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Hartford Multifactor Developed Markets (ex-US) ETF RODM

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Market datapartial · fetched 2026-11-03T22:32:24.446Z

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 · 2026-11-03T21:10:00.00373486Z

FundamentalsAlpha Vantage · unavailable

Share price$41.79
1D-0.2%
AH$41.77$41.85$41.93$42.00$42.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRODM
Sold putSold callAH

Hartford Multifactor Developed Markets (ex-US) ETF options

Live interpolated RODM call and put midpoint premiums by absolute delta.Hartford Multifactor Developed Markets (ex-US) ETF$0.66$1.03$1.40$1.77$2.14$40.19$41.48$42.77$44.06$45.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive RODM spot · $41.79RODM PRICE$0.70$0.70$0.70$0.73$0.79$0.86$0.94$1.04$1.14$1.24$1.42$1.73$2.03$0.70$0.70$0.73$0.76$0.80$0.85$0.89$0.96$1.03$1.11$1.18$1.26
Puts——
CallsExpensive2.77×
Skew——
Implied moveBullish±$1.83
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.6375.2%18.1%37.5565.3%11.8%
25Δ45.7355.4%11.1%39.1649.9%8.0%
30Δ44.1743.0%7.4%40.1241.0%5.7%
35Δ43.3336.4%5.4%40.7634.9%4.3%
40Δ42.7732.3%4.2%41.2230.6%3.3%
45Δ42.3529.6%3.4%41.5627.4%2.6%
50Δ41.9627.2%2.7%41.9124.1%1.8%
55Δ41.6925.8%2.3%42.1422.2%1.5%
60Δ41.4324.4%1.9%42.3320.8%1.2%
65Δ41.1623.0%1.5%42.5219.4%0.9%
70Δ40.8522.5%1.1%42.7118.0%0.6%
75Δ40.4723.5%1.0%42.9016.5%0.4%
80Δ40.0824.5%0.8%

20Δ

Calls
Pseudo strike
48.63
IV
75.2%
B/E move
18.1%
Puts
Pseudo strike
37.55
IV
65.3%
B/E move
11.8%

25Δ

Calls
Pseudo strike
45.73
IV
55.4%
B/E move
11.1%
Puts
Pseudo strike
39.16
IV
49.9%
B/E move
8.0%

30Δ

Calls
Pseudo strike
44.17
IV
43.0%
B/E move
7.4%
Puts
Pseudo strike
40.12
IV
41.0%
B/E move
5.7%

35Δ

Calls
Pseudo strike
43.33
IV
36.4%
B/E move
5.4%
Puts
Pseudo strike
40.76
IV
34.9%
B/E move
4.3%

40Δ

Calls
Pseudo strike
42.77
IV
32.3%
B/E move
4.2%
Puts
Pseudo strike
41.22
IV
30.6%
B/E move
3.3%

45Δ

Calls
Pseudo strike
42.35
IV
29.6%
B/E move
3.4%
Puts
Pseudo strike
41.56
IV
27.4%
B/E move
2.6%

50Δ

Calls
Pseudo strike
41.96
IV
27.2%
B/E move
2.7%
Puts
Pseudo strike
41.91
IV
24.1%
B/E move
1.8%

55Δ

Calls
Pseudo strike
41.69
IV
25.8%
B/E move
2.3%
Puts
Pseudo strike
42.14
IV
22.2%
B/E move
1.5%

60Δ

Calls
Pseudo strike
41.43
IV
24.4%
B/E move
1.9%
Puts
Pseudo strike
42.33
IV
20.8%
B/E move
1.2%

65Δ

Calls
Pseudo strike
41.16
IV
23.0%
B/E move
1.5%
Puts
Pseudo strike
42.52
IV
19.4%
B/E move
0.9%

70Δ

Calls
Pseudo strike
40.85
IV
22.5%
B/E move
1.1%
Puts
Pseudo strike
42.71
IV
18.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
40.47
IV
23.5%
B/E move
1.0%
Puts
Pseudo strike
42.90
IV
16.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
40.08
IV
24.5%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend19.71%
Daily EOD
RODM15.5%45.3%75.1%2026-10-19: 68.01%2026-10-20: 36.39%2026-10-21: 36.96%2026-10-22: 39.80%2026-10-23: 19.60%2026-10-26: 71.03%2026-10-27: 38.81%2026-10-28: 20.94%2026-10-29: 27.88%2026-10-30: 19.71%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
68.01%
36.39%
36.96%
39.80%
19.60%
71.03%
38.81%
20.94%
27.88%
19.71%