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Texas Capital Texas Equity Index ETF TXS

i

Market dataready · fetched 2026-11-04T07:35:55.275Z

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 · 2026-11-03T21:00:31.386699124Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T07:35:54.525449+00:00

Share price$42.47
1D-0.3%
AH$42.44$42.54$42.64$42.74$42.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTXS
Sold putSold callAH

Texas Capital Texas Equity Index ETF options

Live interpolated TXS call and put midpoint premiums by absolute delta.Texas Capital Texas Equity Index ETF$1.08$1.49$1.89$2.29$2.70$41.28$41.92$42.57$43.21$43.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TXS spot · $42.47TXS PRICE$1.13$1.13$1.13$1.18$1.28$1.41$1.56$1.70$1.84$1.98$2.23$2.58$1.13$1.16$1.20$1.25$1.31$1.38$1.45$1.52$1.62$1.72$1.82
Puts——
Calls——
Skew——
Implied moveBalanced±$2.85
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.36100.5%17.0%
25Δ49.5091.7%19.2%38.5079.3%12.1%
30Δ46.6070.7%12.4%39.9764.7%8.7%
35Δ44.9256.6%8.4%40.9654.9%6.5%
40Δ43.9448.8%6.2%41.5149.5%5.4%
45Δ43.2944.3%4.9%42.0444.3%4.3%
50Δ42.7441.2%4.0%42.5739.1%3.2%
55Δ42.2839.1%3.2%43.0534.5%2.2%
60Δ41.8736.9%2.6%43.3432.0%1.8%
65Δ41.5234.6%2.1%43.6329.5%1.3%
70Δ41.1732.3%1.6%43.9127.0%0.9%
75Δ40.7631.3%1.2%
80Δ40.2931.6%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.36
IV
100.5%
B/E move
17.0%

25Δ

Calls
Pseudo strike
49.50
IV
91.7%
B/E move
19.2%
Puts
Pseudo strike
38.50
IV
79.3%
B/E move
12.1%

30Δ

Calls
Pseudo strike
46.60
IV
70.7%
B/E move
12.4%
Puts
Pseudo strike
39.97
IV
64.7%
B/E move
8.7%

35Δ

Calls
Pseudo strike
44.92
IV
56.6%
B/E move
8.4%
Puts
Pseudo strike
40.96
IV
54.9%
B/E move
6.5%

40Δ

Calls
Pseudo strike
43.94
IV
48.8%
B/E move
6.2%
Puts
Pseudo strike
41.51
IV
49.5%
B/E move
5.4%

45Δ

Calls
Pseudo strike
43.29
IV
44.3%
B/E move
4.9%
Puts
Pseudo strike
42.04
IV
44.3%
B/E move
4.3%

50Δ

Calls
Pseudo strike
42.74
IV
41.2%
B/E move
4.0%
Puts
Pseudo strike
42.57
IV
39.1%
B/E move
3.2%

55Δ

Calls
Pseudo strike
42.28
IV
39.1%
B/E move
3.2%
Puts
Pseudo strike
43.05
IV
34.5%
B/E move
2.2%

60Δ

Calls
Pseudo strike
41.87
IV
36.9%
B/E move
2.6%
Puts
Pseudo strike
43.34
IV
32.0%
B/E move
1.8%

65Δ

Calls
Pseudo strike
41.52
IV
34.6%
B/E move
2.1%
Puts
Pseudo strike
43.63
IV
29.5%
B/E move
1.3%

70Δ

Calls
Pseudo strike
41.17
IV
32.3%
B/E move
1.6%
Puts
Pseudo strike
43.91
IV
27.0%
B/E move
0.9%

75Δ

Calls
Pseudo strike
40.76
IV
31.3%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
40.29
IV
31.6%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend26.05%
Daily EOD
TXS23.0%25.1%27.1%2026-10-19: 26.00%2026-10-20: 26.29%2026-10-21: 26.49%2026-10-22: 26.84%2026-10-23: 24.81%2026-10-26: 25.44%2026-10-27: 26.05%2026-10-28: 23.33%2026-10-29: 25.49%2026-10-30: 26.05%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
26.00%
26.29%
26.49%
26.84%
24.81%
25.44%
26.05%
23.33%
25.49%
26.05%