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ARK Innovation ETF ARKK

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Market dataready · fetched 2026-11-07T20:38:46.629Z

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 · 2026-11-07T01:00:00.694088949Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T20:38:46.037336+00:00

Share price$75.46
1D+1.4%
AH$73.71$74.23$74.75$75.27$75.785:30 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$0.38$1.66$2.95$4.23$5.51$67.08$71.21$75.34$79.47$83.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARKK spot · $75.46ARKK PRICE$0.52$0.72$0.92$1.15$1.39$1.69$2.01$2.35$2.77$3.24$3.76$4.37$4.71$0.70$0.91$1.13$1.39$1.67$1.95$2.25$2.59$2.97$3.34$3.88$4.44$5.14
PutsCheap0.80×
CallsCheap0.91×
SkewBearish+2.37 pp
Implied moveBearish±$4.26
TiltBearish4.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ79.8349.6%6.5%70.8062.5%7.1%
25Δ79.0951.1%5.8%71.8760.5%6.0%
30Δ78.3451.4%5.0%72.7758.9%5.1%
35Δ77.6652.2%4.4%73.5658.3%4.4%
40Δ76.9852.5%3.9%74.3057.8%3.7%
45Δ76.3453.3%3.4%75.0256.8%3.2%
50Δ75.6954.0%3.0%75.6955.6%2.7%
55Δ75.0354.6%2.5%76.3754.8%2.2%
60Δ74.3455.5%2.2%77.0454.3%1.8%
65Δ73.6156.4%1.8%77.6852.8%1.5%
70Δ72.8457.3%1.5%78.4453.2%1.2%
75Δ72.0158.1%1.2%79.2252.8%0.9%
80Δ71.4153.9%0.9%80.1052.6%0.7%

20Δ

Calls
Pseudo strike
79.83
IV
49.6%
B/E move
6.5%
Puts
Pseudo strike
70.80
IV
62.5%
B/E move
7.1%

25Δ

Calls
Pseudo strike
79.09
IV
51.1%
B/E move
5.8%
Puts
Pseudo strike
71.87
IV
60.5%
B/E move
6.0%

30Δ

Calls
Pseudo strike
78.34
IV
51.4%
B/E move
5.0%
Puts
Pseudo strike
72.77
IV
58.9%
B/E move
5.1%

35Δ

Calls
Pseudo strike
77.66
IV
52.2%
B/E move
4.4%
Puts
Pseudo strike
73.56
IV
58.3%
B/E move
4.4%

40Δ

Calls
Pseudo strike
76.98
IV
52.5%
B/E move
3.9%
Puts
Pseudo strike
74.30
IV
57.8%
B/E move
3.7%

45Δ

Calls
Pseudo strike
76.34
IV
53.3%
B/E move
3.4%
Puts
Pseudo strike
75.02
IV
56.8%
B/E move
3.2%

50Δ

Calls
Pseudo strike
75.69
IV
54.0%
B/E move
3.0%
Puts
Pseudo strike
75.69
IV
55.6%
B/E move
2.7%

55Δ

Calls
Pseudo strike
75.03
IV
54.6%
B/E move
2.5%
Puts
Pseudo strike
76.37
IV
54.8%
B/E move
2.2%

60Δ

Calls
Pseudo strike
74.34
IV
55.5%
B/E move
2.2%
Puts
Pseudo strike
77.04
IV
54.3%
B/E move
1.8%

65Δ

Calls
Pseudo strike
73.61
IV
56.4%
B/E move
1.8%
Puts
Pseudo strike
77.68
IV
52.8%
B/E move
1.5%

70Δ

Calls
Pseudo strike
72.84
IV
57.3%
B/E move
1.5%
Puts
Pseudo strike
78.44
IV
53.2%
B/E move
1.2%

75Δ

Calls
Pseudo strike
72.01
IV
58.1%
B/E move
1.2%
Puts
Pseudo strike
79.22
IV
52.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
71.41
IV
53.9%
B/E move
0.9%
Puts
Pseudo strike
80.10
IV
52.6%
B/E move
0.7%

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%