IntraAlpha
Create free account Start free

SonicShares Global Shipping ETF BOAT

i

Market dataready · fetched 2026-11-11T14:02:49.347Z

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 · 2026-11-11T01:00:00.1691698Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:02:48.968466+00:00

Share price$46.16
1D+0.3%
AH$45.89$46.07$46.25$46.44$46.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBOAT
Sold putSold callAH

SonicShares Global Shipping ETF options

Live interpolated BOAT call and put midpoint premiums by absolute delta.SonicShares Global Shipping ETF$1.50$1.97$2.44$2.91$3.39$40.74$44.17$47.60$51.03$54.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 —OPTION PRICELive BOAT spot · $46.16BOAT PRICE$1.68$1.80$1.93$2.08$2.22$2.31$2.39$2.48$1.55$1.59$1.72$1.83$1.95$2.08$2.20$2.31$2.45$2.82$3.25
Puts——
Calls——
Skew——
Implied moveBearish±$3.75
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ43.01101.3%10.2%
35Δ44.2585.0%7.6%
40Δ45.1376.4%6.0%
45Δ47.2272.0%5.9%45.8468.5%4.7%
50Δ46.5065.5%4.6%46.4162.6%3.7%
55Δ45.8960.1%3.6%46.9357.3%2.8%
60Δ45.4055.9%2.9%47.3252.6%2.2%
65Δ44.9451.5%2.2%47.6948.0%1.7%
70Δ44.6546.7%1.7%48.0744.1%1.2%
75Δ44.3542.0%1.3%48.5743.9%0.9%
80Δ44.0537.2%0.8%49.1144.2%0.6%

20Δ

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

25Δ

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

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.01
IV
101.3%
B/E move
10.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.25
IV
85.0%
B/E move
7.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.13
IV
76.4%
B/E move
6.0%

45Δ

Calls
Pseudo strike
47.22
IV
72.0%
B/E move
5.9%
Puts
Pseudo strike
45.84
IV
68.5%
B/E move
4.7%

50Δ

Calls
Pseudo strike
46.50
IV
65.5%
B/E move
4.6%
Puts
Pseudo strike
46.41
IV
62.6%
B/E move
3.7%

55Δ

Calls
Pseudo strike
45.89
IV
60.1%
B/E move
3.6%
Puts
Pseudo strike
46.93
IV
57.3%
B/E move
2.8%

60Δ

Calls
Pseudo strike
45.40
IV
55.9%
B/E move
2.9%
Puts
Pseudo strike
47.32
IV
52.6%
B/E move
2.2%

65Δ

Calls
Pseudo strike
44.94
IV
51.5%
B/E move
2.2%
Puts
Pseudo strike
47.69
IV
48.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
44.65
IV
46.7%
B/E move
1.7%
Puts
Pseudo strike
48.07
IV
44.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
44.35
IV
42.0%
B/E move
1.3%
Puts
Pseudo strike
48.57
IV
43.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
44.05
IV
37.2%
B/E move
0.8%
Puts
Pseudo strike
49.11
IV
44.2%
B/E move
0.6%

Options history

IV · four-Friday blend35.97%
Daily close
BOAT28.0%49.1%70.2%2026-08-25: 34.12%2026-08-26: 33.90%2026-08-28: 33.84%2026-08-31: 34.97%2026-09-03: 36.12%2026-09-04: 37.87%2026-09-09: 35.79%2026-09-11: 41.05%2026-09-22: 34.18%2026-09-23: 34.55%2026-09-24: 37.09%2026-09-25: 31.44%2026-09-28: 37.87%2026-09-29: 35.59%2026-09-30: 37.28%2026-10-01: 36.01%2026-10-02: 35.76%2026-10-05: 37.05%2026-10-06: 38.39%2026-10-07: 40.93%2026-10-14: 49.19%2026-10-15: 67.25%2026-10-16: 31.91%2026-10-19: 30.94%2026-10-20: 31.52%2026-10-21: 32.38%2026-10-22: 33.28%2026-10-23: 32.71%2026-10-26: 35.00%2026-10-27: 33.61%2026-10-28: 35.22%2026-10-29: 35.82%2026-10-30: 35.97%Aug 25Oct 2Oct 30
33 observations2026-08-25 — 2026-10-30
Table
DateIV (%)
34.12%
33.90%
33.84%
34.97%
36.12%
37.87%
35.79%
41.05%
34.18%
34.55%
37.09%
31.44%
37.87%
35.59%
37.28%
36.01%
35.76%
37.05%
38.39%
40.93%
49.19%
67.25%
31.91%
30.94%
31.52%
32.38%
33.28%
32.71%
35.00%
33.61%
35.22%
35.82%
35.97%