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AGF U.S. Market Neutral Anti-Beta Fund BTAL

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Market datapartial · fetched 2026-10-22T05:15:58.566Z

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 · 2026-10-22T00:00:00.113460636Z

FundamentalsAlpha Vantage · unavailable

Share price$12.85
1D-1.6%
AH$12.77$12.83$12.90$12.96$13.025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBTAL
Sold putSold callAH

AGF U.S. Market Neutral Anti-Beta Fund options

Live interpolated BTAL call and put midpoint premiums by absolute delta.AGF U.S. Market Neutral Anti-Beta Fund$0.22$0.78$1.34$1.91$2.47$10.83$11.82$12.80$13.79$14.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BTAL spot · $12.85BTAL PRICE$0.30$0.30$0.29$0.29$0.28$0.28$0.37$0.49$0.61$0.73$0.85$0.97$2.31$0.33$0.34$0.37$0.44$0.51$0.57$0.64$0.79$0.96$1.13$1.29$1.46$1.62
PutsExpensive1.43×
CallsExpensive1.13×
SkewBearish+2.56 pp
Implied moveBearish±$1.01
TiltBearish12.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.1381.8%27.9%11.0672.7%16.5%
25Δ14.8762.2%18.0%11.6359.2%12.2%
30Δ14.4252.7%14.5%12.0849.6%8.9%
35Δ13.9843.3%11.0%12.3047.5%7.7%
40Δ13.5333.8%7.5%12.5245.4%6.5%
45Δ13.0824.3%4.0%12.7543.3%5.3%
50Δ12.8724.0%3.1%12.9741.2%4.0%
55Δ12.7225.9%2.8%13.2040.0%3.5%
60Δ12.5727.8%2.5%13.4238.9%3.0%
65Δ12.4129.6%2.3%13.6437.9%2.6%
70Δ12.2631.5%2.0%13.8736.8%2.1%
75Δ12.1033.3%1.7%14.0935.7%1.7%
80Δ10.9579.4%3.1%14.3234.6%1.2%

20Δ

Calls
Pseudo strike
16.13
IV
81.8%
B/E move
27.9%
Puts
Pseudo strike
11.06
IV
72.7%
B/E move
16.5%

25Δ

Calls
Pseudo strike
14.87
IV
62.2%
B/E move
18.0%
Puts
Pseudo strike
11.63
IV
59.2%
B/E move
12.2%

30Δ

Calls
Pseudo strike
14.42
IV
52.7%
B/E move
14.5%
Puts
Pseudo strike
12.08
IV
49.6%
B/E move
8.9%

35Δ

Calls
Pseudo strike
13.98
IV
43.3%
B/E move
11.0%
Puts
Pseudo strike
12.30
IV
47.5%
B/E move
7.7%

40Δ

Calls
Pseudo strike
13.53
IV
33.8%
B/E move
7.5%
Puts
Pseudo strike
12.52
IV
45.4%
B/E move
6.5%

45Δ

Calls
Pseudo strike
13.08
IV
24.3%
B/E move
4.0%
Puts
Pseudo strike
12.75
IV
43.3%
B/E move
5.3%

50Δ

Calls
Pseudo strike
12.87
IV
24.0%
B/E move
3.1%
Puts
Pseudo strike
12.97
IV
41.2%
B/E move
4.0%

55Δ

Calls
Pseudo strike
12.72
IV
25.9%
B/E move
2.8%
Puts
Pseudo strike
13.20
IV
40.0%
B/E move
3.5%

60Δ

Calls
Pseudo strike
12.57
IV
27.8%
B/E move
2.5%
Puts
Pseudo strike
13.42
IV
38.9%
B/E move
3.0%

65Δ

Calls
Pseudo strike
12.41
IV
29.6%
B/E move
2.3%
Puts
Pseudo strike
13.64
IV
37.9%
B/E move
2.6%

70Δ

Calls
Pseudo strike
12.26
IV
31.5%
B/E move
2.0%
Puts
Pseudo strike
13.87
IV
36.8%
B/E move
2.1%

75Δ

Calls
Pseudo strike
12.10
IV
33.3%
B/E move
1.7%
Puts
Pseudo strike
14.09
IV
35.7%
B/E move
1.7%

80Δ

Calls
Pseudo strike
10.95
IV
79.4%
B/E move
3.1%
Puts
Pseudo strike
14.32
IV
34.6%
B/E move
1.2%

Options history

No recorded observations