Pseudo strike
48.85
IV
8.6%
B/E move
0.9%

45Δ

Calls
Pseudo strike
49.25
IV
7.3%
B/E move
1.0%
Puts
Pseudo strike
49.00
IV
8.5%
B/E move
0.7%

50Δ

Calls
Pseudo strike
49.14
IV
7.2%
B/E move
0.9%
Puts
Pseudo strike
49.16
IV
9.0%
B/E move
0.6%

55Δ

Calls
Pseudo strike
49.02
IV
7.2%
B/E move
0.7%
Puts
Pseudo strike
49.31
IV
9.5%
B/E move
0.5%

60Δ

Calls
Pseudo strike
48.87
IV
7.4%
B/E move
0.6%
Puts
Pseudo strike
49.47
IV
9.9%
B/E move
0.4%

65Δ

Calls
Pseudo strike
48.71
IV
7.6%
B/E move
0.5%
Puts
Pseudo strike
49.62
IV
10.4%
B/E move
0.3%

70Δ

Calls
Pseudo strike
48.56
IV
7.8%
B/E move
0.4%
Puts
Pseudo strike
49.78
IV
10.8%
B/E move
0.3%

75Δ

Calls
Pseudo strike
48.40
IV
8.0%
B/E move
0.3%
Puts
Pseudo strike
49.94
IV
11.3%
B/E move
0.2%

80Δ

Calls
Pseudo strike
48.24
IV
8.3%
B/E move
0.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend11.21%
Daily close
HYD10.4%12.3%14.1%2026-09-17: 10.66%2026-09-24: 10.69%2026-09-25: 10.64%2026-09-28: 13.88%2026-09-29: 13.84%2026-10-01: 12.41%2026-10-05: 11.31%2026-10-22: 11.21%Sep 17Sep 28Oct 22
8 observations2026-09-17 — 2026-10-22
Table
DateIV (%)
10.66%
10.69%
10.64%
13.88%
13.84%
12.41%
11.31%
11.21%