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Aptus Collared Investment Opportunity ETF ACIO

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Market datapartial · fetched 2026-11-04T04:02:47.794Z

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 · 2026-11-04T01:00:00.260699808Z

FundamentalsAlpha Vantage · unavailable

Share price$46.32
1D+3.2%
AH$44.75$45.19$45.62$46.05$46.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMACIO
Sold putSold callAH

Aptus Collared Investment Opportunity ETF options

Live interpolated ACIO call and put midpoint premiums by absolute delta.Aptus Collared Investment Opportunity ETF$0.42$0.90$1.37$1.84$2.31$43.31$44.80$46.29$47.78$49.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ACIO spot · $46.32ACIO PRICE$0.47$0.47$0.48$0.52$0.56$0.62$0.68$0.74$0.81$0.93$1.09$1.24$1.40$0.48$0.51$0.55$0.59$0.62$0.66$0.71$0.76$0.81$0.86$1.22$1.70$2.18
PutsCheap0.90×
CallsCheap0.89×
SkewBearish+0.76 pp
Implied moveBearish±$1.39
TiltBearish7.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.5945.1%10.3%43.2041.8%7.8%
25Δ48.8633.5%6.5%44.2833.9%5.5%
30Δ47.9126.5%4.5%45.0328.4%4.0%
35Δ47.4323.2%3.5%45.4725.0%3.1%
40Δ46.9820.2%2.6%45.9021.5%2.2%
45Δ46.7519.0%2.3%46.1519.6%1.8%
50Δ46.5217.8%1.9%46.3518.1%1.5%
55Δ46.3016.7%1.6%46.5516.7%1.1%
60Δ46.0715.5%1.2%46.7515.2%0.8%
65Δ45.8515.0%1.0%46.9513.8%0.5%
70Δ45.6214.9%0.8%47.3715.2%0.4%
75Δ45.4014.8%0.7%47.8817.5%0.3%
80Δ45.1814.6%0.6%48.3919.9%0.2%

20Δ

Calls
Pseudo strike
50.59
IV
45.1%
B/E move
10.3%
Puts
Pseudo strike
43.20
IV
41.8%
B/E move
7.8%

25Δ

Calls
Pseudo strike
48.86
IV
33.5%
B/E move
6.5%
Puts
Pseudo strike
44.28
IV
33.9%
B/E move
5.5%

30Δ

Calls
Pseudo strike
47.91
IV
26.5%
B/E move
4.5%
Puts
Pseudo strike
45.03
IV
28.4%
B/E move
4.0%

35Δ

Calls
Pseudo strike
47.43
IV
23.2%
B/E move
3.5%
Puts
Pseudo strike
45.47
IV
25.0%
B/E move
3.1%

40Δ

Calls
Pseudo strike
46.98
IV
20.2%
B/E move
2.6%
Puts
Pseudo strike
45.90
IV
21.5%
B/E move
2.2%

45Δ

Calls
Pseudo strike
46.75
IV
19.0%
B/E move
2.3%
Puts
Pseudo strike
46.15
IV
19.6%
B/E move
1.8%

50Δ

Calls
Pseudo strike
46.52
IV
17.8%
B/E move
1.9%
Puts
Pseudo strike
46.35
IV
18.1%
B/E move
1.5%

55Δ

Calls
Pseudo strike
46.30
IV
16.7%
B/E move
1.6%
Puts
Pseudo strike
46.55
IV
16.7%
B/E move
1.1%

60Δ

Calls
Pseudo strike
46.07
IV
15.5%
B/E move
1.2%
Puts
Pseudo strike
46.75
IV
15.2%
B/E move
0.8%

65Δ

Calls
Pseudo strike
45.85
IV
15.0%
B/E move
1.0%
Puts
Pseudo strike
46.95
IV
13.8%
B/E move
0.5%

70Δ

Calls
Pseudo strike
45.62
IV
14.9%
B/E move
0.8%
Puts
Pseudo strike
47.37
IV
15.2%
B/E move
0.4%

75Δ

Calls
Pseudo strike
45.40
IV
14.8%
B/E move
0.7%
Puts
Pseudo strike
47.88
IV
17.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
45.18
IV
14.6%
B/E move
0.6%
Puts
Pseudo strike
48.39
IV
19.9%
B/E move
0.2%

Options history

IV · four-Friday blend12.60%
Daily close
ACIO10.7%17.4%24.1%2026-08-05: 18.83%2026-08-06: 17.89%2026-08-07: 17.85%2026-08-10: 19.37%2026-08-11: 13.74%2026-08-12: 13.79%2026-08-13: 13.67%2026-08-14: 14.92%2026-08-17: 16.99%2026-08-18: 17.76%2026-08-20: 21.54%2026-08-21: 11.69%2026-08-24: 12.09%2026-08-25: 13.10%2026-08-26: 12.17%2026-08-27: 11.76%2026-08-28: 12.30%2026-08-31: 12.55%2026-09-01: 12.34%2026-09-02: 12.42%2026-09-03: 12.16%2026-09-04: 12.55%2026-09-08: 13.53%2026-09-09: 13.73%2026-09-10: 14.52%2026-09-11: 15.36%2026-09-14: 16.00%2026-09-15: 18.79%2026-09-16: 19.20%2026-09-17: 22.56%2026-09-18: 13.44%2026-09-21: 12.66%2026-09-22: 13.19%2026-09-23: 13.10%2026-09-24: 12.00%2026-09-25: 12.48%2026-09-28: 13.94%2026-09-29: 12.59%2026-10-01: 13.75%2026-10-02: 13.48%2026-10-05: 13.55%2026-10-06: 13.50%2026-10-07: 13.77%2026-10-08: 14.64%2026-10-09: 14.69%2026-10-12: 17.05%2026-10-13: 18.19%2026-10-15: 23.18%2026-10-16: 11.61%2026-10-19: 13.06%2026-10-20: 12.03%2026-10-21: 11.98%2026-10-22: 13.57%2026-10-23: 13.84%2026-10-26: 13.37%2026-10-27: 12.36%2026-10-28: 12.55%2026-10-29: 12.50%2026-10-30: 12.60%Aug 5Sep 17Oct 30
59 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
18.83%
17.89%
17.85%
19.37%
13.74%
13.79%
13.67%
14.92%
16.99%
17.76%
21.54%
11.69%
12.09%
13.10%
12.17%
11.76%
12.30%
12.55%
12.34%
12.42%
12.16%
12.55%
13.53%
13.73%
14.52%
15.36%
16.00%
18.79%
19.20%
22.56%
13.44%
12.66%
13.19%
13.10%
12.00%
12.48%
13.94%
12.59%
13.75%
13.48%
13.55%
13.50%
13.77%
14.64%
14.69%
17.05%
18.19%
23.18%
11.61%
13.06%
12.03%
11.98%
13.57%
13.84%
13.37%
12.36%
12.55%
12.50%
12.60%