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SoFi Select 500 ETF SFY

i

Market dataready · fetched 2026-11-07T07:26:26.287Z

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 · 2026-11-07T01:00:00.108507701Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T07:26:25.858744+00:00

Share price$141.93
1D-0.4%
AH$141.76$142.27$142.78$143.28$143.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSFY
Sold putSold callAH

SoFi Select 500 ETF options

Live interpolated SFY call and put midpoint premiums by absolute delta.SoFi Select 500 ETF$0.57$1.98$3.40$4.82$6.24$124.82$133.57$142.33$151.09$159.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SFY spot · $141.93SFY PRICE$0.72$0.96$1.19$1.47$1.82$2.23$2.81$3.42$4.02$4.79$5.83$1.20$1.46$1.69$2.07$2.45$2.80$3.17$3.52$3.85$4.28$4.82$5.19
Puts——
Calls——
Skew——
Implied moveBalanced±$5.62
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ147.9723.4%4.8%
25Δ146.8523.4%4.1%137.1329.3%4.2%
30Δ145.7423.4%3.5%138.4427.8%3.5%
35Δ144.7423.7%3.0%139.6126.1%2.8%
40Δ143.9524.5%2.7%140.5326.2%2.4%
45Δ143.1425.2%2.4%141.4126.2%2.1%
50Δ142.2927.0%2.2%142.2825.4%1.7%
55Δ141.3628.4%2.0%143.1124.7%1.4%
60Δ140.3828.9%1.7%143.8823.7%1.1%
65Δ139.2829.9%1.5%144.5822.4%0.8%
70Δ137.9631.8%1.3%145.3221.6%0.6%
75Δ146.1121.1%0.4%
80Δ146.7319.6%0.3%

20Δ

Calls
Pseudo strike
147.97
IV
23.4%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
146.85
IV
23.4%
B/E move
4.1%
Puts
Pseudo strike
137.13
IV
29.3%
B/E move
4.2%

30Δ

Calls
Pseudo strike
145.74
IV
23.4%
B/E move
3.5%
Puts
Pseudo strike
138.44
IV
27.8%
B/E move
3.5%

35Δ

Calls
Pseudo strike
144.74
IV
23.7%
B/E move
3.0%
Puts
Pseudo strike
139.61
IV
26.1%
B/E move
2.8%

40Δ

Calls
Pseudo strike
143.95
IV
24.5%
B/E move
2.7%
Puts
Pseudo strike
140.53
IV
26.2%
B/E move
2.4%

45Δ

Calls
Pseudo strike
143.14
IV
25.2%
B/E move
2.4%
Puts
Pseudo strike
141.41
IV
26.2%
B/E move
2.1%

50Δ

Calls
Pseudo strike
142.29
IV
27.0%
B/E move
2.2%
Puts
Pseudo strike
142.28
IV
25.4%
B/E move
1.7%

55Δ

Calls
Pseudo strike
141.36
IV
28.4%
B/E move
2.0%
Puts
Pseudo strike
143.11
IV
24.7%
B/E move
1.4%

60Δ

Calls
Pseudo strike
140.38
IV
28.9%
B/E move
1.7%
Puts
Pseudo strike
143.88
IV
23.7%
B/E move
1.1%

65Δ

Calls
Pseudo strike
139.28
IV
29.9%
B/E move
1.5%
Puts
Pseudo strike
144.58
IV
22.4%
B/E move
0.8%

70Δ

Calls
Pseudo strike
137.96
IV
31.8%
B/E move
1.3%
Puts
Pseudo strike
145.32
IV
21.6%
B/E move
0.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
146.11
IV
21.1%
B/E move
0.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
146.73
IV
19.6%
B/E move
0.3%

Options history

IV · four-Friday blend18.07%
Daily EOD
SFY15.4%16.8%18.3%2026-10-19: 15.58%2026-10-20: 16.01%2026-10-21: 15.88%2026-10-22: 17.25%2026-10-23: 17.47%2026-10-26: 16.52%2026-10-27: 16.20%2026-10-28: 16.00%2026-10-29: 16.07%2026-10-30: 18.07%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
15.58%
16.01%
15.88%
17.25%
17.47%
16.52%
16.20%
16.00%
16.07%
18.07%