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EA Series Trust Astoria US Equal Weight Quality Kings ETF ROE

i

Market dataready · fetched 2026-11-04T07:29:45.043Z

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 · 2026-11-03T21:00:00.620169322Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T07:29:44.725274+00:00

Share price$42.72
1D+0.1%
AH$42.64$42.70$42.76$42.82$42.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMROE
Sold putSold callAH

EA Series Trust Astoria US Equal Weight Quality Kings ETF options

Live interpolated ROE call and put midpoint premiums by absolute delta.EA Series Trust Astoria US Equal Weight Quality Kings ETF$0.38$0.83$1.29$1.75$2.21$40.02$41.41$42.80$44.19$45.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROE spot · $42.72ROE PRICE$0.42$0.43$0.46$0.52$0.58$0.65$0.76$0.90$1.04$1.18$1.43$1.75$2.08$0.47$0.52$0.57$0.60$0.64$0.69$0.74$0.80$0.91$1.01$1.12$1.23$1.34
PutsExpensive1.89×
CallsExpensive1.93×
SkewBullish-1.81 pp
Implied moveBalanced±$1.50
TiltBullish6.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.5443.9%9.9%39.7044.3%8.2%
25Δ44.9732.6%6.3%40.6637.4%6.0%
30Δ44.2727.8%4.7%41.3432.1%4.5%
35Δ43.7925.0%3.7%41.9227.1%3.3%
40Δ43.4623.3%3.1%42.2424.5%2.6%
45Δ43.1221.7%2.5%42.5122.3%2.1%
50Δ42.8421.2%2.1%42.7920.2%1.6%
55Δ42.5921.4%1.8%43.0418.3%1.1%
60Δ42.3421.5%1.5%43.2317.7%0.9%
65Δ42.0921.6%1.3%43.4217.1%0.7%
70Δ41.7522.6%1.1%43.6016.5%0.6%
75Δ41.3724.0%0.9%43.7915.8%0.4%
80Δ40.9725.4%0.8%43.9815.2%0.2%

20Δ

Calls
Pseudo strike
46.54
IV
43.9%
B/E move
9.9%
Puts
Pseudo strike
39.70
IV
44.3%
B/E move
8.2%

25Δ

Calls
Pseudo strike
44.97
IV
32.6%
B/E move
6.3%
Puts
Pseudo strike
40.66
IV
37.4%
B/E move
6.0%

30Δ

Calls
Pseudo strike
44.27
IV
27.8%
B/E move
4.7%
Puts
Pseudo strike
41.34
IV
32.1%
B/E move
4.5%

35Δ

Calls
Pseudo strike
43.79
IV
25.0%
B/E move
3.7%
Puts
Pseudo strike
41.92
IV
27.1%
B/E move
3.3%

40Δ

Calls
Pseudo strike
43.46
IV
23.3%
B/E move
3.1%
Puts
Pseudo strike
42.24
IV
24.5%
B/E move
2.6%

45Δ

Calls
Pseudo strike
43.12
IV
21.7%
B/E move
2.5%
Puts
Pseudo strike
42.51
IV
22.3%
B/E move
2.1%

50Δ

Calls
Pseudo strike
42.84
IV
21.2%
B/E move
2.1%
Puts
Pseudo strike
42.79
IV
20.2%
B/E move
1.6%

55Δ

Calls
Pseudo strike
42.59
IV
21.4%
B/E move
1.8%
Puts
Pseudo strike
43.04
IV
18.3%
B/E move
1.1%

60Δ

Calls
Pseudo strike
42.34
IV
21.5%
B/E move
1.5%
Puts
Pseudo strike
43.23
IV
17.7%
B/E move
0.9%

65Δ

Calls
Pseudo strike
42.09
IV
21.6%
B/E move
1.3%
Puts
Pseudo strike
43.42
IV
17.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
41.75
IV
22.6%
B/E move
1.1%
Puts
Pseudo strike
43.60
IV
16.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
41.37
IV
24.0%
B/E move
0.9%
Puts
Pseudo strike
43.79
IV
15.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
40.97
IV
25.4%
B/E move
0.8%
Puts
Pseudo strike
43.98
IV
15.2%
B/E move
0.2%

Options history

IV · four-Friday blend17.48%
Daily EOD
ROE15.2%16.4%17.6%2026-10-19: 15.42%2026-10-20: 15.38%2026-10-21: 15.69%2026-10-22: 16.23%2026-10-23: 16.53%2026-10-26: 16.14%2026-10-27: 16.24%2026-10-28: 16.17%2026-10-29: 15.78%2026-10-30: 17.48%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
15.42%
15.38%
15.69%
16.23%
16.53%
16.14%
16.24%
16.17%
15.78%
17.48%