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Gotham 1000 Value ETF GVLU

i

Market dataready · fetched 2026-11-03T22:03:10.945Z

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 · 2026-11-03T21:10:00.003059553Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T22:03:10.524032+00:00

Share price$29.27
1D-0.6%
AH$29.30$29.35$29.40$29.44$29.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGVLU
Sold putSold callAH

Gotham 1000 Value ETF options

Live interpolated GVLU call and put midpoint premiums by absolute delta.Gotham 1000 Value ETF$0.67$0.93$1.18$1.43$1.69$27.89$28.60$29.32$30.04$30.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ 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 GVLU spot · $29.27GVLU PRICE$0.70$0.70$0.71$0.76$0.83$0.93$1.03$1.13$1.23$1.33$1.44$1.61$0.70$0.70$0.73$0.78$0.82$0.87$0.92$0.98$1.03
Puts——
Calls——
Skew——
Implied moveBalanced±$1.86
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.3490.8%15.8%
25Δ33.5381.2%17.0%26.8069.3%10.8%
30Δ31.8062.8%11.0%27.6657.7%8.0%
35Δ30.8251.3%7.8%28.2649.9%6.1%
40Δ30.2344.9%5.9%28.7243.9%4.7%
45Δ29.8041.1%4.7%29.0939.0%3.6%
50Δ29.4839.0%3.9%29.3335.9%2.9%
55Δ29.1537.0%3.1%29.5732.7%2.3%
60Δ28.8834.9%2.5%29.8129.6%1.7%
65Δ28.6532.9%2.1%
70Δ28.4230.9%1.7%
75Δ28.2028.9%1.2%
80Δ27.9127.9%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.34
IV
90.8%
B/E move
15.8%

25Δ

Calls
Pseudo strike
33.53
IV
81.2%
B/E move
17.0%
Puts
Pseudo strike
26.80
IV
69.3%
B/E move
10.8%

30Δ

Calls
Pseudo strike
31.80
IV
62.8%
B/E move
11.0%
Puts
Pseudo strike
27.66
IV
57.7%
B/E move
8.0%

35Δ

Calls
Pseudo strike
30.82
IV
51.3%
B/E move
7.8%
Puts
Pseudo strike
28.26
IV
49.9%
B/E move
6.1%

40Δ

Calls
Pseudo strike
30.23
IV
44.9%
B/E move
5.9%
Puts
Pseudo strike
28.72
IV
43.9%
B/E move
4.7%

45Δ

Calls
Pseudo strike
29.80
IV
41.1%
B/E move
4.7%
Puts
Pseudo strike
29.09
IV
39.0%
B/E move
3.6%

50Δ

Calls
Pseudo strike
29.48
IV
39.0%
B/E move
3.9%
Puts
Pseudo strike
29.33
IV
35.9%
B/E move
2.9%

55Δ

Calls
Pseudo strike
29.15
IV
37.0%
B/E move
3.1%
Puts
Pseudo strike
29.57
IV
32.7%
B/E move
2.3%

60Δ

Calls
Pseudo strike
28.88
IV
34.9%
B/E move
2.5%
Puts
Pseudo strike
29.81
IV
29.6%
B/E move
1.7%

65Δ

Calls
Pseudo strike
28.65
IV
32.9%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
28.42
IV
30.9%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
28.20
IV
28.9%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
27.91
IV
27.9%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend28.83%
Daily close
GVLU23.8%41.0%58.1%2026-08-05: 26.61%2026-08-06: 27.10%2026-08-07: 26.39%2026-08-10: 27.35%2026-08-11: 26.20%2026-08-12: 35.84%2026-08-13: 35.72%2026-08-14: 37.33%2026-08-17: 41.23%2026-08-18: 44.22%2026-08-19: 46.68%2026-08-20: 54.77%2026-08-21: 30.16%2026-08-24: 30.93%2026-08-25: 31.33%2026-08-26: 31.31%2026-08-27: 30.14%2026-08-28: 29.88%2026-08-31: 30.84%2026-09-01: 31.14%2026-09-02: 31.03%2026-09-03: 31.44%2026-09-04: 31.43%2026-09-08: 33.44%2026-09-09: 35.13%2026-09-10: 36.55%2026-09-11: 37.14%2026-09-14: 41.20%2026-09-15: 44.42%2026-09-16: 46.72%2026-09-17: 55.78%2026-09-18: 30.39%2026-09-21: 30.76%2026-09-22: 32.76%2026-09-23: 31.14%2026-09-24: 31.67%2026-09-25: 31.86%2026-09-28: 32.69%2026-09-29: 32.95%2026-09-30: 33.50%2026-10-01: 33.23%2026-10-02: 33.55%2026-10-05: 34.34%2026-10-06: 35.19%2026-10-07: 36.14%2026-10-08: 35.88%2026-10-09: 37.42%2026-10-12: 41.52%2026-10-13: 43.22%2026-10-14: 48.85%2026-10-15: 54.65%2026-10-16: 29.27%2026-10-19: 29.90%2026-10-20: 29.12%2026-10-21: 29.42%2026-10-22: 29.47%2026-10-23: 30.03%2026-10-26: 30.32%2026-10-27: 30.39%2026-10-28: 30.25%2026-10-29: 30.11%2026-10-30: 28.83%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
26.61%
27.10%
26.39%
27.35%
26.20%
35.84%
35.72%
37.33%
41.23%
44.22%
46.68%
54.77%
30.16%
30.93%
31.33%
31.31%
30.14%
29.88%
30.84%
31.14%
31.03%
31.44%
31.43%
33.44%
35.13%
36.55%
37.14%
41.20%
44.42%
46.72%
55.78%
30.39%
30.76%
32.76%
31.14%
31.67%
31.86%
32.69%
32.95%
33.50%
33.23%
33.55%
34.34%
35.19%
36.14%
35.88%
37.42%
41.52%
43.22%
48.85%
54.65%
29.27%
29.90%
29.12%
29.42%
29.47%
30.03%
30.32%
30.39%
30.25%
30.11%
28.83%