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Victory Portfolios II VictoryShares Dividend Accelerator ETF VSDA

i

Market dataready · fetched 2026-11-07T06:49:41.626Z

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 · 2026-11-06T21:00:00.092449726Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T06:49:41.291973+00:00

Share price$61.39
1D+1.0%
AH$60.93$61.12$61.31$61.49$61.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVSDA
Sold putSold callAH

Victory Portfolios II VictoryShares Dividend Accelerator ETF options

Live interpolated VSDA call and put midpoint premiums by absolute delta.Victory Portfolios II VictoryShares Dividend Accelerator ETF$0.81$1.39$1.96$2.54$3.11$56.88$58.87$60.86$62.85$64.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive VSDA spot · $61.39VSDA PRICE$0.88$0.91$0.99$1.09$1.21$1.35$1.49$1.66$1.85$2.05$2.47$2.95$0.92$0.97$1.01$1.07$1.15$1.23$1.32$1.41$1.49$1.57$1.65$1.74$1.96
PutsExpensive1.77×
Calls——
Skew——
Implied moveBalanced±$2.67
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.7365.4%10.7%
25Δ66.1552.1%9.2%57.7352.2%7.5%
30Δ64.4042.0%6.4%59.0842.8%5.4%
35Δ63.3936.9%4.9%59.9737.0%4.1%
40Δ62.6733.6%3.9%60.5933.1%3.2%
45Δ62.0831.2%3.1%61.1329.7%2.4%
50Δ61.6229.5%2.6%61.5227.2%1.9%
55Δ61.1828.0%2.1%61.9224.8%1.4%
60Δ60.7827.0%1.7%62.1922.9%1.1%
65Δ60.3926.3%1.4%62.4221.2%0.9%
70Δ60.0125.6%1.1%62.6519.5%0.6%
75Δ59.4726.6%0.9%62.8917.7%0.4%
80Δ58.8927.8%0.7%63.2217.0%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.73
IV
65.4%
B/E move
10.7%

25Δ

Calls
Pseudo strike
66.15
IV
52.1%
B/E move
9.2%
Puts
Pseudo strike
57.73
IV
52.2%
B/E move
7.5%

30Δ

Calls
Pseudo strike
64.40
IV
42.0%
B/E move
6.4%
Puts
Pseudo strike
59.08
IV
42.8%
B/E move
5.4%

35Δ

Calls
Pseudo strike
63.39
IV
36.9%
B/E move
4.9%
Puts
Pseudo strike
59.97
IV
37.0%
B/E move
4.1%

40Δ

Calls
Pseudo strike
62.67
IV
33.6%
B/E move
3.9%
Puts
Pseudo strike
60.59
IV
33.1%
B/E move
3.2%

45Δ

Calls
Pseudo strike
62.08
IV
31.2%
B/E move
3.1%
Puts
Pseudo strike
61.13
IV
29.7%
B/E move
2.4%

50Δ

Calls
Pseudo strike
61.62
IV
29.5%
B/E move
2.6%
Puts
Pseudo strike
61.52
IV
27.2%
B/E move
1.9%

55Δ

Calls
Pseudo strike
61.18
IV
28.0%
B/E move
2.1%
Puts
Pseudo strike
61.92
IV
24.8%
B/E move
1.4%

60Δ

Calls
Pseudo strike
60.78
IV
27.0%
B/E move
1.7%
Puts
Pseudo strike
62.19
IV
22.9%
B/E move
1.1%

65Δ

Calls
Pseudo strike
60.39
IV
26.3%
B/E move
1.4%
Puts
Pseudo strike
62.42
IV
21.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
60.01
IV
25.6%
B/E move
1.1%
Puts
Pseudo strike
62.65
IV
19.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
59.47
IV
26.6%
B/E move
0.9%
Puts
Pseudo strike
62.89
IV
17.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
58.89
IV
27.8%
B/E move
0.7%
Puts
Pseudo strike
63.22
IV
17.0%
B/E move
0.2%

Options history

IV · four-Friday blend23.96%
Daily EOD
VSDA18.2%29.4%40.6%2026-10-19: 39.10%2026-10-20: 30.02%2026-10-21: 33.40%2026-10-22: 26.01%2026-10-23: 19.75%2026-10-26: 35.38%2026-10-27: 25.15%2026-10-28: 29.92%2026-10-29: 31.95%2026-10-30: 23.96%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.10%
30.02%
33.40%
26.01%
19.75%
35.38%
25.15%
29.92%
31.95%
23.96%