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ARK Innovation ETF ARKK

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Market dataready · fetched 2026-10-15T20:04:47.063Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:01:04.534510566Z

FundamentalsAlpha Vantage · ready

Share price$85.60
1D+3.8%
AH$81$82$84$85$865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMARKK
Sold putSold callAH

ARK Innovation ETF options

Live interpolated ARKK call and put midpoint premiums by absolute delta.ARK Innovation ETF$0.13$0.89$1.64$2.39$3.14$81.28$83.20$85.12$87.04$88.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $85.60OPTION PRICELive ARKK spot · $85.60ARKK PRICE$0.72$0.29$0.40$0.50$0.56$0.68$0.84$1.02$1.21$1.33$1.44$2.24$2.87$0.22$0.29$0.35$0.39$0.46$0.53$0.60$0.68$0.76$1.77$2.16$2.55$2.92
PutsExpensive1.22×
CallsExpensive1.13×
SkewBullish-13.49 pp
Implied moveBullish±$1.45
TiltBalanced1.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.48159.2%8.9%84.0442.4%2.1%
25Δ86.9643.7%1.9%84.3442.9%1.8%
30Δ86.7246.1%1.8%84.6640.9%1.5%
35Δ86.4748.1%1.6%85.0036.2%1.1%
40Δ86.1544.6%1.3%85.2135.3%1.0%
45Δ85.8744.4%1.1%85.4234.4%0.8%
50Δ85.6247.3%1.0%85.6133.3%0.7%
55Δ85.3549.3%0.9%85.7932.2%0.6%
60Δ85.0650.7%0.8%85.9731.0%0.5%
65Δ84.8148.7%0.6%86.7560.7%0.7%
70Δ84.5745.9%0.5%87.2463.3%0.6%
75Δ83.7962.0%0.5%87.7365.9%0.5%
80Δ83.0969.2%0.4%88.2165.7%0.4%

20Δ

Calls
Pseudo strike
92.48
IV
159.2%
B/E move
8.9%
Puts
Pseudo strike
84.04
IV
42.4%
B/E move
2.1%

25Δ

Calls
Pseudo strike
86.96
IV
43.7%
B/E move
1.9%
Puts
Pseudo strike
84.34
IV
42.9%
B/E move
1.8%

30Δ

Calls
Pseudo strike
86.72
IV
46.1%
B/E move
1.8%
Puts
Pseudo strike
84.66
IV
40.9%
B/E move
1.5%

35Δ

Calls
Pseudo strike
86.47
IV
48.1%
B/E move
1.6%
Puts
Pseudo strike
85.00
IV
36.2%
B/E move
1.1%

40Δ

Calls
Pseudo strike
86.15
IV
44.6%
B/E move
1.3%
Puts
Pseudo strike
85.21
IV
35.3%
B/E move
1.0%

45Δ

Calls
Pseudo strike
85.87
IV
44.4%
B/E move
1.1%
Puts
Pseudo strike
85.42
IV
34.4%
B/E move
0.8%

50Δ

Calls
Pseudo strike
85.62
IV
47.3%
B/E move
1.0%
Puts
Pseudo strike
85.61
IV
33.3%
B/E move
0.7%

55Δ

Calls
Pseudo strike
85.35
IV
49.3%
B/E move
0.9%
Puts
Pseudo strike
85.79
IV
32.2%
B/E move
0.6%

60Δ

Calls
Pseudo strike
85.06
IV
50.7%
B/E move
0.8%
Puts
Pseudo strike
85.97
IV
31.0%
B/E move
0.5%

65Δ

Calls
Pseudo strike
84.81
IV
48.7%
B/E move
0.6%
Puts
Pseudo strike
86.75
IV
60.7%
B/E move
0.7%

70Δ

Calls
Pseudo strike
84.57
IV
45.9%
B/E move
0.5%
Puts
Pseudo strike
87.24
IV
63.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
83.79
IV
62.0%
B/E move
0.5%
Puts
Pseudo strike
87.73
IV
65.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
83.09
IV
69.2%
B/E move
0.4%
Puts
Pseudo strike
88.21
IV
65.7%
B/E move
0.4%