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Acquirers Small and Micro Deep Value ETF DEEP

i

Market dataready · fetched 2026-11-04T03:29:35.483Z

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 · 2026-11-04T01:00:00.113475306Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T03:29:31.856806+00:00

Share price$42.74
1D+0.0%
AH$42.82$42.83$42.84$42.85$42.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDEEP
Sold putSold callAH

Acquirers Small and Micro Deep Value ETF options

Live interpolated DEEP call and put midpoint premiums by absolute delta.Acquirers Small and Micro Deep Value ETF$0.52$1.29$2.05$2.82$3.59$41.25$42.61$43.97$45.33$46.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DEEP spot · $42.74DEEP PRICE$0.60$0.64$0.68$0.76$0.85$0.95$1.07$1.25$1.44$1.70$2.09$2.60$3.37$0.64$0.71$0.78$0.84$0.90$0.96$1.03$1.12$1.23$1.35$1.46
Puts——
CallsExpensive2.49×
Skew——
Implied moveBalanced±$2.10
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.4062.6%14.6%38.7859.5%10.8%
25Δ46.2749.3%9.7%40.1049.3%7.8%
30Δ45.0040.5%6.9%41.0142.4%5.9%
35Δ44.3336.9%5.5%41.6237.5%4.6%
40Δ43.7834.1%4.4%42.1433.4%3.5%
45Δ43.3431.9%3.6%42.5130.3%2.8%
50Δ42.9230.2%2.9%42.8827.3%2.1%
55Δ42.5730.1%2.5%43.1725.4%1.6%
60Δ42.2130.0%2.1%43.4124.1%1.3%
65Δ41.8130.8%1.8%43.6622.7%1.0%
70Δ41.3332.8%1.6%43.9021.3%0.7%
75Δ40.7336.0%1.4%
80Δ39.8941.1%1.2%

20Δ

Calls
Pseudo strike
48.40
IV
62.6%
B/E move
14.6%
Puts
Pseudo strike
38.78
IV
59.5%
B/E move
10.8%

25Δ

Calls
Pseudo strike
46.27
IV
49.3%
B/E move
9.7%
Puts
Pseudo strike
40.10
IV
49.3%
B/E move
7.8%

30Δ

Calls
Pseudo strike
45.00
IV
40.5%
B/E move
6.9%
Puts
Pseudo strike
41.01
IV
42.4%
B/E move
5.9%

35Δ

Calls
Pseudo strike
44.33
IV
36.9%
B/E move
5.5%
Puts
Pseudo strike
41.62
IV
37.5%
B/E move
4.6%

40Δ

Calls
Pseudo strike
43.78
IV
34.1%
B/E move
4.4%
Puts
Pseudo strike
42.14
IV
33.4%
B/E move
3.5%

45Δ

Calls
Pseudo strike
43.34
IV
31.9%
B/E move
3.6%
Puts
Pseudo strike
42.51
IV
30.3%
B/E move
2.8%

50Δ

Calls
Pseudo strike
42.92
IV
30.2%
B/E move
2.9%
Puts
Pseudo strike
42.88
IV
27.3%
B/E move
2.1%

55Δ

Calls
Pseudo strike
42.57
IV
30.1%
B/E move
2.5%
Puts
Pseudo strike
43.17
IV
25.4%
B/E move
1.6%

60Δ

Calls
Pseudo strike
42.21
IV
30.0%
B/E move
2.1%
Puts
Pseudo strike
43.41
IV
24.1%
B/E move
1.3%

65Δ

Calls
Pseudo strike
41.81
IV
30.8%
B/E move
1.8%
Puts
Pseudo strike
43.66
IV
22.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
41.33
IV
32.8%
B/E move
1.6%
Puts
Pseudo strike
43.90
IV
21.3%
B/E move
0.7%

75Δ

Calls
Pseudo strike
40.73
IV
36.0%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
39.89
IV
41.1%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend37.99%
Daily EOD
DEEP17.2%49.6%82.0%2026-10-19: 24.46%2026-10-20: 21.70%2026-10-21: 70.52%2026-10-22: 68.44%2026-10-23: 72.36%2026-10-26: 22.65%2026-10-27: 28.87%2026-10-28: 26.57%2026-10-29: 77.53%2026-10-30: 37.99%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
24.46%
21.70%
70.52%
68.44%
72.36%
22.65%
28.87%
26.57%
77.53%
37.99%