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BNY Mellon US Large Cap Core Equity ETF BKLC

i

Market dataready · fetched 2026-11-12T16:15:40.760Z

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: 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 · 2026-11-12T16:15:05.67044796Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T16:15:39.963513+00:00

Share price$48.66
1D+1.0%
$48.14$48.28$48.43$48.57$48.715:30 AM6:30 AM9:00 AM1:00 PMBKLC
Sold putSold call

BNY Mellon US Large Cap Core Equity ETF options

Live interpolated BKLC call and put midpoint premiums by absolute delta.BNY Mellon US Large Cap Core Equity ETF$0.47$0.75$1.03$1.31$1.59$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEBKLC PRICE$0.50$0.52$0.54$0.60$0.72$0.83$0.94$1.06$1.17$1.29$1.40$1.51
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.6668.0%11.3%44.3171.0%10.0%
25Δ46.0552.6%6.5%
30Δ47.1541.9%4.3%
35Δ47.4740.2%3.9%
40Δ47.8038.5%3.5%
45Δ48.1336.8%3.0%
50Δ48.4535.1%2.6%
55Δ48.7833.4%2.2%
60Δ49.1031.7%1.7%
65Δ49.4330.0%1.3%
70Δ49.7528.3%0.9%
75Δ
80Δ

20Δ

Calls
Pseudo strike
53.66
IV
68.0%
B/E move
11.3%
Puts
Pseudo strike
44.31
IV
71.0%
B/E move
10.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.05
IV
52.6%
B/E move
6.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.15
IV
41.9%
B/E move
4.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.47
IV
40.2%
B/E move
3.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.80
IV
38.5%
B/E move
3.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.13
IV
36.8%
B/E move
3.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.45
IV
35.1%
B/E move
2.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.78
IV
33.4%
B/E move
2.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.10
IV
31.7%
B/E move
1.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.43
IV
30.0%
B/E move
1.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.75
IV
28.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend15.86%
Daily close
BKLC13.0%17.5%22.0%2026-08-14: 14.74%2026-08-17: 15.83%2026-08-18: 17.40%2026-08-19: 17.64%2026-08-20: 19.81%2026-08-21: 14.41%2026-08-24: 14.65%2026-08-25: 14.53%2026-08-26: 14.31%2026-08-27: 14.22%2026-08-28: 13.75%2026-08-31: 14.79%2026-09-01: 14.56%2026-09-02: 14.63%2026-09-03: 13.86%2026-09-04: 14.46%2026-09-08: 15.39%2026-09-09: 15.75%2026-09-10: 16.37%2026-09-11: 16.36%2026-09-14: 17.16%2026-09-15: 18.75%2026-09-16: 19.53%2026-09-17: 21.39%2026-09-18: 14.33%2026-09-22: 13.67%2026-09-23: 14.00%2026-09-24: 14.49%2026-09-28: 14.63%2026-09-29: 14.97%2026-09-30: 14.83%2026-10-01: 15.35%2026-10-02: 15.29%2026-10-06: 14.54%2026-10-12: 17.32%2026-10-16: 13.77%2026-10-19: 13.82%2026-10-20: 13.97%2026-10-21: 13.90%2026-10-22: 14.38%2026-10-23: 17.86%2026-10-26: 14.15%2026-10-27: 14.37%2026-10-28: 14.78%2026-10-29: 14.44%2026-10-30: 15.86%Aug 14Sep 16Oct 30
46 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
14.74%
15.83%
17.40%
17.64%
19.81%
14.41%
14.65%
14.53%
14.31%
14.22%
13.75%
14.79%
14.56%
14.63%
13.86%
14.46%
15.39%
15.75%
16.37%
16.36%
17.16%
18.75%
19.53%
21.39%
14.33%
13.67%
14.00%
14.49%
14.63%
14.97%
14.83%
15.35%
15.29%
14.54%
17.32%
13.77%
13.82%
13.97%
13.90%
14.38%
17.86%
14.15%
14.37%
14.78%
14.44%
15.86%