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EA Series Trust Intelligent Alpha Atlas ETF GPT

i

Market datapartial · fetched 2026-11-06T17:20:08.392Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-06T14:30:00.556813404Z

FundamentalsAlpha Vantage · unavailable

Share price$29.53
1D+0.0%
$29.52$29.52$29.53$29.54$29.545:30 AM6:30 AM9:00 AM1:00 PMGPT
Sold putSold call

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$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEGPT PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend25.75%
Daily close
GPT16.8%27.4%38.0%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 10Sep 18Oct 30
57 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%