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Westwood Salient Enhanced Midstream Income ETF MDST

i

Market dataready · fetched 2026-11-03T23:07:32.370Z

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 · 2026-11-03T21:10:00.002787653Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T23:07:31.442433+00:00

Share price$28.89
1D+0.3%
AH$28.76$28.86$28.96$29.05$29.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMDST
Sold putSold callAH

Westwood Salient Enhanced Midstream Income ETF options

Live interpolated MDST call and put midpoint premiums by absolute delta.Westwood Salient Enhanced Midstream Income ETF$0.59$0.65$0.71$0.78$0.84$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICEMDST PRICE$0.60$0.65$0.71$0.76$0.82$0.60$0.62$0.65$0.68$0.73$0.78
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.4080.0%14.2%
25Δ26.6562.6%9.9%
30Δ30.9854.0%9.3%27.4252.2%7.3%
35Δ30.3147.4%7.2%28.0344.1%5.3%
40Δ29.7942.3%5.6%28.3640.0%4.4%
45Δ29.4238.5%4.5%28.6936.0%3.4%
50Δ29.0434.6%3.4%
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.40
IV
80.0%
B/E move
14.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.65
IV
62.6%
B/E move
9.9%

30Δ

Calls
Pseudo strike
30.98
IV
54.0%
B/E move
9.3%
Puts
Pseudo strike
27.42
IV
52.2%
B/E move
7.3%

35Δ

Calls
Pseudo strike
30.31
IV
47.4%
B/E move
7.2%
Puts
Pseudo strike
28.03
IV
44.1%
B/E move
5.3%

40Δ

Calls
Pseudo strike
29.79
IV
42.3%
B/E move
5.6%
Puts
Pseudo strike
28.36
IV
40.0%
B/E move
4.4%

45Δ

Calls
Pseudo strike
29.42
IV
38.5%
B/E move
4.5%
Puts
Pseudo strike
28.69
IV
36.0%
B/E move
3.4%

50Δ

Calls
Pseudo strike
29.04
IV
34.6%
B/E move
3.4%
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 blend27.17%
Daily EOD
MDST26.7%27.6%28.4%2026-10-19: 27.43%2026-10-21: 26.83%2026-10-22: 28.15%2026-10-23: 26.84%2026-10-26: 27.64%2026-10-27: 27.81%2026-10-28: 28.27%2026-10-30: 27.17%Oct 19Oct 23Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.43%
26.83%
28.15%
26.84%
27.64%
27.81%
28.27%
27.17%