U.S. Vector Equity Portfolio ETF Class Shares DXUV
i
Market dataready · fetched 2026-11-07T08:06:16.688Z
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 · 2026-11-07T01:00:00.004401686Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-07T08:06:16.150183+00:00
U.S. Vector Equity Portfolio ETF Class Shares options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 62.20 | 53.0% | 8.8% | |||
| 25Δ | 63.57 | 45.4% | 6.9% | |||
| 30Δ | 69.92 | 33.5% | 5.1% | 64.47 | 40.5% | 5.7% |
| 35Δ | 69.33 | 33.8% | 4.6% | 65.38 | 35.6% | 4.4% |
| 40Δ | 68.74 | 34.1% | 4.2% | 66.29 | 30.7% | 3.2% |
| 45Δ | 68.15 | 34.4% | 3.7% | 67.08 | 26.7% | 2.2% |
| 50Δ | 67.56 | 34.7% | 3.3% | 67.48 | 25.9% | 1.9% |
| 55Δ | 66.97 | 34.9% | 2.8% | 67.87 | 25.2% | 1.7% |
| 60Δ | 66.38 | 35.2% | 2.4% | 68.26 | 24.4% | 1.4% |
| 65Δ | 65.79 | 35.5% | 2.0% | 68.65 | 23.7% | 1.1% |
| 70Δ | 65.20 | 35.8% | 1.5% | 69.04 | 22.9% | 0.9% |
| 75Δ | 69.43 | 22.1% | 0.6% | |||
| 80Δ | 69.82 | 21.4% | 0.3% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 62.20
- IV
- 53.0%
- B/E move
- 8.8%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 63.57
- IV
- 45.4%
- B/E move
- 6.9%
30Δ
- Pseudo strike
- 69.92
- IV
- 33.5%
- B/E move
- 5.1%
- Pseudo strike
- 64.47
- IV
- 40.5%
- B/E move
- 5.7%
35Δ
- Pseudo strike
- 69.33
- IV
- 33.8%
- B/E move
- 4.6%
- Pseudo strike
- 65.38
- IV
- 35.6%
- B/E move
- 4.4%
40Δ
- Pseudo strike
- 68.74
- IV
- 34.1%
- B/E move
- 4.2%
- Pseudo strike
- 66.29
- IV
- 30.7%
- B/E move
- 3.2%
45Δ
- Pseudo strike
- 68.15
- IV
- 34.4%
- B/E move
- 3.7%
- Pseudo strike
- 67.08
- IV
- 26.7%
- B/E move
- 2.2%
50Δ
- Pseudo strike
- 67.56
- IV
- 34.7%
- B/E move
- 3.3%
- Pseudo strike
- 67.48
- IV
- 25.9%
- B/E move
- 1.9%
55Δ
- Pseudo strike
- 66.97
- IV
- 34.9%
- B/E move
- 2.8%
- Pseudo strike
- 67.87
- IV
- 25.2%
- B/E move
- 1.7%
60Δ
- Pseudo strike
- 66.38
- IV
- 35.2%
- B/E move
- 2.4%
- Pseudo strike
- 68.26
- IV
- 24.4%
- B/E move
- 1.4%
65Δ
- Pseudo strike
- 65.79
- IV
- 35.5%
- B/E move
- 2.0%
- Pseudo strike
- 68.65
- IV
- 23.7%
- B/E move
- 1.1%
70Δ
- Pseudo strike
- 65.20
- IV
- 35.8%
- B/E move
- 1.5%
- Pseudo strike
- 69.04
- IV
- 22.9%
- B/E move
- 0.9%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 69.43
- IV
- 22.1%
- B/E move
- 0.6%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 69.82
- IV
- 21.4%
- B/E move
- 0.3%
Options history
Table
| Date | IV (%) |
|---|---|
| 17.09% | |
| 17.35% | |
| 17.28% | |
| 18.21% | |
| 18.58% | |
| 18.14% | |
| 17.64% | |
| 17.92% | |
| 17.41% | |
| 19.30% |