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ALPS Clean Energy ETF ACES

i

Market dataready · fetched 2026-11-11T14:05:24.743Z

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 · 2026-11-11T01:00:00.093557932Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:05:24.240073+00:00

Share price$27.08
1D-1.7%
AH$26.89$27.06$27.24$27.41$27.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMACES
Sold putSold callAH

ALPS Clean Energy ETF options

Live interpolated ACES call and put midpoint premiums by absolute delta.ALPS Clean Energy ETF$0.43$1.06$1.69$2.32$2.95$23.97$25.67$27.37$29.07$30.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ACES spot · $27.08ACES PRICE$0.50$0.52$0.57$0.65$0.74$0.83$0.93$1.08$1.32$1.56$1.87$2.25$2.77$0.55$0.60$0.66$0.72$0.76$0.81$0.88$0.96$1.04$1.12$1.21$1.36$1.50
PutsExpensive1.54×
CallsExpensive1.23×
SkewBullish-13.67 pp
Implied moveBullish±$1.81
TiltBullish12.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.05112.7%20.2%23.87104.8%13.9%
25Δ30.0687.0%13.0%24.9386.5%10.1%
30Δ29.0574.1%9.4%25.5876.0%7.9%
35Δ28.4869.0%7.6%26.1367.1%6.1%
40Δ27.9664.4%6.0%26.5160.4%4.9%
45Δ27.6061.3%5.0%26.8853.7%3.7%
50Δ27.2558.2%4.1%27.1549.6%3.0%
55Δ26.8956.9%3.3%27.3746.7%2.5%
60Δ26.5559.6%2.9%27.5843.8%2.0%
65Δ26.2062.3%2.5%27.8040.8%1.5%
70Δ25.7965.4%2.2%28.0137.9%1.0%
75Δ25.3169.0%1.8%28.2235.7%0.8%
80Δ24.7074.4%1.5%28.4233.4%0.6%

20Δ

Calls
Pseudo strike
32.05
IV
112.7%
B/E move
20.2%
Puts
Pseudo strike
23.87
IV
104.8%
B/E move
13.9%

25Δ

Calls
Pseudo strike
30.06
IV
87.0%
B/E move
13.0%
Puts
Pseudo strike
24.93
IV
86.5%
B/E move
10.1%

30Δ

Calls
Pseudo strike
29.05
IV
74.1%
B/E move
9.4%
Puts
Pseudo strike
25.58
IV
76.0%
B/E move
7.9%

35Δ

Calls
Pseudo strike
28.48
IV
69.0%
B/E move
7.6%
Puts
Pseudo strike
26.13
IV
67.1%
B/E move
6.1%

40Δ

Calls
Pseudo strike
27.96
IV
64.4%
B/E move
6.0%
Puts
Pseudo strike
26.51
IV
60.4%
B/E move
4.9%

45Δ

Calls
Pseudo strike
27.60
IV
61.3%
B/E move
5.0%
Puts
Pseudo strike
26.88
IV
53.7%
B/E move
3.7%

50Δ

Calls
Pseudo strike
27.25
IV
58.2%
B/E move
4.1%
Puts
Pseudo strike
27.15
IV
49.6%
B/E move
3.0%

55Δ

Calls
Pseudo strike
26.89
IV
56.9%
B/E move
3.3%
Puts
Pseudo strike
27.37
IV
46.7%
B/E move
2.5%

60Δ

Calls
Pseudo strike
26.55
IV
59.6%
B/E move
2.9%
Puts
Pseudo strike
27.58
IV
43.8%
B/E move
2.0%

65Δ

Calls
Pseudo strike
26.20
IV
62.3%
B/E move
2.5%
Puts
Pseudo strike
27.80
IV
40.8%
B/E move
1.5%

70Δ

Calls
Pseudo strike
25.79
IV
65.4%
B/E move
2.2%
Puts
Pseudo strike
28.01
IV
37.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
25.31
IV
69.0%
B/E move
1.8%
Puts
Pseudo strike
28.22
IV
35.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
24.70
IV
74.4%
B/E move
1.5%
Puts
Pseudo strike
28.42
IV
33.4%
B/E move
0.6%

Options history

IV · four-Friday blend42.30%
Daily close
ACES29.5%43.9%58.2%2026-08-13: 32.36%2026-08-14: 32.42%2026-08-21: 31.79%2026-08-24: 32.62%2026-08-25: 32.16%2026-08-26: 31.92%2026-08-27: 31.48%2026-08-28: 31.75%2026-08-31: 31.73%2026-09-02: 32.10%2026-09-03: 32.09%2026-09-04: 31.84%2026-09-09: 36.62%2026-09-10: 38.92%2026-09-11: 39.32%2026-09-18: 32.34%2026-09-21: 33.19%2026-09-22: 33.04%2026-09-23: 33.32%2026-09-24: 34.49%2026-09-25: 34.99%2026-09-28: 35.61%2026-09-29: 35.52%2026-09-30: 36.27%2026-10-01: 36.31%2026-10-02: 36.02%2026-10-05: 36.97%2026-10-06: 35.92%2026-10-07: 36.89%2026-10-08: 36.45%2026-10-09: 37.31%2026-10-12: 40.71%2026-10-13: 42.02%2026-10-15: 56.23%2026-10-16: 36.72%2026-10-19: 36.07%2026-10-20: 36.56%2026-10-21: 36.40%2026-10-22: 38.18%2026-10-23: 39.23%2026-10-26: 38.53%2026-10-27: 37.40%2026-10-28: 37.20%2026-10-29: 37.05%2026-10-30: 42.30%Aug 13Sep 29Oct 30
45 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
32.36%
32.42%
31.79%
32.62%
32.16%
31.92%
31.48%
31.75%
31.73%
32.10%
32.09%
31.84%
36.62%
38.92%
39.32%
32.34%
33.19%
33.04%
33.32%
34.49%
34.99%
35.61%
35.52%
36.27%
36.31%
36.02%
36.97%
35.92%
36.89%
36.45%
37.31%
40.71%
42.02%
56.23%
36.72%
36.07%
36.56%
36.40%
38.18%
39.23%
38.53%
37.40%
37.20%
37.05%
42.30%