ALPS Disruptive Technologies ETF DTEC
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Market dataready · fetched 2026-11-04T06:24:38.730Z
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 · 2026-11-04T01:00:00.084684696Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-04T06:20:01.379322+00:00
ALPS Disruptive Technologies ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 56.73 | 55.1% | 12.7% | 46.23 | 59.2% | 10.7% |
| 25Δ | 54.72 | 45.2% | 8.8% | 47.84 | 48.2% | 7.6% |
| 30Δ | 53.61 | 40.5% | 6.9% | 48.86 | 42.1% | 5.8% |
| 35Δ | 52.80 | 37.4% | 5.5% | 49.58 | 38.0% | 4.6% |
| 40Δ | 52.16 | 35.2% | 4.5% | 50.18 | 34.7% | 3.6% |
| 45Δ | 51.64 | 34.6% | 3.8% | 50.65 | 32.0% | 2.9% |
| 50Δ | 51.15 | 34.6% | 3.2% | 51.10 | 29.9% | 2.2% |
| 55Δ | 50.76 | 32.2% | 2.7% | 51.49 | 29.2% | 1.9% |
| 60Δ | 50.41 | 28.8% | 2.1% | 51.87 | 28.5% | 1.5% |
| 65Δ | 50.06 | 25.4% | 1.5% | 52.34 | 29.1% | 1.2% |
| 70Δ | 49.86 | 22.9% | 1.3% | 52.85 | 30.2% | 1.0% |
| 75Δ | 49.68 | 20.7% | 1.1% | 53.33 | 29.9% | 0.7% |
| 80Δ | 49.51 | 18.5% | 0.9% | 53.80 | 29.0% | 0.5% |
20Δ
- Pseudo strike
- 56.73
- IV
- 55.1%
- B/E move
- 12.7%
- Pseudo strike
- 46.23
- IV
- 59.2%
- B/E move
- 10.7%
25Δ
- Pseudo strike
- 54.72
- IV
- 45.2%
- B/E move
- 8.8%
- Pseudo strike
- 47.84
- IV
- 48.2%
- B/E move
- 7.6%
30Δ
- Pseudo strike
- 53.61
- IV
- 40.5%
- B/E move
- 6.9%
- Pseudo strike
- 48.86
- IV
- 42.1%
- B/E move
- 5.8%
35Δ
- Pseudo strike
- 52.80
- IV
- 37.4%
- B/E move
- 5.5%
- Pseudo strike
- 49.58
- IV
- 38.0%
- B/E move
- 4.6%
40Δ
- Pseudo strike
- 52.16
- IV
- 35.2%
- B/E move
- 4.5%
- Pseudo strike
- 50.18
- IV
- 34.7%
- B/E move
- 3.6%
45Δ
- Pseudo strike
- 51.64
- IV
- 34.6%
- B/E move
- 3.8%
- Pseudo strike
- 50.65
- IV
- 32.0%
- B/E move
- 2.9%
50Δ
- Pseudo strike
- 51.15
- IV
- 34.6%
- B/E move
- 3.2%
- Pseudo strike
- 51.10
- IV
- 29.9%
- B/E move
- 2.2%
55Δ
- Pseudo strike
- 50.76
- IV
- 32.2%
- B/E move
- 2.7%
- Pseudo strike
- 51.49
- IV
- 29.2%
- B/E move
- 1.9%
60Δ
- Pseudo strike
- 50.41
- IV
- 28.8%
- B/E move
- 2.1%
- Pseudo strike
- 51.87
- IV
- 28.5%
- B/E move
- 1.5%
65Δ
- Pseudo strike
- 50.06
- IV
- 25.4%
- B/E move
- 1.5%
- Pseudo strike
- 52.34
- IV
- 29.1%
- B/E move
- 1.2%
70Δ
- Pseudo strike
- 49.86
- IV
- 22.9%
- B/E move
- 1.3%
- Pseudo strike
- 52.85
- IV
- 30.2%
- B/E move
- 1.0%
75Δ
- Pseudo strike
- 49.68
- IV
- 20.7%
- B/E move
- 1.1%
- Pseudo strike
- 53.33
- IV
- 29.9%
- B/E move
- 0.7%
80Δ
- Pseudo strike
- 49.51
- IV
- 18.5%
- B/E move
- 0.9%
- Pseudo strike
- 53.80
- IV
- 29.0%
- B/E move
- 0.5%
Options history
Table
| Date | IV (%) |
|---|---|
| 47.13% | |
| 27.41% | |
| 52.19% | |
| 32.55% | |
| 50.93% | |
| 49.78% | |
| 38.74% | |
| 59.81% | |
| 39.82% | |
| 42.17% |