Tuttle Capital Memory Stack Income Blast ETF DRMP
i
Market dataready · fetched 2026-11-03T14:41:31.981Z
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 · 2026-11-03T01:00:02.330610603Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-03T14:41:31.107114+00:00
Tuttle Capital Memory Stack Income Blast ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.09 | 92.7% | 23.3% | |||
| 25Δ | 18.24 | 86.0% | 18.4% | |||
| 30Δ | 17.72 | 85.9% | 15.8% | |||
| 35Δ | 17.31 | 88.4% | 14.0% | 15.06 | 68.5% | 8.2% |
| 40Δ | 16.89 | 89.9% | 12.3% | 15.35 | 66.8% | 7.1% |
| 45Δ | 16.48 | 88.5% | 10.5% | 15.63 | 65.1% | 6.0% |
| 50Δ | 16.06 | 87.0% | 8.7% | 15.92 | 63.4% | 4.9% |
| 55Δ | 15.67 | 89.4% | 7.6% | 16.17 | 61.4% | 4.1% |
| 60Δ | 15.28 | 92.5% | 6.6% | 16.42 | 59.3% | 3.4% |
| 65Δ | 16.66 | 57.2% | 2.7% | |||
| 70Δ | 16.91 | 55.1% | 2.0% | |||
| 75Δ | 17.16 | 52.5% | 1.5% | |||
| 80Δ | 17.41 | 49.6% | 1.1% | |||
20Δ
- Pseudo strike
- 19.09
- IV
- 92.7%
- B/E move
- 23.3%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 18.24
- IV
- 86.0%
- B/E move
- 18.4%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 17.72
- IV
- 85.9%
- B/E move
- 15.8%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 17.31
- IV
- 88.4%
- B/E move
- 14.0%
- Pseudo strike
- 15.06
- IV
- 68.5%
- B/E move
- 8.2%
40Δ
- Pseudo strike
- 16.89
- IV
- 89.9%
- B/E move
- 12.3%
- Pseudo strike
- 15.35
- IV
- 66.8%
- B/E move
- 7.1%
45Δ
- Pseudo strike
- 16.48
- IV
- 88.5%
- B/E move
- 10.5%
- Pseudo strike
- 15.63
- IV
- 65.1%
- B/E move
- 6.0%
50Δ
- Pseudo strike
- 16.06
- IV
- 87.0%
- B/E move
- 8.7%
- Pseudo strike
- 15.92
- IV
- 63.4%
- B/E move
- 4.9%
55Δ
- Pseudo strike
- 15.67
- IV
- 89.4%
- B/E move
- 7.6%
- Pseudo strike
- 16.17
- IV
- 61.4%
- B/E move
- 4.1%
60Δ
- Pseudo strike
- 15.28
- IV
- 92.5%
- B/E move
- 6.6%
- Pseudo strike
- 16.42
- IV
- 59.3%
- B/E move
- 3.4%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 16.66
- IV
- 57.2%
- B/E move
- 2.7%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 16.91
- IV
- 55.1%
- B/E move
- 2.0%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 17.16
- IV
- 52.5%
- B/E move
- 1.5%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 17.41
- IV
- 49.6%
- B/E move
- 1.1%
Options history
Table
| Date | IV (%) |
|---|---|
| 58.83% | |
| 60.25% | |
| 59.25% | |
| 64.08% | |
| 62.02% | |
| 63.22% | |
| 61.63% | |
| 59.87% | |
| 60.11% | |
| 65.26% |