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VanEck Short Muni ETF SMB

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Market datapartial · fetched 2026-11-04T07:39:33.934Z

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 · 2026-11-04T01:00:06.696098525Z

FundamentalsAlpha Vantage · unavailable

Share price$17.15
1D-0.3%
AH$17.13$17.15$17.17$17.18$17.205:30 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$0.76$0.91$1.07$1.22$16.13$17.13$18.12$19.11$20.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ 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 SMB spot · $17.15SMB PRICE$0.63$0.63$0.63$0.63$0.63$0.66$0.70$0.74$0.82$0.91$1.00$1.09$1.18$0.63$0.63$0.63$0.63$0.63$0.65$0.74$0.84$0.93$1.03
Puts——
CallsExpensive6.11×
Skew——
Implied moveBearish±$1.44
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.69182.2%53.5%14.08133.4%21.5%
25Δ21.60131.3%29.6%15.16103.3%15.3%
30Δ19.71100.7%18.6%15.9082.3%10.9%
35Δ18.6880.6%12.6%16.3369.6%8.4%
40Δ17.9865.3%8.5%16.7158.0%6.2%
45Δ17.6859.1%7.0%17.0548.9%4.4%
50Δ17.3853.0%5.4%17.2547.2%3.8%
55Δ17.0846.8%3.9%17.4545.5%3.1%
60Δ16.8843.6%3.2%17.6543.8%2.5%
65Δ16.7041.5%2.7%17.8542.1%1.9%
70Δ16.5339.4%2.2%
75Δ16.3637.2%1.7%
80Δ16.1935.1%1.3%

20Δ

Calls
Pseudo strike
25.69
IV
182.2%
B/E move
53.5%
Puts
Pseudo strike
14.08
IV
133.4%
B/E move
21.5%

25Δ

Calls
Pseudo strike
21.60
IV
131.3%
B/E move
29.6%
Puts
Pseudo strike
15.16
IV
103.3%
B/E move
15.3%

30Δ

Calls
Pseudo strike
19.71
IV
100.7%
B/E move
18.6%
Puts
Pseudo strike
15.90
IV
82.3%
B/E move
10.9%

35Δ

Calls
Pseudo strike
18.68
IV
80.6%
B/E move
12.6%
Puts
Pseudo strike
16.33
IV
69.6%
B/E move
8.4%

40Δ

Calls
Pseudo strike
17.98
IV
65.3%
B/E move
8.5%
Puts
Pseudo strike
16.71
IV
58.0%
B/E move
6.2%

45Δ

Calls
Pseudo strike
17.68
IV
59.1%
B/E move
7.0%
Puts
Pseudo strike
17.05
IV
48.9%
B/E move
4.4%

50Δ

Calls
Pseudo strike
17.38
IV
53.0%
B/E move
5.4%
Puts
Pseudo strike
17.25
IV
47.2%
B/E move
3.8%

55Δ

Calls
Pseudo strike
17.08
IV
46.8%
B/E move
3.9%
Puts
Pseudo strike
17.45
IV
45.5%
B/E move
3.1%

60Δ

Calls
Pseudo strike
16.88
IV
43.6%
B/E move
3.2%
Puts
Pseudo strike
17.65
IV
43.8%
B/E move
2.5%

65Δ

Calls
Pseudo strike
16.70
IV
41.5%
B/E move
2.7%
Puts
Pseudo strike
17.85
IV
42.1%
B/E move
1.9%

70Δ

Calls
Pseudo strike
16.53
IV
39.4%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
16.36
IV
37.2%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
16.19
IV
35.1%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend41.97%
Daily EOD
SMB34.2%90.8%147.4%2026-10-21: 139.61%2026-10-26: 117.03%2026-10-28: 108.65%2026-10-30: 41.97%Oct 21Oct 26Oct 30
4 observations2026-10-21 — 2026-10-30
Table
DateIV (%)
139.61%
117.03%
108.65%
41.97%