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ARK Blockchain & Fintech Innovation ETF ARKF

i

Market dataready · fetched 2026-11-11T15:55:44.309Z

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 · 2026-11-11T15:53:04.012496782Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:55:43.639356+00:00

Share price$42.65
1D+0.4%
$42.36$42.44$42.51$42.59$42.675:30 AM6:30 AM9:00 AM1:00 PMARKF
Sold putSold call

ARK Blockchain & Fintech Innovation ETF options

Live interpolated ARKF call and put midpoint premiums by absolute delta.ARK Blockchain & Fintech Innovation ETF$0.27$1.20$2.13$3.06$3.98$38.20$40.37$42.53$44.70$46.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARKF spot · $42.65ARKF PRICE$0.38$0.40$0.45$0.55$0.65$0.76$0.90$1.04$1.19$1.35$1.54$1.73$1.93$0.39$0.48$0.60$0.75$0.89$1.08$1.27$1.50$1.77$2.05$2.45$2.92$3.71
PutsCheap0.88×
CallsCheap0.72×
SkewBearish+11.15 pp
Implied moveBearish±$2.17
TiltBearish21.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.9151.7%8.5%40.0849.4%6.9%
25Δ44.7340.9%5.8%40.7146.4%5.7%
30Δ44.0536.1%4.3%41.2245.0%4.8%
35Δ43.7035.3%3.8%41.6344.9%4.1%
40Δ43.3734.9%3.2%42.0444.8%3.5%
45Δ43.0434.5%2.7%42.4244.9%3.1%
50Δ42.7534.2%2.4%42.7945.1%2.6%
55Δ42.4634.0%2.0%43.1945.4%2.2%
60Δ42.1833.8%1.7%43.6146.0%1.9%
65Δ41.8833.4%1.4%44.0346.6%1.6%
70Δ41.5932.7%1.1%44.5547.8%1.3%
75Δ41.2932.1%0.9%45.1349.5%1.0%
80Δ41.0031.4%0.7%46.0254.1%0.8%

20Δ

Calls
Pseudo strike
45.91
IV
51.7%
B/E move
8.5%
Puts
Pseudo strike
40.08
IV
49.4%
B/E move
6.9%

25Δ

Calls
Pseudo strike
44.73
IV
40.9%
B/E move
5.8%
Puts
Pseudo strike
40.71
IV
46.4%
B/E move
5.7%

30Δ

Calls
Pseudo strike
44.05
IV
36.1%
B/E move
4.3%
Puts
Pseudo strike
41.22
IV
45.0%
B/E move
4.8%

35Δ

Calls
Pseudo strike
43.70
IV
35.3%
B/E move
3.8%
Puts
Pseudo strike
41.63
IV
44.9%
B/E move
4.1%

40Δ

Calls
Pseudo strike
43.37
IV
34.9%
B/E move
3.2%
Puts
Pseudo strike
42.04
IV
44.8%
B/E move
3.5%

45Δ

Calls
Pseudo strike
43.04
IV
34.5%
B/E move
2.7%
Puts
Pseudo strike
42.42
IV
44.9%
B/E move
3.1%

50Δ

Calls
Pseudo strike
42.75
IV
34.2%
B/E move
2.4%
Puts
Pseudo strike
42.79
IV
45.1%
B/E move
2.6%

55Δ

Calls
Pseudo strike
42.46
IV
34.0%
B/E move
2.0%
Puts
Pseudo strike
43.19
IV
45.4%
B/E move
2.2%

60Δ

Calls
Pseudo strike
42.18
IV
33.8%
B/E move
1.7%
Puts
Pseudo strike
43.61
IV
46.0%
B/E move
1.9%

65Δ

Calls
Pseudo strike
41.88
IV
33.4%
B/E move
1.4%
Puts
Pseudo strike
44.03
IV
46.6%
B/E move
1.6%

70Δ

Calls
Pseudo strike
41.59
IV
32.7%
B/E move
1.1%
Puts
Pseudo strike
44.55
IV
47.8%
B/E move
1.3%

75Δ

Calls
Pseudo strike
41.29
IV
32.1%
B/E move
0.9%
Puts
Pseudo strike
45.13
IV
49.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
41.00
IV
31.4%
B/E move
0.7%
Puts
Pseudo strike
46.02
IV
54.1%
B/E move
0.8%

Options history

IV · four-Friday blend36.80%
Daily close
ARKF28.2%36.4%44.5%2026-08-13: 35.38%2026-08-14: 29.34%2026-08-17: 33.70%2026-08-18: 34.02%2026-08-19: 37.25%2026-08-20: 37.24%2026-08-21: 33.39%2026-08-24: 33.74%2026-08-25: 34.61%2026-08-26: 32.60%2026-08-27: 32.55%2026-08-28: 32.14%2026-08-31: 32.54%2026-09-01: 33.62%2026-09-02: 31.85%2026-09-03: 33.75%2026-09-04: 32.28%2026-09-08: 35.69%2026-09-09: 35.41%2026-09-10: 34.36%2026-09-11: 32.86%2026-09-14: 36.78%2026-09-15: 38.36%2026-09-16: 40.71%2026-09-17: 38.51%2026-09-18: 31.59%2026-09-21: 31.88%2026-09-22: 31.11%2026-09-23: 30.92%2026-09-24: 32.33%2026-09-25: 32.00%2026-09-28: 34.14%2026-09-29: 32.30%2026-09-30: 31.94%2026-10-01: 32.02%2026-10-02: 31.23%2026-10-05: 31.70%2026-10-06: 30.93%2026-10-07: 31.48%2026-10-08: 30.79%2026-10-09: 29.33%2026-10-12: 31.46%2026-10-13: 32.61%2026-10-14: 36.79%2026-10-15: 43.42%2026-10-16: 32.15%2026-10-19: 32.76%2026-10-20: 33.96%2026-10-21: 34.77%2026-10-22: 34.74%2026-10-23: 34.61%2026-10-26: 36.20%2026-10-27: 34.56%2026-10-28: 34.01%2026-10-29: 33.76%2026-10-30: 36.80%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
35.38%
29.34%
33.70%
34.02%
37.25%
37.24%
33.39%
33.74%
34.61%
32.60%
32.55%
32.14%
32.54%
33.62%
31.85%
33.75%
32.28%
35.69%
35.41%
34.36%
32.86%
36.78%
38.36%
40.71%
38.51%
31.59%
31.88%
31.11%
30.92%
32.33%
32.00%
34.14%
32.30%
31.94%
32.02%
31.23%
31.70%
30.93%
31.48%
30.79%
29.33%
31.46%
32.61%
36.79%
43.42%
32.15%
32.76%
33.96%
34.77%
34.74%
34.61%
36.20%
34.56%
34.01%
33.76%
36.80%