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Strive U.S. Energy ETF DRLL

i

Market dataready · fetched 2026-11-04T06:23:57.459Z

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 · 2026-11-04T00:00:00.002892618Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T06:23:56.513807+00:00

Share price$43.61
1D-0.8%
AH$43.58$43.68$43.78$43.88$43.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDRLL
Sold putSold callAH

Strive U.S. Energy ETF options

Live interpolated DRLL call and put midpoint premiums by absolute delta.Strive U.S. Energy ETF$0.46$1.38$2.30$3.22$4.13$39.39$41.65$43.90$46.16$48.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DRLL spot · $43.61DRLL PRICE$0.56$0.64$0.72$0.83$0.95$1.10$1.29$1.55$1.83$2.16$2.54$3.11$3.87$0.61$0.65$0.75$0.85$0.95$1.11$1.26$1.44$1.65$1.87$2.15$2.46$2.81
PutsExpensive1.20×
CallsExpensive1.71×
SkewBullish-6.33 pp
Implied moveBalanced±$2.55
TiltBullish6.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.8257.2%13.2%39.7956.0%10.2%
25Δ47.1648.9%9.6%41.1344.6%7.2%
30Δ46.0442.8%7.2%41.7641.2%6.0%
35Δ45.3339.5%5.8%42.3937.8%4.8%
40Δ44.7537.6%4.8%43.0134.4%3.6%
45Δ44.2636.8%4.0%43.3933.7%3.0%
50Δ43.8036.8%3.4%43.7832.9%2.5%
55Δ43.3738.0%3.0%44.1632.2%2.0%
60Δ42.9339.1%2.6%44.5331.7%1.7%
65Δ42.4240.0%2.2%44.9031.3%1.3%
70Δ41.8941.3%1.9%45.3130.9%1.0%
75Δ41.2044.2%1.6%45.7330.7%0.8%
80Δ40.3248.0%1.3%46.2030.3%0.5%

20Δ

Calls
Pseudo strike
48.82
IV
57.2%
B/E move
13.2%
Puts
Pseudo strike
39.79
IV
56.0%
B/E move
10.2%

25Δ

Calls
Pseudo strike
47.16
IV
48.9%
B/E move
9.6%
Puts
Pseudo strike
41.13
IV
44.6%
B/E move
7.2%

30Δ

Calls
Pseudo strike
46.04
IV
42.8%
B/E move
7.2%
Puts
Pseudo strike
41.76
IV
41.2%
B/E move
6.0%

35Δ

Calls
Pseudo strike
45.33
IV
39.5%
B/E move
5.8%
Puts
Pseudo strike
42.39
IV
37.8%
B/E move
4.8%

40Δ

Calls
Pseudo strike
44.75
IV
37.6%
B/E move
4.8%
Puts
Pseudo strike
43.01
IV
34.4%
B/E move
3.6%

45Δ

Calls
Pseudo strike
44.26
IV
36.8%
B/E move
4.0%
Puts
Pseudo strike
43.39
IV
33.7%
B/E move
3.0%

50Δ

Calls
Pseudo strike
43.80
IV
36.8%
B/E move
3.4%
Puts
Pseudo strike
43.78
IV
32.9%
B/E move
2.5%

55Δ

Calls
Pseudo strike
43.37
IV
38.0%
B/E move
3.0%
Puts
Pseudo strike
44.16
IV
32.2%
B/E move
2.0%

60Δ

Calls
Pseudo strike
42.93
IV
39.1%
B/E move
2.6%
Puts
Pseudo strike
44.53
IV
31.7%
B/E move
1.7%

65Δ

Calls
Pseudo strike
42.42
IV
40.0%
B/E move
2.2%
Puts
Pseudo strike
44.90
IV
31.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
41.89
IV
41.3%
B/E move
1.9%
Puts
Pseudo strike
45.31
IV
30.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
41.20
IV
44.2%
B/E move
1.6%
Puts
Pseudo strike
45.73
IV
30.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
40.32
IV
48.0%
B/E move
1.3%
Puts
Pseudo strike
46.20
IV
30.3%
B/E move
0.5%

Options history

IV · four-Friday blend28.33%
Daily EOD
DRLL26.7%28.2%29.8%2026-10-19: 27.37%2026-10-20: 26.87%2026-10-21: 28.50%2026-10-22: 28.22%2026-10-23: 28.95%2026-10-26: 28.66%2026-10-27: 29.57%2026-10-28: 28.93%2026-10-29: 29.47%2026-10-30: 28.33%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.37%
26.87%
28.50%
28.22%
28.95%
28.66%
29.57%
28.93%
29.47%
28.33%