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BNY Mellon US Large Cap Core Equity ETF BKLC

i

Market dataready · fetched 2026-10-23T06:55:48.697Z

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 · 2026-10-23T00:00:00.175331086Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T06:52:56.988095+00:00

Share price$48.78
1D-0.3%
AH$48.59$48.71$48.82$48.94$49.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBKLC
Sold putSold callAH

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$0.37$0.86$1.34$1.83$2.31$45.62$47.14$48.66$50.18$51.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BKLC spot · $48.78BKLC PRICE$0.42$0.44$0.50$0.56$0.61$0.67$0.73$0.88$1.02$1.17$1.33$1.68$2.04$0.49$0.55$0.60$0.63$0.68$0.74$0.79$0.97$1.17$1.37$1.68$2.17
PutsExpensive1.59×
CallsExpensive1.41×
SkewBearish+1.83 pp
Implied moveBearish±$1.52
TiltBalanced0.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.6229.1%8.7%45.6531.1%7.4%
25Δ51.2222.7%5.9%46.6826.3%5.4%
30Δ50.5319.9%4.6%47.4122.5%4.0%
35Δ49.9717.8%3.6%48.0219.0%2.8%
40Δ49.6416.4%3.0%48.3317.5%2.3%
45Δ49.3115.0%2.5%48.6415.9%1.8%
50Δ48.9913.7%1.9%48.9514.4%1.3%
55Δ48.7413.8%1.7%49.2414.6%1.0%
60Δ48.4813.9%1.5%49.5315.0%0.9%
65Δ48.2314.0%1.3%49.8215.5%0.7%
70Δ47.9614.1%1.1%50.2016.5%0.5%
75Δ47.5515.2%0.9%50.7418.4%0.4%
80Δ47.1316.2%0.8%

20Δ

Calls
Pseudo strike
52.62
IV
29.1%
B/E move
8.7%
Puts
Pseudo strike
45.65
IV
31.1%
B/E move
7.4%

25Δ

Calls
Pseudo strike
51.22
IV
22.7%
B/E move
5.9%
Puts
Pseudo strike
46.68
IV
26.3%
B/E move
5.4%

30Δ

Calls
Pseudo strike
50.53
IV
19.9%
B/E move
4.6%
Puts
Pseudo strike
47.41
IV
22.5%
B/E move
4.0%

35Δ

Calls
Pseudo strike
49.97
IV
17.8%
B/E move
3.6%
Puts
Pseudo strike
48.02
IV
19.0%
B/E move
2.8%

40Δ

Calls
Pseudo strike
49.64
IV
16.4%
B/E move
3.0%
Puts
Pseudo strike
48.33
IV
17.5%
B/E move
2.3%

45Δ

Calls
Pseudo strike
49.31
IV
15.0%
B/E move
2.5%
Puts
Pseudo strike
48.64
IV
15.9%
B/E move
1.8%

50Δ

Calls
Pseudo strike
48.99
IV
13.7%
B/E move
1.9%
Puts
Pseudo strike
48.95
IV
14.4%
B/E move
1.3%

55Δ

Calls
Pseudo strike
48.74
IV
13.8%
B/E move
1.7%
Puts
Pseudo strike
49.24
IV
14.6%
B/E move
1.0%

60Δ

Calls
Pseudo strike
48.48
IV
13.9%
B/E move
1.5%
Puts
Pseudo strike
49.53
IV
15.0%
B/E move
0.9%

65Δ

Calls
Pseudo strike
48.23
IV
14.0%
B/E move
1.3%
Puts
Pseudo strike
49.82
IV
15.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
47.96
IV
14.1%
B/E move
1.1%
Puts
Pseudo strike
50.20
IV
16.5%
B/E move
0.5%

75Δ

Calls
Pseudo strike
47.55
IV
15.2%
B/E move
0.9%
Puts
Pseudo strike
50.74
IV
18.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
47.13
IV
16.2%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

BKLC13.8813.9313.982026-10-20: 13.96%2026-10-21: 13.90%Oct 20Oct 21
Table
DateIV
13.96%
13.90%