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Aptus Collared Investment Opportunity ETF ACIO

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Market dataready · fetched 2026-10-22T09:22:35.254Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T00:00:00.217628728Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T09:16:09.450543+00:00

Share price$47.31
1D+0.1%
AH$46.97$47.07$47.17$47.26$47.365:30 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$0.42$0.95$1.48$2.01$2.53$44.48$45.82$47.17$48.51$49.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ACIO spot · $47.31ACIO PRICE$0.47$0.47$0.48$0.51$0.55$0.60$0.65$0.70$0.75$0.81$0.96$1.11$1.27$0.50$0.52$0.56$0.60$0.65$0.70$0.76$0.81$0.87$1.03$1.32$1.61$2.38
PutsExpensive1.60×
CallsExpensive1.20×
SkewBearish+2.13 pp
Implied moveBearish±$1.41
TiltBearish13.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.6533.2%10.2%44.1532.0%7.7%
25Δ49.9124.6%6.5%45.3325.1%5.3%
30Δ48.9519.3%4.5%46.0721.2%3.8%
35Δ48.5017.0%3.6%46.5218.8%2.9%
40Δ48.0414.7%2.7%46.9716.5%2.1%
45Δ47.8113.6%2.3%47.2115.2%1.7%
50Δ47.6112.7%2.0%47.4314.1%1.3%
55Δ47.4011.7%1.7%47.6613.0%1.0%
60Δ47.2010.7%1.3%47.8811.9%0.6%
65Δ46.999.8%1.0%48.1511.7%0.4%
70Δ46.789.7%0.9%48.4812.7%0.3%
75Δ46.579.6%0.8%48.8113.8%0.2%
80Δ46.359.5%0.7%49.5917.8%0.2%

20Δ

Calls
Pseudo strike
51.65
IV
33.2%
B/E move
10.2%
Puts
Pseudo strike
44.15
IV
32.0%
B/E move
7.7%

25Δ

Calls
Pseudo strike
49.91
IV
24.6%
B/E move
6.5%
Puts
Pseudo strike
45.33
IV
25.1%
B/E move
5.3%

30Δ

Calls
Pseudo strike
48.95
IV
19.3%
B/E move
4.5%
Puts
Pseudo strike
46.07
IV
21.2%
B/E move
3.8%

35Δ

Calls
Pseudo strike
48.50
IV
17.0%
B/E move
3.6%
Puts
Pseudo strike
46.52
IV
18.8%
B/E move
2.9%

40Δ

Calls
Pseudo strike
48.04
IV
14.7%
B/E move
2.7%
Puts
Pseudo strike
46.97
IV
16.5%
B/E move
2.1%

45Δ

Calls
Pseudo strike
47.81
IV
13.6%
B/E move
2.3%
Puts
Pseudo strike
47.21
IV
15.2%
B/E move
1.7%

50Δ

Calls
Pseudo strike
47.61
IV
12.7%
B/E move
2.0%
Puts
Pseudo strike
47.43
IV
14.1%
B/E move
1.3%

55Δ

Calls
Pseudo strike
47.40
IV
11.7%
B/E move
1.7%
Puts
Pseudo strike
47.66
IV
13.0%
B/E move
1.0%

60Δ

Calls
Pseudo strike
47.20
IV
10.7%
B/E move
1.3%
Puts
Pseudo strike
47.88
IV
11.9%
B/E move
0.6%

65Δ

Calls
Pseudo strike
46.99
IV
9.8%
B/E move
1.0%
Puts
Pseudo strike
48.15
IV
11.7%
B/E move
0.4%

70Δ

Calls
Pseudo strike
46.78
IV
9.7%
B/E move
0.9%
Puts
Pseudo strike
48.48
IV
12.7%
B/E move
0.3%

75Δ

Calls
Pseudo strike
46.57
IV
9.6%
B/E move
0.8%
Puts
Pseudo strike
48.81
IV
13.8%
B/E move
0.2%

80Δ

Calls
Pseudo strike
46.35
IV
9.5%
B/E move
0.7%
Puts
Pseudo strike
49.59
IV
17.8%
B/E move
0.2%

Options history

No recorded observations