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ARK Innovation ETF ARKK

i

Market dataready · fetched 2026-11-06T20:55:51.866Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T20:55:49.752560275Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-06T20:55:51.096534+00:00

Share price$75.32
1D+1.2%
$73.71$74.23$74.74$75.26$75.775:30 AM6:30 AM9:00 AM1:00 PMARKK
Sold putSold call

ARK Innovation ETF options

Live interpolated ARKK call and put midpoint premiums by absolute delta.ARK Innovation ETF$0.40$1.60$2.81$4.02$5.22$66.92$71.10$75.27$79.44$83.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARKK spot · $75.32ARKK PRICE$0.53$0.73$0.94$1.18$1.43$1.74$2.07$2.44$2.87$3.38$3.96$4.50$4.87$0.69$0.89$1.11$1.34$1.60$1.88$2.18$2.50$2.86$3.22$3.60$4.10$4.87
PutsCheap0.77×
CallsCheap0.92×
SkewBullish-1.37 pp
Implied moveBearish±$4.25
TiltBalanced0.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ79.7646.6%6.6%70.7457.0%7.0%
25Δ79.0548.5%5.9%71.7955.2%5.9%
30Δ78.2848.8%5.2%72.6853.6%5.0%
35Δ77.5949.6%4.6%73.4852.4%4.2%
40Δ76.8950.0%4.0%74.2151.5%3.6%
45Δ76.2450.9%3.5%74.9050.8%3.1%
50Δ75.5751.8%3.1%75.5549.9%2.6%
55Δ74.8852.6%2.7%76.2049.1%2.1%
60Δ74.1753.6%2.3%76.8548.6%1.8%
65Δ73.4054.8%1.9%77.4647.2%1.4%
70Δ72.5856.0%1.6%78.1046.0%1.1%
75Δ71.7855.5%1.3%78.7945.3%0.8%
80Δ71.1352.0%0.9%79.7246.3%0.6%

20Δ

Calls
Pseudo strike
79.76
IV
46.6%
B/E move
6.6%
Puts
Pseudo strike
70.74
IV
57.0%
B/E move
7.0%

25Δ

Calls
Pseudo strike
79.05
IV
48.5%
B/E move
5.9%
Puts
Pseudo strike
71.79
IV
55.2%
B/E move
5.9%

30Δ

Calls
Pseudo strike
78.28
IV
48.8%
B/E move
5.2%
Puts
Pseudo strike
72.68
IV
53.6%
B/E move
5.0%

35Δ

Calls
Pseudo strike
77.59
IV
49.6%
B/E move
4.6%
Puts
Pseudo strike
73.48
IV
52.4%
B/E move
4.2%

40Δ

Calls
Pseudo strike
76.89
IV
50.0%
B/E move
4.0%
Puts
Pseudo strike
74.21
IV
51.5%
B/E move
3.6%

45Δ

Calls
Pseudo strike
76.24
IV
50.9%
B/E move
3.5%
Puts
Pseudo strike
74.90
IV
50.8%
B/E move
3.1%

50Δ

Calls
Pseudo strike
75.57
IV
51.8%
B/E move
3.1%
Puts
Pseudo strike
75.55
IV
49.9%
B/E move
2.6%

55Δ

Calls
Pseudo strike
74.88
IV
52.6%
B/E move
2.7%
Puts
Pseudo strike
76.20
IV
49.1%
B/E move
2.1%

60Δ

Calls
Pseudo strike
74.17
IV
53.6%
B/E move
2.3%
Puts
Pseudo strike
76.85
IV
48.6%
B/E move
1.8%

65Δ

Calls
Pseudo strike
73.40
IV
54.8%
B/E move
1.9%
Puts
Pseudo strike
77.46
IV
47.2%
B/E move
1.4%

70Δ

Calls
Pseudo strike
72.58
IV
56.0%
B/E move
1.6%
Puts
Pseudo strike
78.10
IV
46.0%
B/E move
1.1%

75Δ

Calls
Pseudo strike
71.78
IV
55.5%
B/E move
1.3%
Puts
Pseudo strike
78.79
IV
45.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
71.13
IV
52.0%
B/E move
0.9%
Puts
Pseudo strike
79.72
IV
46.3%
B/E move
0.6%

Options history

IV · four-Friday blend44.35%
Daily close
ARKK29.5%38.8%48.0%2026-08-10: 37.41%2026-08-11: 39.12%2026-08-12: 34.74%2026-08-13: 33.73%2026-08-14: 30.77%2026-08-17: 32.79%2026-08-18: 35.24%2026-08-19: 35.23%2026-08-20: 36.22%2026-08-21: 35.53%2026-08-24: 37.57%2026-08-25: 38.20%2026-08-26: 36.93%2026-08-27: 35.95%2026-08-28: 34.25%2026-08-31: 36.25%2026-09-01: 35.33%2026-09-02: 34.15%2026-09-03: 33.51%2026-09-04: 33.15%2026-09-08: 36.09%2026-09-09: 38.00%2026-09-10: 39.76%2026-09-11: 35.11%2026-09-14: 36.53%2026-09-15: 37.91%2026-09-16: 38.27%2026-09-17: 33.82%2026-09-18: 31.97%2026-09-21: 33.15%2026-09-22: 33.49%2026-09-23: 34.85%2026-09-24: 35.07%2026-09-25: 34.30%2026-09-28: 36.59%2026-09-29: 36.87%2026-09-30: 36.37%2026-10-01: 39.52%2026-10-02: 32.20%2026-10-05: 34.14%2026-10-06: 34.69%2026-10-07: 32.79%2026-10-08: 34.95%2026-10-09: 31.87%2026-10-12: 35.01%2026-10-13: 34.20%2026-10-14: 35.33%2026-10-15: 35.07%2026-10-16: 40.54%2026-10-19: 39.45%2026-10-20: 40.25%2026-10-21: 41.04%2026-10-22: 46.76%2026-10-23: 40.84%2026-10-26: 40.20%2026-10-27: 40.92%2026-10-28: 40.62%2026-10-29: 40.55%2026-10-30: 44.35%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
37.41%
39.12%
34.74%
33.73%
30.77%
32.79%
35.24%
35.23%
36.22%
35.53%
37.57%
38.20%
36.93%
35.95%
34.25%
36.25%
35.33%
34.15%
33.51%
33.15%
36.09%
38.00%
39.76%
35.11%
36.53%
37.91%
38.27%
33.82%
31.97%
33.15%
33.49%
34.85%
35.07%
34.30%
36.59%
36.87%
36.37%
39.52%
32.20%
34.14%
34.69%
32.79%
34.95%
31.87%
35.01%
34.20%
35.33%
35.07%
40.54%
39.45%
40.25%
41.04%
46.76%
40.84%
40.20%
40.92%
40.62%
40.55%
44.35%