Capital Group Dividend Value ETF CGDV
i
Market dataready · fetched 2026-11-04T09:59:26.539Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-04T01:00:00.183373685Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:59:26.037582+00:00
Capital Group Dividend Value ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 54.65 | 57.2% | 13.1% | 44.70 | 54.7% | 9.9% |
| 25Δ | 51.56 | 33.8% | 6.5% | 46.24 | 42.6% | 6.8% |
| 30Δ | 51.00 | 34.1% | 5.7% | 47.16 | 36.0% | 5.0% |
| 35Δ | 49.92 | 22.2% | 3.2% | 47.81 | 31.2% | 3.8% |
| 40Δ | 49.62 | 22.3% | 2.9% | 48.27 | 27.9% | 2.9% |
| 45Δ | 49.33 | 22.5% | 2.5% | 48.65 | 25.1% | 2.3% |
| 50Δ | 49.03 | 22.7% | 2.2% | 49.02 | 22.4% | 1.7% |
| 55Δ | 48.77 | 21.6% | 1.9% | 49.23 | 21.0% | 1.4% |
| 60Δ | 48.53 | 20.5% | 1.6% | 49.44 | 19.6% | 1.1% |
| 65Δ | 48.28 | 19.3% | 1.2% | 49.65 | 18.1% | 0.8% |
| 70Δ | 48.03 | 18.1% | 0.9% | 49.86 | 16.7% | 0.5% |
| 75Δ | 47.64 | 19.0% | 0.8% | |||
| 80Δ | 47.24 | 20.2% | 0.6% | |||
20Δ
- Pseudo strike
- 54.65
- IV
- 57.2%
- B/E move
- 13.1%
- Pseudo strike
- 44.70
- IV
- 54.7%
- B/E move
- 9.9%
25Δ
- Pseudo strike
- 51.56
- IV
- 33.8%
- B/E move
- 6.5%
- Pseudo strike
- 46.24
- IV
- 42.6%
- B/E move
- 6.8%
30Δ
- Pseudo strike
- 51.00
- IV
- 34.1%
- B/E move
- 5.7%
- Pseudo strike
- 47.16
- IV
- 36.0%
- B/E move
- 5.0%
35Δ
- Pseudo strike
- 49.92
- IV
- 22.2%
- B/E move
- 3.2%
- Pseudo strike
- 47.81
- IV
- 31.2%
- B/E move
- 3.8%
40Δ
- Pseudo strike
- 49.62
- IV
- 22.3%
- B/E move
- 2.9%
- Pseudo strike
- 48.27
- IV
- 27.9%
- B/E move
- 2.9%
45Δ
- Pseudo strike
- 49.33
- IV
- 22.5%
- B/E move
- 2.5%
- Pseudo strike
- 48.65
- IV
- 25.1%
- B/E move
- 2.3%
50Δ
- Pseudo strike
- 49.03
- IV
- 22.7%
- B/E move
- 2.2%
- Pseudo strike
- 49.02
- IV
- 22.4%
- B/E move
- 1.7%
55Δ
- Pseudo strike
- 48.77
- IV
- 21.6%
- B/E move
- 1.9%
- Pseudo strike
- 49.23
- IV
- 21.0%
- B/E move
- 1.4%
60Δ
- Pseudo strike
- 48.53
- IV
- 20.5%
- B/E move
- 1.6%
- Pseudo strike
- 49.44
- IV
- 19.6%
- B/E move
- 1.1%
65Δ
- Pseudo strike
- 48.28
- IV
- 19.3%
- B/E move
- 1.2%
- Pseudo strike
- 49.65
- IV
- 18.1%
- B/E move
- 0.8%
70Δ
- Pseudo strike
- 48.03
- IV
- 18.1%
- B/E move
- 0.9%
- Pseudo strike
- 49.86
- IV
- 16.7%
- B/E move
- 0.5%
75Δ
- Pseudo strike
- 47.64
- IV
- 19.0%
- B/E move
- 0.8%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 47.24
- IV
- 20.2%
- B/E move
- 0.6%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 14.09% | |
| 14.21% | |
| 14.68% | |
| 14.99% | |
| 15.73% | |
| 17.67% | |
| 17.55% | |
| 17.73% | |
| 17.47% | |
| 17.61% |