Share price$28.73
1D+0.9%
Sold putSold callAH
EA Series Trust EA Bridgeway Omni Small-Cap Value ETF BSVO
i
Market dataready · fetched 2026-10-22T23:21:50.513Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:00:00.601007344Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:21:50.023327+00:00
EA Series Trust EA Bridgeway Omni Small-Cap Value ETF options
PutsExpensive2.49×
CallsExpensive1.94×
SkewBearish+4.47 pp
Implied moveBearish±$1.75
TiltBearish30.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 35.38 | 76.5% | 25.3% | 25.17 | 64.1% | 14.6% |
| 25Δ | 32.50 | 56.2% | 15.3% | 26.40 | 51.4% | 10.4% |
| 30Δ | 30.97 | 43.3% | 10.0% | 27.22 | 43.1% | 7.7% |
| 35Δ | 30.10 | 34.8% | 6.9% | 27.79 | 38.5% | 6.0% |
| 40Δ | 29.65 | 30.6% | 5.5% | 28.22 | 35.1% | 4.7% |
| 45Δ | 29.25 | 27.1% | 4.2% | 28.57 | 32.4% | 3.8% |
| 50Δ | 28.94 | 24.2% | 3.3% | 28.92 | 29.7% | 2.9% |
| 55Δ | 28.77 | 22.4% | 2.9% | 29.21 | 28.4% | 2.3% |
| 60Δ | 28.60 | 20.5% | 2.4% | 29.48 | 27.6% | 1.9% |
| 65Δ | 28.43 | 18.7% | 2.0% | 29.76 | 26.9% | 1.4% |
| 70Δ | 28.27 | 16.8% | 1.5% | 30.10 | 27.1% | 1.1% |
| 75Δ | 28.10 | 15.0% | 1.1% | 30.96 | 35.0% | 1.1% |
| 80Δ | 31.68 | 37.1% | 0.8% | |||
20Δ
- Pseudo strike
- 35.38
- IV
- 76.5%
- B/E move
- 25.3%
- Pseudo strike
- 25.17
- IV
- 64.1%
- B/E move
- 14.6%
25Δ
- Pseudo strike
- 32.50
- IV
- 56.2%
- B/E move
- 15.3%
- Pseudo strike
- 26.40
- IV
- 51.4%
- B/E move
- 10.4%
30Δ
- Pseudo strike
- 30.97
- IV
- 43.3%
- B/E move
- 10.0%
- Pseudo strike
- 27.22
- IV
- 43.1%
- B/E move
- 7.7%
35Δ
- Pseudo strike
- 30.10
- IV
- 34.8%
- B/E move
- 6.9%
- Pseudo strike
- 27.79
- IV
- 38.5%
- B/E move
- 6.0%
40Δ
- Pseudo strike
- 29.65
- IV
- 30.6%
- B/E move
- 5.5%
- Pseudo strike
- 28.22
- IV
- 35.1%
- B/E move
- 4.7%
45Δ
- Pseudo strike
- 29.25
- IV
- 27.1%
- B/E move
- 4.2%
- Pseudo strike
- 28.57
- IV
- 32.4%
- B/E move
- 3.8%
50Δ
- Pseudo strike
- 28.94
- IV
- 24.2%
- B/E move
- 3.3%
- Pseudo strike
- 28.92
- IV
- 29.7%
- B/E move
- 2.9%
55Δ
- Pseudo strike
- 28.77
- IV
- 22.4%
- B/E move
- 2.9%
- Pseudo strike
- 29.21
- IV
- 28.4%
- B/E move
- 2.3%
60Δ
- Pseudo strike
- 28.60
- IV
- 20.5%
- B/E move
- 2.4%
- Pseudo strike
- 29.48
- IV
- 27.6%
- B/E move
- 1.9%
65Δ
- Pseudo strike
- 28.43
- IV
- 18.7%
- B/E move
- 2.0%
- Pseudo strike
- 29.76
- IV
- 26.9%
- B/E move
- 1.4%
70Δ
- Pseudo strike
- 28.27
- IV
- 16.8%
- B/E move
- 1.5%
- Pseudo strike
- 30.10
- IV
- 27.1%
- B/E move
- 1.1%
75Δ
- Pseudo strike
- 28.10
- IV
- 15.0%
- B/E move
- 1.1%
- Pseudo strike
- 30.96
- IV
- 35.0%
- B/E move
- 1.1%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 31.68
- IV
- 37.1%
- B/E move
- 0.8%
Options history
Table
| Date | IV |
|---|---|
| 24.69% | |
| 24.86% |