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

i

Market dataready · fetched 2026-11-11T14:51:30.013Z

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 · 2026-11-11T14:51:19.008508478Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:51:29.427296+00:00

Share price$13.01
1D+0.1%
$12.97$12.99$13.01$13.02$13.045:30 AM6:30 AM9:00 AM1:00 PMBTAL
Sold putSold call

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$0.10$0.50$0.89$1.29$1.68$11.09$11.91$12.73$13.56$14.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BTAL spot · $13.01BTAL PRICE$0.15$0.18$0.22$0.26$0.30$0.33$0.40$0.48$0.57$0.66$0.75$0.84$0.40$0.26$0.33$0.41$0.49$0.57$0.69$0.83$0.98$1.13$1.27$1.42$1.57
PutsExpensive1.40×
Calls——
Skew——
Implied moveBearish±$1.02
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.91154.0%19.2%
25Δ13.8147.5%7.3%12.0876.0%9.1%
30Δ13.6646.4%6.4%12.2975.8%8.1%
35Δ13.5245.3%5.6%12.5075.6%7.1%
40Δ13.3744.3%4.7%12.7175.4%6.1%
45Δ13.2243.2%3.9%12.9175.2%5.1%
50Δ13.0742.1%3.0%13.1273.8%4.4%
55Δ12.9341.3%2.5%13.3371.6%3.9%
60Δ12.8140.9%2.2%13.5469.5%3.4%
65Δ12.6840.4%1.9%13.7567.3%3.0%
70Δ12.5639.9%1.6%13.9665.1%2.5%
75Δ12.4339.4%1.3%14.1763.0%2.0%
80Δ12.3039.0%1.0%14.3860.8%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.91
IV
154.0%
B/E move
19.2%

25Δ

Calls
Pseudo strike
13.81
IV
47.5%
B/E move
7.3%
Puts
Pseudo strike
12.08
IV
76.0%
B/E move
9.1%

30Δ

Calls
Pseudo strike
13.66
IV
46.4%
B/E move
6.4%
Puts
Pseudo strike
12.29
IV
75.8%
B/E move
8.1%

35Δ

Calls
Pseudo strike
13.52
IV
45.3%
B/E move
5.6%
Puts
Pseudo strike
12.50
IV
75.6%
B/E move
7.1%

40Δ

Calls
Pseudo strike
13.37
IV
44.3%
B/E move
4.7%
Puts
Pseudo strike
12.71
IV
75.4%
B/E move
6.1%

45Δ

Calls
Pseudo strike
13.22
IV
43.2%
B/E move
3.9%
Puts
Pseudo strike
12.91
IV
75.2%
B/E move
5.1%

50Δ

Calls
Pseudo strike
13.07
IV
42.1%
B/E move
3.0%
Puts
Pseudo strike
13.12
IV
73.8%
B/E move
4.4%

55Δ

Calls
Pseudo strike
12.93
IV
41.3%
B/E move
2.5%
Puts
Pseudo strike
13.33
IV
71.6%
B/E move
3.9%

60Δ

Calls
Pseudo strike
12.81
IV
40.9%
B/E move
2.2%
Puts
Pseudo strike
13.54
IV
69.5%
B/E move
3.4%

65Δ

Calls
Pseudo strike
12.68
IV
40.4%
B/E move
1.9%
Puts
Pseudo strike
13.75
IV
67.3%
B/E move
3.0%

70Δ

Calls
Pseudo strike
12.56
IV
39.9%
B/E move
1.6%
Puts
Pseudo strike
13.96
IV
65.1%
B/E move
2.5%

75Δ

Calls
Pseudo strike
12.43
IV
39.4%
B/E move
1.3%
Puts
Pseudo strike
14.17
IV
63.0%
B/E move
2.0%

80Δ

Calls
Pseudo strike
12.30
IV
39.0%
B/E move
1.0%
Puts
Pseudo strike
14.38
IV
60.8%
B/E move
1.5%

Options history

IV · four-Friday blend35.90%
Daily close
BTAL24.1%44.1%64.2%2026-08-19: 34.76%2026-08-21: 29.19%2026-08-24: 29.97%2026-08-25: 32.05%2026-08-27: 26.85%2026-08-31: 30.85%2026-09-08: 33.41%2026-09-09: 34.11%2026-09-10: 35.04%2026-09-11: 38.67%2026-09-14: 40.97%2026-09-16: 47.12%2026-09-17: 61.39%2026-09-18: 32.12%2026-09-22: 30.23%2026-09-23: 31.24%2026-09-25: 34.21%2026-09-28: 34.35%2026-09-29: 34.74%2026-09-30: 31.80%2026-10-01: 35.40%2026-10-02: 33.95%2026-10-05: 36.30%2026-10-16: 29.70%2026-10-19: 28.93%2026-10-20: 30.36%2026-10-21: 30.34%2026-10-22: 30.53%2026-10-23: 39.64%2026-10-26: 30.48%2026-10-28: 32.20%2026-10-30: 35.90%Aug 19Sep 23Oct 30
32 observations2026-08-19 — 2026-10-30
Table
DateIV (%)
34.76%
29.19%
29.97%
32.05%
26.85%
30.85%
33.41%
34.11%
35.04%
38.67%
40.97%
47.12%
61.39%
32.12%
30.23%
31.24%
34.21%
34.35%
34.74%
31.80%
35.40%
33.95%
36.30%
29.70%
28.93%
30.36%
30.34%
30.53%
39.64%
30.48%
32.20%
35.90%