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Innovator Deepwater Frontier Tech ETF LOUP

i

Market dataready · fetched 2026-11-03T19:59:04.986Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-11-03T19:22:43.371277377Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T19:59:04.179894+00:00

Share price$73.19
1D+0.9%
$72.43$72.83$73.24$73.65$74.055:30 AM6:30 AM9:00 AM1:00 PMLOUP
Sold putSold call

Innovator Deepwater Frontier Tech ETF options

Live interpolated LOUP call and put midpoint premiums by absolute delta.Innovator Deepwater Frontier Tech ETF$1.10$10.41$19.72$29.03$38.34$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELOUP PRICE$2.10$9.87$11.54$13.21$17.81$26.73$35.65
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
25Δ87.7639.3%22.8%
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ78.7044.8%6.0%
60Δ81.2144.6%4.8%
65Δ83.7144.4%3.7%
70Δ88.9347.8%2.8%
75Δ98.3755.5%2.1%
80Δ107.8163.1%1.4%

20Δ

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

25Δ

Calls
Pseudo strike
87.76
IV
39.3%
B/E move
22.8%
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
78.70
IV
44.8%
B/E move
6.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
81.21
IV
44.6%
B/E move
4.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.71
IV
44.4%
B/E move
3.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
88.93
IV
47.8%
B/E move
2.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
98.37
IV
55.5%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
107.81
IV
63.1%
B/E move
1.4%

Options history

IV · four-Friday blend40.62%
Daily EOD
LOUP34.2%37.6%41.1%2026-10-19: 34.63%2026-10-20: 35.61%2026-10-21: 35.23%2026-10-22: 37.28%2026-10-23: 38.06%2026-10-26: 36.71%2026-10-27: 36.79%2026-10-28: 36.33%2026-10-29: 35.74%2026-10-30: 40.62%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.63%
35.61%
35.23%
37.28%
38.06%
36.71%
36.79%
36.33%
35.74%
40.62%