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ALPS O'Shares U.S. Quality Dividend ETF OUSA

i

Market dataready · fetched 2026-11-04T06:24:10.321Z

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 · 2026-11-04T01:00:00.085815327Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T06:24:09.683407+00:00

Share price$63.14
1D-0.1%
AH$63.05$63.12$63.19$63.27$63.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOUSA
Sold putSold callAH

ALPS O'Shares U.S. Quality Dividend ETF options

Live interpolated OUSA call and put midpoint premiums by absolute delta.ALPS O'Shares U.S. Quality Dividend ETF$0.76$1.10$1.44$1.78$2.12$59.16$60.68$62.20$63.71$65.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive OUSA spot · $63.14OUSA PRICE$0.80$0.80$0.84$0.88$0.96$1.06$1.15$1.25$1.35$1.44$1.54$1.92$0.82$0.85$0.90$0.92$0.98$1.04$1.15$1.27$1.38$1.53$1.68$1.83$2.02
PutsExpensive2.42×
Calls——
Skew——
Implied moveBearish±$2.21
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.9852.0%9.5%
25Δ67.4741.7%8.1%59.9140.4%6.5%
30Δ65.8132.7%5.5%61.0633.9%4.7%
35Δ64.8427.4%4.0%61.9228.2%3.4%
40Δ64.2023.9%3.1%62.4525.1%2.6%
45Δ63.7521.8%2.5%62.9622.3%1.9%
50Δ63.3720.3%2.0%63.3020.9%1.6%
55Δ63.0018.8%1.6%63.6219.7%1.2%
60Δ62.7617.7%1.4%63.9518.6%0.9%
65Δ62.5116.5%1.1%64.2217.7%0.7%
70Δ62.2615.4%0.9%64.4816.9%0.5%
75Δ62.0214.2%0.7%64.7516.1%0.4%
80Δ61.5615.1%0.5%65.0515.6%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.98
IV
52.0%
B/E move
9.5%

25Δ

Calls
Pseudo strike
67.47
IV
41.7%
B/E move
8.1%
Puts
Pseudo strike
59.91
IV
40.4%
B/E move
6.5%

30Δ

Calls
Pseudo strike
65.81
IV
32.7%
B/E move
5.5%
Puts
Pseudo strike
61.06
IV
33.9%
B/E move
4.7%

35Δ

Calls
Pseudo strike
64.84
IV
27.4%
B/E move
4.0%
Puts
Pseudo strike
61.92
IV
28.2%
B/E move
3.4%

40Δ

Calls
Pseudo strike
64.20
IV
23.9%
B/E move
3.1%
Puts
Pseudo strike
62.45
IV
25.1%
B/E move
2.6%

45Δ

Calls
Pseudo strike
63.75
IV
21.8%
B/E move
2.5%
Puts
Pseudo strike
62.96
IV
22.3%
B/E move
1.9%

50Δ

Calls
Pseudo strike
63.37
IV
20.3%
B/E move
2.0%
Puts
Pseudo strike
63.30
IV
20.9%
B/E move
1.6%

55Δ

Calls
Pseudo strike
63.00
IV
18.8%
B/E move
1.6%
Puts
Pseudo strike
63.62
IV
19.7%
B/E move
1.2%

60Δ

Calls
Pseudo strike
62.76
IV
17.7%
B/E move
1.4%
Puts
Pseudo strike
63.95
IV
18.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
62.51
IV
16.5%
B/E move
1.1%
Puts
Pseudo strike
64.22
IV
17.7%
B/E move
0.7%

70Δ

Calls
Pseudo strike
62.26
IV
15.4%
B/E move
0.9%
Puts
Pseudo strike
64.48
IV
16.9%
B/E move
0.5%

75Δ

Calls
Pseudo strike
62.02
IV
14.2%
B/E move
0.7%
Puts
Pseudo strike
64.75
IV
16.1%
B/E move
0.4%

80Δ

Calls
Pseudo strike
61.56
IV
15.1%
B/E move
0.5%
Puts
Pseudo strike
65.05
IV
15.6%
B/E move
0.2%

Options history

IV · four-Friday blend20.13%
Daily EOD
OUSA15.9%46.4%76.9%2026-10-19: 45.39%2026-10-21: 48.47%2026-10-22: 46.37%2026-10-23: 41.27%2026-10-26: 45.42%2026-10-28: 72.72%2026-10-29: 30.36%2026-10-30: 20.13%Oct 19Oct 23Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
45.39%
48.47%
46.37%
41.27%
45.42%
72.72%
30.36%
20.13%