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Innovator Defined Wealth Shield ETF BALT

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Market dataready · fetched 2026-10-22T07:28:10.234Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T00:00:00.956298642Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T07:28:08.496604+00:00

Share price$35.10
1D+0.1%
AH$35.02$35.05$35.07$35.09$35.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBALT
Sold putSold callAH

Innovator Defined Wealth Shield ETF options

Live interpolated BALT call and put midpoint premiums by absolute delta.Innovator Defined Wealth Shield ETF$0.46$0.62$0.78$0.94$1.10$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEBALT PRICE$0.47$0.47$0.47$0.50$0.53$0.55$0.58$0.64$0.74$0.84$0.95$1.05$0.47$0.47$0.48$0.49$0.49
PutsExpensive6.93×
CallsExpensive4.50×
SkewBearish+10.05 pp
Implied move——
TiltBullish52.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.1740.5%9.7%
25Δ37.7833.6%9.0%33.2931.0%6.5%
30Δ36.7926.4%6.2%34.0424.3%4.4%
35Δ36.1521.1%4.3%34.4020.9%3.4%
40Δ35.8318.5%3.5%34.7717.5%2.4%
45Δ35.6016.7%2.9%
50Δ35.3715.0%2.4%
55Δ35.1513.2%1.8%
60Δ34.9411.9%1.3%
65Δ34.7611.6%1.1%
70Δ34.5811.4%0.9%
75Δ34.4011.1%0.7%
80Δ34.2210.8%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.17
IV
40.5%
B/E move
9.7%

25Δ

Calls
Pseudo strike
37.78
IV
33.6%
B/E move
9.0%
Puts
Pseudo strike
33.29
IV
31.0%
B/E move
6.5%

30Δ

Calls
Pseudo strike
36.79
IV
26.4%
B/E move
6.2%
Puts
Pseudo strike
34.04
IV
24.3%
B/E move
4.4%

35Δ

Calls
Pseudo strike
36.15
IV
21.1%
B/E move
4.3%
Puts
Pseudo strike
34.40
IV
20.9%
B/E move
3.4%

40Δ

Calls
Pseudo strike
35.83
IV
18.5%
B/E move
3.5%
Puts
Pseudo strike
34.77
IV
17.5%
B/E move
2.4%

45Δ

Calls
Pseudo strike
35.60
IV
16.7%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
35.37
IV
15.0%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
35.15
IV
13.2%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
34.94
IV
11.9%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
34.76
IV
11.6%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
34.58
IV
11.4%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
34.40
IV
11.1%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
34.22
IV
10.8%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations