IntraAlpha
Create free account Start free

EA Series Trust EA Bridgeway Omni Small-Cap Value ETF BSVO

i

Market dataready · fetched 2026-11-12T03:07:15.457Z

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 · 2026-11-11T21:00:00.209876198Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:07:14.991303+00:00

Share price$28.82
1D+0.2%
AH$28.62$28.68$28.74$28.80$28.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBSVO
Sold putSold callAH

EA Series Trust EA Bridgeway Omni Small-Cap Value ETF options

Live interpolated BSVO call and put midpoint premiums by absolute delta.EA Series Trust EA Bridgeway Omni Small-Cap Value ETF$0.56$0.73$0.91$1.09$1.27$27.76$28.40$29.04$29.68$30.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive BSVO spot · $28.82BSVO PRICE$0.57$0.57$0.57$0.58$0.60$0.63$0.67$0.72$0.77$0.83$0.88$0.93$0.57$0.57$0.60$0.63$0.68$0.73$0.78$0.85$0.94$1.04$1.13$1.22
Puts——
Calls——
Skew——
Implied moveBearish±$1.45
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.69126.5%22.4%25.42107.3%13.8%
25Δ32.1392.9%13.5%26.6781.9%9.4%
30Δ30.8272.3%8.9%27.4167.6%7.0%
35Δ29.9857.6%6.0%28.0056.6%5.0%
40Δ29.6151.0%4.8%28.2951.9%4.2%
45Δ29.2344.4%3.6%28.5947.2%3.3%
50Δ28.9439.4%2.7%28.8842.4%2.5%
55Δ28.7836.8%2.4%29.1139.3%2.0%
60Δ28.6234.2%2.0%29.2937.3%1.6%
65Δ28.4631.6%1.6%29.4735.3%1.3%
70Δ28.3029.0%1.2%29.6533.2%1.0%
75Δ28.1426.3%0.9%29.8331.2%0.7%
80Δ

20Δ

Calls
Pseudo strike
34.69
IV
126.5%
B/E move
22.4%
Puts
Pseudo strike
25.42
IV
107.3%
B/E move
13.8%

25Δ

Calls
Pseudo strike
32.13
IV
92.9%
B/E move
13.5%
Puts
Pseudo strike
26.67
IV
81.9%
B/E move
9.4%

30Δ

Calls
Pseudo strike
30.82
IV
72.3%
B/E move
8.9%
Puts
Pseudo strike
27.41
IV
67.6%
B/E move
7.0%

35Δ

Calls
Pseudo strike
29.98
IV
57.6%
B/E move
6.0%
Puts
Pseudo strike
28.00
IV
56.6%
B/E move
5.0%

40Δ

Calls
Pseudo strike
29.61
IV
51.0%
B/E move
4.8%
Puts
Pseudo strike
28.29
IV
51.9%
B/E move
4.2%

45Δ

Calls
Pseudo strike
29.23
IV
44.4%
B/E move
3.6%
Puts
Pseudo strike
28.59
IV
47.2%
B/E move
3.3%

50Δ

Calls
Pseudo strike
28.94
IV
39.4%
B/E move
2.7%
Puts
Pseudo strike
28.88
IV
42.4%
B/E move
2.5%

55Δ

Calls
Pseudo strike
28.78
IV
36.8%
B/E move
2.4%
Puts
Pseudo strike
29.11
IV
39.3%
B/E move
2.0%

60Δ

Calls
Pseudo strike
28.62
IV
34.2%
B/E move
2.0%
Puts
Pseudo strike
29.29
IV
37.3%
B/E move
1.6%

65Δ

Calls
Pseudo strike
28.46
IV
31.6%
B/E move
1.6%
Puts
Pseudo strike
29.47
IV
35.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
28.30
IV
29.0%
B/E move
1.2%
Puts
Pseudo strike
29.65
IV
33.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
28.14
IV
26.3%
B/E move
0.9%
Puts
Pseudo strike
29.83
IV
31.2%
B/E move
0.7%

80Δ

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

Options history

IV · four-Friday blend25.36%
Daily close
BSVO16.8%34.4%52.1%2026-08-13: 24.61%2026-08-14: 24.58%2026-08-17: 26.97%2026-08-18: 28.54%2026-08-19: 29.94%2026-08-20: 35.56%2026-08-21: 20.78%2026-08-24: 20.93%2026-08-25: 20.87%2026-08-26: 21.10%2026-08-27: 20.47%2026-08-28: 20.63%2026-08-31: 21.61%2026-09-01: 21.11%2026-09-02: 20.78%2026-09-03: 21.68%2026-09-08: 22.70%2026-09-09: 34.75%2026-09-10: 24.01%2026-09-11: 23.79%2026-09-14: 27.04%2026-09-15: 28.80%2026-09-16: 30.15%2026-09-18: 19.36%2026-09-21: 19.20%2026-09-22: 24.36%2026-09-23: 24.81%2026-09-24: 25.72%2026-09-25: 25.40%2026-09-28: 26.69%2026-09-29: 26.66%2026-09-30: 26.34%2026-10-01: 27.01%2026-10-02: 27.23%2026-10-05: 27.61%2026-10-06: 28.04%2026-10-07: 29.46%2026-10-08: 29.04%2026-10-09: 30.53%2026-10-12: 34.30%2026-10-13: 36.12%2026-10-14: 38.95%2026-10-15: 49.62%2026-10-16: 24.10%2026-10-19: 25.14%2026-10-20: 24.67%2026-10-21: 24.85%2026-10-22: 24.71%2026-10-23: 25.33%2026-10-26: 24.54%2026-10-27: 25.42%2026-10-28: 24.66%2026-10-29: 25.08%2026-10-30: 25.36%Aug 13Sep 23Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
24.61%
24.58%
26.97%
28.54%
29.94%
35.56%
20.78%
20.93%
20.87%
21.10%
20.47%
20.63%
21.61%
21.11%
20.78%
21.68%
22.70%
34.75%
24.01%
23.79%
27.04%
28.80%
30.15%
19.36%
19.20%
24.36%
24.81%
25.72%
25.40%
26.69%
26.66%
26.34%
27.01%
27.23%
27.61%
28.04%
29.46%
29.04%
30.53%
34.30%
36.12%
38.95%
49.62%
24.10%
25.14%
24.67%
24.85%
24.71%
25.33%
24.54%
25.42%
24.66%
25.08%
25.36%