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Tuttle Capital Pure Play Photonics ETF FOTO

i

Market dataready · fetched 2026-11-04T06:44:03.165Z

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 · 2026-11-04T01:00:02.974637992Z

FundamentalsTuttle Capital · ready · as of 2026-11-02 · fetched 2026-11-04T06:44:01.733807+00:00

Share price$14.37
1D-0.2%
AH$14.11$14.25$14.38$14.51$14.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFOTO
Sold putSold callAH

Tuttle Capital Pure Play Photonics ETF options

Live interpolated FOTO call and put midpoint premiums by absolute delta.Tuttle Capital Pure Play Photonics ETF$0.27$1.02$1.76$2.50$3.24$10.90$12.60$14.30$15.99$17.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FOTO spot · $14.37FOTO PRICE$0.35$0.43$0.49$0.56$0.68$0.84$1.00$1.15$1.35$1.56$1.76$2.18$0.69$0.75$0.82$0.59$0.79$0.99$1.20$1.42$1.65$1.89$2.40$3.03
Puts——
Calls——
Skew——
Implied moveBearish±$1.83
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.32169.7%26.1%
25Δ16.5785.2%17.8%12.27142.1%19.9%
30Δ15.9881.6%14.2%12.99124.5%15.4%
35Δ15.5676.1%11.7%
40Δ15.1370.5%9.2%14.0662.6%6.3%
45Δ14.8170.9%7.8%14.3366.8%5.8%
50Δ14.5473.8%7.0%14.6171.1%5.2%
55Δ14.2776.7%6.2%14.8975.3%4.7%
60Δ13.9979.5%5.4%15.2076.9%4.1%
65Δ13.6779.8%4.6%15.5476.8%3.4%
70Δ13.3580.0%3.7%15.8876.8%2.7%
75Δ13.0380.3%2.9%16.4682.6%2.2%
80Δ12.5385.9%2.3%17.1589.0%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.32
IV
169.7%
B/E move
26.1%

25Δ

Calls
Pseudo strike
16.57
IV
85.2%
B/E move
17.8%
Puts
Pseudo strike
12.27
IV
142.1%
B/E move
19.9%

30Δ

Calls
Pseudo strike
15.98
IV
81.6%
B/E move
14.2%
Puts
Pseudo strike
12.99
IV
124.5%
B/E move
15.4%

35Δ

Calls
Pseudo strike
15.56
IV
76.1%
B/E move
11.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
15.13
IV
70.5%
B/E move
9.2%
Puts
Pseudo strike
14.06
IV
62.6%
B/E move
6.3%

45Δ

Calls
Pseudo strike
14.81
IV
70.9%
B/E move
7.8%
Puts
Pseudo strike
14.33
IV
66.8%
B/E move
5.8%

50Δ

Calls
Pseudo strike
14.54
IV
73.8%
B/E move
7.0%
Puts
Pseudo strike
14.61
IV
71.1%
B/E move
5.2%

55Δ

Calls
Pseudo strike
14.27
IV
76.7%
B/E move
6.2%
Puts
Pseudo strike
14.89
IV
75.3%
B/E move
4.7%

60Δ

Calls
Pseudo strike
13.99
IV
79.5%
B/E move
5.4%
Puts
Pseudo strike
15.20
IV
76.9%
B/E move
4.1%

65Δ

Calls
Pseudo strike
13.67
IV
79.8%
B/E move
4.6%
Puts
Pseudo strike
15.54
IV
76.8%
B/E move
3.4%

70Δ

Calls
Pseudo strike
13.35
IV
80.0%
B/E move
3.7%
Puts
Pseudo strike
15.88
IV
76.8%
B/E move
2.7%

75Δ

Calls
Pseudo strike
13.03
IV
80.3%
B/E move
2.9%
Puts
Pseudo strike
16.46
IV
82.6%
B/E move
2.2%

80Δ

Calls
Pseudo strike
12.53
IV
85.9%
B/E move
2.3%
Puts
Pseudo strike
17.15
IV
89.0%
B/E move
1.7%

Options history

IV · four-Friday blend61.67%
Daily close
FOTO49.2%75.3%101.3%2026-08-06: 69.20%2026-08-07: 70.04%2026-08-10: 65.47%2026-08-11: 60.83%2026-08-12: 63.98%2026-08-13: 61.41%2026-08-14: 59.71%2026-08-17: 73.76%2026-08-18: 70.32%2026-08-19: 79.64%2026-08-20: 79.54%2026-08-21: 61.31%2026-08-24: 61.92%2026-08-25: 59.88%2026-08-26: 59.69%2026-08-27: 58.52%2026-08-28: 56.19%2026-08-31: 55.81%2026-09-01: 58.24%2026-09-02: 59.38%2026-09-03: 57.71%2026-09-04: 55.37%2026-09-08: 60.38%2026-09-09: 59.46%2026-09-10: 57.28%2026-09-11: 58.43%2026-09-14: 64.93%2026-09-15: 65.03%2026-09-16: 73.13%2026-09-18: 59.71%2026-09-21: 56.74%2026-09-22: 56.36%2026-09-23: 61.04%2026-09-24: 58.37%2026-09-25: 61.03%2026-09-28: 56.22%2026-09-29: 60.77%2026-09-30: 62.23%2026-10-01: 60.27%2026-10-02: 54.68%2026-10-05: 56.02%2026-10-06: 53.73%2026-10-07: 57.68%2026-10-09: 52.76%2026-10-12: 60.99%2026-10-13: 69.85%2026-10-14: 82.53%2026-10-15: 97.74%2026-10-16: 63.29%2026-10-19: 64.56%2026-10-20: 63.85%2026-10-21: 60.84%2026-10-22: 65.77%2026-10-23: 65.73%2026-10-26: 65.67%2026-10-27: 65.82%2026-10-28: 63.91%2026-10-29: 64.27%2026-10-30: 61.67%Aug 6Sep 18Oct 30
59 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
69.20%
70.04%
65.47%
60.83%
63.98%
61.41%
59.71%
73.76%
70.32%
79.64%
79.54%
61.31%
61.92%
59.88%
59.69%
58.52%
56.19%
55.81%
58.24%
59.38%
57.71%
55.37%
60.38%
59.46%
57.28%
58.43%
64.93%
65.03%
73.13%
59.71%
56.74%
56.36%
61.04%
58.37%
61.03%
56.22%
60.77%
62.23%
60.27%
54.68%
56.02%
53.73%
57.68%
52.76%
60.99%
69.85%
82.53%
97.74%
63.29%
64.56%
63.85%
60.84%
65.77%
65.73%
65.67%
65.82%
63.91%
64.27%
61.67%