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TCW Artificial Intelligence ETF AIFD

i

Market dataready · fetched 2026-11-11T14:59:51.528Z

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 · 2026-11-11T14:30:00.876207304Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:59:50.948317+00:00

Share price$44.73
1D+0.0%
$44.71$44.72$44.73$44.74$44.755:30 AM6:30 AM9:00 AM1:00 PMAIFD
Sold putSold call

TCW Artificial Intelligence ETF options

Live interpolated AIFD call and put midpoint premiums by absolute delta.TCW Artificial Intelligence ETF$0.90$1.51$2.12$2.73$3.34$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEAIFD PRICE$0.97$1.11$1.25$1.39$1.52$1.79$2.14$2.50$2.88$1.54$1.77$2.02$2.39$2.76$3.16
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ45.8749.9%4.7%
45Δ45.4447.9%4.1%
50Δ45.0146.0%3.4%
55Δ44.5844.0%2.8%45.2844.5%2.2%
60Δ44.1642.0%2.1%45.6844.1%1.8%
65Δ43.7142.5%1.7%46.0943.9%1.5%
70Δ43.2544.3%1.5%46.5944.5%1.2%
75Δ42.7745.2%1.2%47.0844.9%0.9%
80Δ42.2745.1%0.9%47.6044.0%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
45.87
IV
49.9%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
45.44
IV
47.9%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
45.01
IV
46.0%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
44.58
IV
44.0%
B/E move
2.8%
Puts
Pseudo strike
45.28
IV
44.5%
B/E move
2.2%

60Δ

Calls
Pseudo strike
44.16
IV
42.0%
B/E move
2.1%
Puts
Pseudo strike
45.68
IV
44.1%
B/E move
1.8%

65Δ

Calls
Pseudo strike
43.71
IV
42.5%
B/E move
1.7%
Puts
Pseudo strike
46.09
IV
43.9%
B/E move
1.5%

70Δ

Calls
Pseudo strike
43.25
IV
44.3%
B/E move
1.5%
Puts
Pseudo strike
46.59
IV
44.5%
B/E move
1.2%

75Δ

Calls
Pseudo strike
42.77
IV
45.2%
B/E move
1.2%
Puts
Pseudo strike
47.08
IV
44.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
42.27
IV
45.1%
B/E move
0.9%
Puts
Pseudo strike
47.60
IV
44.0%
B/E move
0.7%

Options history

IV · four-Friday blend34.18%
Daily close
AIFD26.9%36.9%46.9%2026-08-14: 34.13%2026-08-18: 38.26%2026-08-19: 38.45%2026-08-20: 45.50%2026-08-21: 33.15%2026-08-24: 33.12%2026-08-25: 33.47%2026-08-26: 33.04%2026-08-27: 31.70%2026-08-28: 31.14%2026-09-01: 29.43%2026-09-02: 28.87%2026-09-18: 28.24%2026-09-21: 29.28%2026-09-22: 28.94%2026-09-23: 28.93%2026-09-24: 29.46%2026-09-25: 29.01%2026-09-28: 29.57%2026-09-29: 29.35%2026-09-30: 29.81%2026-10-07: 28.37%2026-10-08: 29.61%2026-10-09: 29.68%2026-10-12: 31.73%2026-10-13: 33.09%2026-10-14: 37.07%2026-10-15: 41.07%2026-10-16: 29.68%2026-10-19: 29.11%2026-10-20: 29.18%2026-10-21: 29.29%2026-10-22: 32.16%2026-10-23: 31.14%2026-10-26: 30.48%2026-10-27: 31.06%2026-10-28: 31.07%2026-10-29: 30.29%2026-10-30: 34.18%Aug 14Sep 29Oct 30
39 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
34.13%
38.26%
38.45%
45.50%
33.15%
33.12%
33.47%
33.04%
31.70%
31.14%
29.43%
28.87%
28.24%
29.28%
28.94%
28.93%
29.46%
29.01%
29.57%
29.35%
29.81%
28.37%
29.61%
29.68%
31.73%
33.09%
37.07%
41.07%
29.68%
29.11%
29.18%
29.29%
32.16%
31.14%
30.48%
31.06%
31.07%
30.29%
34.18%