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ARK Innovation ETF ARKK

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Market dataready · fetched 2026-10-16T21:48:04.944Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:46:30.453102654Z

FundamentalsAlpha Vantage · ready

Share price$81.75
1D-4.9%
AH$81$82$83$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$0.29$1.67$3.05$4.43$5.81$75.35$79.57$83.79$88.00$92.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARKK spot · $81.75ARKK PRICE$0.44$0.57$0.72$0.90$1.07$1.30$1.47$1.70$2.02$2.15$2.61$3.06$3.54$0.56$0.68$0.96$1.12$1.36$1.61$1.95$2.32$2.50$3.08$3.84$4.61$5.41
PutsExpensive1.12×
CallsExpensive1.14×
SkewBearish+8.44 pp
Implied moveBearish±$3.41
TiltBearish16.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.3335.0%4.9%77.9642.9%5.3%
25Δ84.5934.4%4.2%79.0138.9%4.2%
30Δ83.9834.4%3.6%79.4543.0%4.0%
35Δ83.4434.7%3.2%80.1940.6%3.3%
40Δ82.8934.1%2.7%80.7840.7%2.9%
45Δ82.4135.0%2.4%81.3740.4%2.4%
50Δ81.9033.4%2.0%81.9541.5%2.1%
55Δ81.4333.3%1.7%82.5642.4%1.9%
60Δ80.9334.3%1.5%83.0839.5%1.4%
65Δ80.5331.6%1.1%83.8142.0%1.3%
70Δ79.9433.3%1.0%84.7245.1%1.1%
75Δ79.3434.0%0.8%85.6646.9%0.9%
80Δ78.7234.2%0.6%86.6547.4%0.6%

20Δ

Calls
Pseudo strike
85.33
IV
35.0%
B/E move
4.9%
Puts
Pseudo strike
77.96
IV
42.9%
B/E move
5.3%

25Δ

Calls
Pseudo strike
84.59
IV
34.4%
B/E move
4.2%
Puts
Pseudo strike
79.01
IV
38.9%
B/E move
4.2%

30Δ

Calls
Pseudo strike
83.98
IV
34.4%
B/E move
3.6%
Puts
Pseudo strike
79.45
IV
43.0%
B/E move
4.0%

35Δ

Calls
Pseudo strike
83.44
IV
34.7%
B/E move
3.2%
Puts
Pseudo strike
80.19
IV
40.6%
B/E move
3.3%

40Δ

Calls
Pseudo strike
82.89
IV
34.1%
B/E move
2.7%
Puts
Pseudo strike
80.78
IV
40.7%
B/E move
2.9%

45Δ

Calls
Pseudo strike
82.41
IV
35.0%
B/E move
2.4%
Puts
Pseudo strike
81.37
IV
40.4%
B/E move
2.4%

50Δ

Calls
Pseudo strike
81.90
IV
33.4%
B/E move
2.0%
Puts
Pseudo strike
81.95
IV
41.5%
B/E move
2.1%

55Δ

Calls
Pseudo strike
81.43
IV
33.3%
B/E move
1.7%
Puts
Pseudo strike
82.56
IV
42.4%
B/E move
1.9%

60Δ

Calls
Pseudo strike
80.93
IV
34.3%
B/E move
1.5%
Puts
Pseudo strike
83.08
IV
39.5%
B/E move
1.4%

65Δ

Calls
Pseudo strike
80.53
IV
31.6%
B/E move
1.1%
Puts
Pseudo strike
83.81
IV
42.0%
B/E move
1.3%

70Δ

Calls
Pseudo strike
79.94
IV
33.3%
B/E move
1.0%
Puts
Pseudo strike
84.72
IV
45.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
79.34
IV
34.0%
B/E move
0.8%
Puts
Pseudo strike
85.66
IV
46.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
78.72
IV
34.2%
B/E move
0.6%
Puts
Pseudo strike
86.65
IV
47.4%
B/E move
0.6%