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ARK Blockchain & Fintech Innovation ETF ARKF

i

Market dataready · fetched 2026-11-07T12:27:42.464Z

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 · 2026-11-07T01:00:00.736056062Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T12:27:41.794726+00:00

Share price$41.81
1D-0.3%
AH$41.50$41.68$41.86$42.05$42.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMARKF
Sold putSold callAH

ARK Blockchain & Fintech Innovation ETF options

Live interpolated ARKF call and put midpoint premiums by absolute delta.ARK Blockchain & Fintech Innovation ETF$0.31$1.25$2.20$3.14$4.08$34.95$38.30$41.65$45.01$48.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARKF spot · $41.81ARKF PRICE$0.41$0.54$0.70$0.85$1.00$1.19$1.37$1.60$1.84$2.26$2.73$3.14$3.62$0.49$0.63$0.80$0.99$1.18$1.37$1.57$1.86$2.15$2.48$2.81$3.24$3.81
PutsCheap0.70×
CallsCheap0.79×
SkewBearish+0.38 pp
Implied moveBearish±$2.94
TiltBearish4.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.5048.4%9.8%38.6553.2%8.7%
25Δ44.6747.0%8.1%39.4051.0%7.3%
30Δ44.1148.2%7.2%40.0050.7%6.2%
35Δ43.5547.8%6.2%40.5450.1%5.4%
40Δ42.9947.0%5.2%41.0649.4%4.6%
45Δ42.5146.3%4.5%41.5548.2%3.9%
50Δ42.0345.7%3.8%42.0347.1%3.2%
55Δ41.5745.7%3.3%42.5247.3%2.8%
60Δ41.1145.8%2.7%43.0147.6%2.3%
65Δ40.5548.5%2.4%43.5147.1%1.9%
70Δ39.9651.9%2.1%44.0146.5%1.5%
75Δ39.3751.8%1.7%44.5946.1%1.1%
80Δ38.7251.8%1.3%45.2946.6%0.8%

20Δ

Calls
Pseudo strike
45.50
IV
48.4%
B/E move
9.8%
Puts
Pseudo strike
38.65
IV
53.2%
B/E move
8.7%

25Δ

Calls
Pseudo strike
44.67
IV
47.0%
B/E move
8.1%
Puts
Pseudo strike
39.40
IV
51.0%
B/E move
7.3%

30Δ

Calls
Pseudo strike
44.11
IV
48.2%
B/E move
7.2%
Puts
Pseudo strike
40.00
IV
50.7%
B/E move
6.2%

35Δ

Calls
Pseudo strike
43.55
IV
47.8%
B/E move
6.2%
Puts
Pseudo strike
40.54
IV
50.1%
B/E move
5.4%

40Δ

Calls
Pseudo strike
42.99
IV
47.0%
B/E move
5.2%
Puts
Pseudo strike
41.06
IV
49.4%
B/E move
4.6%

45Δ

Calls
Pseudo strike
42.51
IV
46.3%
B/E move
4.5%
Puts
Pseudo strike
41.55
IV
48.2%
B/E move
3.9%

50Δ

Calls
Pseudo strike
42.03
IV
45.7%
B/E move
3.8%
Puts
Pseudo strike
42.03
IV
47.1%
B/E move
3.2%

55Δ

Calls
Pseudo strike
41.57
IV
45.7%
B/E move
3.3%
Puts
Pseudo strike
42.52
IV
47.3%
B/E move
2.8%

60Δ

Calls
Pseudo strike
41.11
IV
45.8%
B/E move
2.7%
Puts
Pseudo strike
43.01
IV
47.6%
B/E move
2.3%

65Δ

Calls
Pseudo strike
40.55
IV
48.5%
B/E move
2.4%
Puts
Pseudo strike
43.51
IV
47.1%
B/E move
1.9%

70Δ

Calls
Pseudo strike
39.96
IV
51.9%
B/E move
2.1%
Puts
Pseudo strike
44.01
IV
46.5%
B/E move
1.5%

75Δ

Calls
Pseudo strike
39.37
IV
51.8%
B/E move
1.7%
Puts
Pseudo strike
44.59
IV
46.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
38.72
IV
51.8%
B/E move
1.3%
Puts
Pseudo strike
45.29
IV
46.6%
B/E move
0.8%

Options history

IV · four-Friday blend36.80%
Daily close
ARKF28.2%36.4%44.5%2026-08-10: 34.90%2026-08-11: 33.25%2026-08-12: 32.68%2026-08-13: 35.38%2026-08-14: 29.34%2026-08-17: 33.70%2026-08-18: 34.02%2026-08-19: 37.25%2026-08-20: 37.24%2026-08-21: 33.39%2026-08-24: 33.74%2026-08-25: 34.61%2026-08-26: 32.60%2026-08-27: 32.55%2026-08-28: 32.14%2026-08-31: 32.54%2026-09-01: 33.62%2026-09-02: 31.85%2026-09-03: 33.75%2026-09-04: 32.28%2026-09-08: 35.69%2026-09-09: 35.41%2026-09-10: 34.36%2026-09-11: 32.86%2026-09-14: 36.78%2026-09-15: 38.36%2026-09-16: 40.71%2026-09-17: 38.51%2026-09-18: 31.59%2026-09-21: 31.88%2026-09-22: 31.11%2026-09-23: 30.92%2026-09-24: 32.33%2026-09-25: 32.00%2026-09-28: 34.14%2026-09-29: 32.30%2026-09-30: 31.94%2026-10-01: 32.02%2026-10-02: 31.23%2026-10-05: 31.70%2026-10-06: 30.93%2026-10-07: 31.48%2026-10-08: 30.79%2026-10-09: 29.33%2026-10-12: 31.46%2026-10-13: 32.61%2026-10-14: 36.79%2026-10-15: 43.42%2026-10-16: 32.15%2026-10-19: 32.76%2026-10-20: 33.96%2026-10-21: 34.77%2026-10-22: 34.74%2026-10-23: 34.61%2026-10-26: 36.20%2026-10-27: 34.56%2026-10-28: 34.01%2026-10-29: 33.76%2026-10-30: 36.80%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
34.90%
33.25%
32.68%
35.38%
29.34%
33.70%
34.02%
37.25%
37.24%
33.39%
33.74%
34.61%
32.60%
32.55%
32.14%
32.54%
33.62%
31.85%
33.75%
32.28%
35.69%
35.41%
34.36%
32.86%
36.78%
38.36%
40.71%
38.51%
31.59%
31.88%
31.11%
30.92%
32.33%
32.00%
34.14%
32.30%
31.94%
32.02%
31.23%
31.70%
30.93%
31.48%
30.79%
29.33%
31.46%
32.61%
36.79%
43.42%
32.15%
32.76%
33.96%
34.77%
34.74%
34.61%
36.20%
34.56%
34.01%
33.76%
36.80%