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EA Series Trust Intelligent Alpha Atlas ETF GPT

i

Market dataready · fetched 2026-11-04T09:39:21.645Z

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 · 2026-11-03T21:00:00.946985799Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:39:20.665212+00:00

Share price$33.08
1D+0.0%
AH$33.01$33.02$33.03$33.04$33.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGPT
Sold putSold callAH

EA Series Trust Intelligent Alpha Atlas ETF options

Live interpolated GPT call and put midpoint premiums by absolute delta.EA Series Trust Intelligent Alpha Atlas ETF$0.45$0.94$1.43$1.93$2.42$30.44$31.90$33.36$34.82$36.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GPT spot · $33.08GPT PRICE$0.50$0.50$0.54$0.59$0.66$0.75$0.83$0.94$1.11$1.29$1.47$1.84$2.28$0.55$0.61$0.67$0.72$0.77$0.81$0.88$0.96$1.03$1.11
Puts——
CallsExpensive1.77×
Skew——
Implied moveBearish±$1.71
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.8568.3%16.0%29.7465.9%11.8%
25Δ35.8750.8%10.0%30.8255.2%8.7%
30Δ34.8942.1%7.1%31.5547.8%6.6%
35Δ34.3337.7%5.6%32.1341.6%5.0%
40Δ33.8734.4%4.4%32.5237.3%4.0%
45Δ33.5632.6%3.7%32.9132.9%3.0%
50Δ33.2530.9%3.0%33.1730.5%2.4%
55Δ32.9429.7%2.4%33.3828.7%2.0%
60Δ32.6630.1%2.1%33.6026.8%1.5%
65Δ32.3730.5%1.8%33.8124.9%1.1%
70Δ32.0830.9%1.5%
75Δ31.6533.2%1.2%
80Δ31.1436.3%1.0%

20Δ

Calls
Pseudo strike
37.85
IV
68.3%
B/E move
16.0%
Puts
Pseudo strike
29.74
IV
65.9%
B/E move
11.8%

25Δ

Calls
Pseudo strike
35.87
IV
50.8%
B/E move
10.0%
Puts
Pseudo strike
30.82
IV
55.2%
B/E move
8.7%

30Δ

Calls
Pseudo strike
34.89
IV
42.1%
B/E move
7.1%
Puts
Pseudo strike
31.55
IV
47.8%
B/E move
6.6%

35Δ

Calls
Pseudo strike
34.33
IV
37.7%
B/E move
5.6%
Puts
Pseudo strike
32.13
IV
41.6%
B/E move
5.0%

40Δ

Calls
Pseudo strike
33.87
IV
34.4%
B/E move
4.4%
Puts
Pseudo strike
32.52
IV
37.3%
B/E move
4.0%

45Δ

Calls
Pseudo strike
33.56
IV
32.6%
B/E move
3.7%
Puts
Pseudo strike
32.91
IV
32.9%
B/E move
3.0%

50Δ

Calls
Pseudo strike
33.25
IV
30.9%
B/E move
3.0%
Puts
Pseudo strike
33.17
IV
30.5%
B/E move
2.4%

55Δ

Calls
Pseudo strike
32.94
IV
29.7%
B/E move
2.4%
Puts
Pseudo strike
33.38
IV
28.7%
B/E move
2.0%

60Δ

Calls
Pseudo strike
32.66
IV
30.1%
B/E move
2.1%
Puts
Pseudo strike
33.60
IV
26.8%
B/E move
1.5%

65Δ

Calls
Pseudo strike
32.37
IV
30.5%
B/E move
1.8%
Puts
Pseudo strike
33.81
IV
24.9%
B/E move
1.1%

70Δ

Calls
Pseudo strike
32.08
IV
30.9%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
31.65
IV
33.2%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
31.14
IV
36.3%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend25.75%
Daily close
GPT16.8%27.4%38.0%2026-08-06: 30.06%2026-08-07: 29.75%2026-08-10: 30.83%2026-08-11: 19.28%2026-08-12: 19.49%2026-08-13: 19.40%2026-08-14: 20.61%2026-08-17: 22.01%2026-08-18: 24.89%2026-08-19: 27.27%2026-08-20: 33.70%2026-08-21: 18.25%2026-08-24: 19.43%2026-08-25: 19.24%2026-08-26: 18.93%2026-08-27: 18.77%2026-08-28: 19.46%2026-08-31: 19.50%2026-09-01: 20.06%2026-09-02: 19.84%2026-09-03: 19.51%2026-09-04: 19.84%2026-09-08: 21.85%2026-09-09: 21.76%2026-09-10: 23.75%2026-09-11: 22.84%2026-09-14: 26.91%2026-09-15: 31.57%2026-09-16: 34.07%2026-09-17: 36.54%2026-09-18: 21.91%2026-09-21: 21.77%2026-09-22: 21.84%2026-09-23: 21.98%2026-09-24: 21.87%2026-09-25: 21.93%2026-09-28: 22.57%2026-09-29: 22.55%2026-09-30: 22.70%2026-10-01: 23.17%2026-10-02: 22.25%2026-10-05: 22.88%2026-10-07: 23.04%2026-10-08: 23.92%2026-10-09: 23.86%2026-10-12: 25.72%2026-10-13: 27.90%2026-10-15: 34.09%2026-10-16: 21.82%2026-10-19: 21.73%2026-10-20: 21.64%2026-10-21: 21.74%2026-10-22: 22.98%2026-10-23: 24.05%2026-10-26: 23.11%2026-10-27: 22.57%2026-10-28: 22.67%2026-10-29: 22.63%2026-10-30: 25.75%Aug 6Sep 17Oct 30
59 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
30.06%
29.75%
30.83%
19.28%
19.49%
19.40%
20.61%
22.01%
24.89%
27.27%
33.70%
18.25%
19.43%
19.24%
18.93%
18.77%
19.46%
19.50%
20.06%
19.84%
19.51%
19.84%
21.85%
21.76%
23.75%
22.84%
26.91%
31.57%
34.07%
36.54%
21.91%
21.77%
21.84%
21.98%
21.87%
21.93%
22.57%
22.55%
22.70%
23.17%
22.25%
22.88%
23.04%
23.92%
23.86%
25.72%
27.90%
34.09%
21.82%
21.73%
21.64%
21.74%
22.98%
24.05%
23.11%
22.57%
22.67%
22.63%
25.75%