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Virtus Reaves Utilities ETF UTES

i

Market dataready · fetched 2026-11-04T09:33:18.557Z

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 · 2026-11-04T01:00:00.184193205Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T09:33:16.551628+00:00

Share price$76.93
1D+0.9%
AH$76.08$76.54$77.01$77.47$77.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUTES
Sold putSold callAH

Virtus Reaves Utilities ETF options

Live interpolated UTES call and put midpoint premiums by absolute delta.Virtus Reaves Utilities ETF$0.90$1.85$2.80$3.76$4.71$71.61$74.18$76.76$79.34$81.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive UTES spot · $76.93UTES PRICE$1.00$1.01$1.11$1.30$1.55$1.92$2.37$2.59$2.80$4.07$4.43$1.10$1.00$1.13$1.39$1.50$1.62$1.82$2.13$2.35$2.48$2.66$3.84
Puts——
Calls——
Skew——
Implied moveBearish±$3.37
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.1456.9%10.3%
25Δ73.1039.4%6.3%
30Δ80.2333.4%5.6%74.3534.8%4.8%
35Δ78.9527.0%3.9%75.1234.7%4.2%
40Δ78.2524.7%3.2%75.9730.9%3.2%
45Δ77.6724.2%2.7%76.6128.3%2.5%
50Δ77.1724.7%2.3%77.2126.9%2.0%
55Δ76.6126.3%2.1%77.7527.2%1.7%
60Δ76.0428.4%1.9%78.2226.2%1.4%
65Δ75.5527.0%1.6%78.6224.0%1.0%
70Δ75.0625.3%1.2%79.0622.2%0.7%
75Δ73.8032.3%1.2%80.2627.5%0.7%
80Δ73.1930.4%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
70.14
IV
56.9%
B/E move
10.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.10
IV
39.4%
B/E move
6.3%

30Δ

Calls
Pseudo strike
80.23
IV
33.4%
B/E move
5.6%
Puts
Pseudo strike
74.35
IV
34.8%
B/E move
4.8%

35Δ

Calls
Pseudo strike
78.95
IV
27.0%
B/E move
3.9%
Puts
Pseudo strike
75.12
IV
34.7%
B/E move
4.2%

40Δ

Calls
Pseudo strike
78.25
IV
24.7%
B/E move
3.2%
Puts
Pseudo strike
75.97
IV
30.9%
B/E move
3.2%

45Δ

Calls
Pseudo strike
77.67
IV
24.2%
B/E move
2.7%
Puts
Pseudo strike
76.61
IV
28.3%
B/E move
2.5%

50Δ

Calls
Pseudo strike
77.17
IV
24.7%
B/E move
2.3%
Puts
Pseudo strike
77.21
IV
26.9%
B/E move
2.0%

55Δ

Calls
Pseudo strike
76.61
IV
26.3%
B/E move
2.1%
Puts
Pseudo strike
77.75
IV
27.2%
B/E move
1.7%

60Δ

Calls
Pseudo strike
76.04
IV
28.4%
B/E move
1.9%
Puts
Pseudo strike
78.22
IV
26.2%
B/E move
1.4%

65Δ

Calls
Pseudo strike
75.55
IV
27.0%
B/E move
1.6%
Puts
Pseudo strike
78.62
IV
24.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
75.06
IV
25.3%
B/E move
1.2%
Puts
Pseudo strike
79.06
IV
22.2%
B/E move
0.7%

75Δ

Calls
Pseudo strike
73.80
IV
32.3%
B/E move
1.2%
Puts
Pseudo strike
80.26
IV
27.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
73.19
IV
30.4%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend22.50%
Daily EOD
UTES22.3%23.5%24.6%2026-10-19: 23.59%2026-10-20: 23.71%2026-10-21: 23.01%2026-10-22: 22.96%2026-10-23: 23.86%2026-10-26: 23.08%2026-10-27: 22.76%2026-10-28: 24.48%2026-10-29: 22.95%2026-10-30: 22.50%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.59%
23.71%
23.01%
22.96%
23.86%
23.08%
22.76%
24.48%
22.95%
22.50%