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Aptus Collared Investment Opportunity ETF ACIO

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Market dataready · fetched 2026-11-11T13:51:07.233Z

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 · 2026-11-11T01:00:00.295022454Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:51:06.746372+00:00

Share price$46.10
1D+0.1%
AH$45.82$45.93$46.03$46.14$46.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMACIO
Sold putSold callAH

Aptus Collared Investment Opportunity ETF options

Live interpolated ACIO call and put midpoint premiums by absolute delta.Aptus Collared Investment Opportunity ETF$0.49$0.80$1.11$1.42$1.72$43.46$44.80$46.14$47.47$48.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ACIO spot · $46.10ACIO PRICE$0.53$0.53$0.53$0.53$0.56$0.60$0.64$0.68$0.73$0.79$0.85$0.90$0.96$0.53$0.53$0.56$0.59$0.60$0.62$0.68$0.75$0.82$0.88$0.95$1.02$1.64
PutsFair1.01×
CallsCheap0.94×
SkewBearish+0.82 pp
Implied moveBearish±$1.32
TiltBearish7.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.8267.3%11.4%42.6961.3%8.5%
25Δ48.8750.0%7.2%44.0346.3%5.6%
30Δ47.8239.2%4.9%44.7139.2%4.2%
35Δ47.1431.4%3.4%45.2133.6%3.2%
40Δ46.7927.8%2.7%45.5829.1%2.4%
45Δ46.5225.3%2.2%45.9424.5%1.7%
50Δ46.2522.7%1.7%46.1422.8%1.4%
55Δ45.9920.2%1.2%46.3121.6%1.2%
60Δ45.8818.8%1.1%46.4820.4%1.0%
65Δ45.7617.4%1.0%46.6419.1%0.7%
70Δ45.6416.1%0.8%46.8117.9%0.5%
75Δ45.5214.7%0.7%46.9816.7%0.3%
80Δ45.4013.3%0.6%47.6122.3%0.3%

20Δ

Calls
Pseudo strike
50.82
IV
67.3%
B/E move
11.4%
Puts
Pseudo strike
42.69
IV
61.3%
B/E move
8.5%

25Δ

Calls
Pseudo strike
48.87
IV
50.0%
B/E move
7.2%
Puts
Pseudo strike
44.03
IV
46.3%
B/E move
5.6%

30Δ

Calls
Pseudo strike
47.82
IV
39.2%
B/E move
4.9%
Puts
Pseudo strike
44.71
IV
39.2%
B/E move
4.2%

35Δ

Calls
Pseudo strike
47.14
IV
31.4%
B/E move
3.4%
Puts
Pseudo strike
45.21
IV
33.6%
B/E move
3.2%

40Δ

Calls
Pseudo strike
46.79
IV
27.8%
B/E move
2.7%
Puts
Pseudo strike
45.58
IV
29.1%
B/E move
2.4%

45Δ

Calls
Pseudo strike
46.52
IV
25.3%
B/E move
2.2%
Puts
Pseudo strike
45.94
IV
24.5%
B/E move
1.7%

50Δ

Calls
Pseudo strike
46.25
IV
22.7%
B/E move
1.7%
Puts
Pseudo strike
46.14
IV
22.8%
B/E move
1.4%

55Δ

Calls
Pseudo strike
45.99
IV
20.2%
B/E move
1.2%
Puts
Pseudo strike
46.31
IV
21.6%
B/E move
1.2%

60Δ

Calls
Pseudo strike
45.88
IV
18.8%
B/E move
1.1%
Puts
Pseudo strike
46.48
IV
20.4%
B/E move
1.0%

65Δ

Calls
Pseudo strike
45.76
IV
17.4%
B/E move
1.0%
Puts
Pseudo strike
46.64
IV
19.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
45.64
IV
16.1%
B/E move
0.8%
Puts
Pseudo strike
46.81
IV
17.9%
B/E move
0.5%

75Δ

Calls
Pseudo strike
45.52
IV
14.7%
B/E move
0.7%
Puts
Pseudo strike
46.98
IV
16.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
45.40
IV
13.3%
B/E move
0.6%
Puts
Pseudo strike
47.61
IV
22.3%
B/E move
0.3%

Options history

IV · four-Friday blend12.60%
Daily close
ACIO10.7%17.4%24.1%2026-08-13: 13.67%2026-08-14: 14.92%2026-08-17: 16.99%2026-08-18: 17.76%2026-08-20: 21.54%2026-08-21: 11.69%2026-08-24: 12.09%2026-08-25: 13.10%2026-08-26: 12.17%2026-08-27: 11.76%2026-08-28: 12.30%2026-08-31: 12.55%2026-09-01: 12.34%2026-09-02: 12.42%2026-09-03: 12.16%2026-09-04: 12.55%2026-09-08: 13.53%2026-09-09: 13.73%2026-09-10: 14.52%2026-09-11: 15.36%2026-09-14: 16.00%2026-09-15: 18.79%2026-09-16: 19.20%2026-09-17: 22.56%2026-09-18: 13.44%2026-09-21: 12.66%2026-09-22: 13.19%2026-09-23: 13.10%2026-09-24: 12.00%2026-09-25: 12.48%2026-09-28: 13.94%2026-09-29: 12.59%2026-10-01: 13.75%2026-10-02: 13.48%2026-10-05: 13.55%2026-10-06: 13.50%2026-10-07: 13.77%2026-10-08: 14.64%2026-10-09: 14.69%2026-10-12: 17.05%2026-10-13: 18.19%2026-10-15: 23.18%2026-10-16: 11.61%2026-10-19: 13.06%2026-10-20: 12.03%2026-10-21: 11.98%2026-10-22: 13.57%2026-10-23: 13.84%2026-10-26: 13.37%2026-10-27: 12.36%2026-10-28: 12.55%2026-10-29: 12.50%2026-10-30: 12.60%Aug 13Sep 22Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
13.67%
14.92%
16.99%
17.76%
21.54%
11.69%
12.09%
13.10%
12.17%
11.76%
12.30%
12.55%
12.34%
12.42%
12.16%
12.55%
13.53%
13.73%
14.52%
15.36%
16.00%
18.79%
19.20%
22.56%
13.44%
12.66%
13.19%
13.10%
12.00%
12.48%
13.94%
12.59%
13.75%
13.48%
13.55%
13.50%
13.77%
14.64%
14.69%
17.05%
18.19%
23.18%
11.61%
13.06%
12.03%
11.98%
13.57%
13.84%
13.37%
12.36%
12.55%
12.50%
12.60%