IntraAlpha
Create free account Start free

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

i

Market datapartial · fetched 2026-10-23T17:43:38.271Z

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 · 2026-10-23T17:42:53.022994081Z

FundamentalsAlpha Vantage · unavailable

Share price$13.31
1D-0.3%
$13.26$13.30$13.33$13.37$13.405:30 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$0.12$0.55$0.99$1.43$1.86$11.20$12.21$13.21$14.21$15.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BTAL spot · $13.30BTAL PRICE$0.33$0.17$0.34$0.37$0.39$0.42$0.44$0.46$0.49$0.51$0.67$0.96$1.24$0.37$0.40$0.46$0.52$0.58$0.61$0.64$0.68$0.71$0.74$0.78$1.00$1.73
PutsExpensive1.53×
CallsExpensive1.15×
SkewBearish+5.30 pp
Implied moveBearish±$1.08
TiltBearish15.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.9288.2%29.6%11.3080.8%17.8%
25Δ14.2131.3%8.0%12.0066.0%12.8%
30Δ14.8356.0%14.0%12.3460.8%10.7%
35Δ14.5951.5%12.4%12.6755.7%8.6%
40Δ14.3447.0%10.7%13.0050.5%6.6%
45Δ14.1042.6%9.1%13.1546.9%5.7%
50Δ13.8538.1%7.4%13.3043.2%4.9%
55Δ13.6133.6%5.8%13.4539.5%4.0%
60Δ13.3729.1%4.1%13.6035.9%3.1%
65Δ13.1224.6%2.5%13.7432.2%2.3%
70Δ12.8525.2%1.6%13.8928.5%1.4%
75Δ12.5530.8%1.5%14.2127.9%0.7%
80Δ12.2436.4%1.4%14.9735.4%0.5%

20Δ

Calls
Pseudo strike
16.92
IV
88.2%
B/E move
29.6%
Puts
Pseudo strike
11.30
IV
80.8%
B/E move
17.8%

25Δ

Calls
Pseudo strike
14.21
IV
31.3%
B/E move
8.0%
Puts
Pseudo strike
12.00
IV
66.0%
B/E move
12.8%

30Δ

Calls
Pseudo strike
14.83
IV
56.0%
B/E move
14.0%
Puts
Pseudo strike
12.34
IV
60.8%
B/E move
10.7%

35Δ

Calls
Pseudo strike
14.59
IV
51.5%
B/E move
12.4%
Puts
Pseudo strike
12.67
IV
55.7%
B/E move
8.6%

40Δ

Calls
Pseudo strike
14.34
IV
47.0%
B/E move
10.7%
Puts
Pseudo strike
13.00
IV
50.5%
B/E move
6.6%

45Δ

Calls
Pseudo strike
14.10
IV
42.6%
B/E move
9.1%
Puts
Pseudo strike
13.15
IV
46.9%
B/E move
5.7%

50Δ

Calls
Pseudo strike
13.85
IV
38.1%
B/E move
7.4%
Puts
Pseudo strike
13.30
IV
43.2%
B/E move
4.9%

55Δ

Calls
Pseudo strike
13.61
IV
33.6%
B/E move
5.8%
Puts
Pseudo strike
13.45
IV
39.5%
B/E move
4.0%

60Δ

Calls
Pseudo strike
13.37
IV
29.1%
B/E move
4.1%
Puts
Pseudo strike
13.60
IV
35.9%
B/E move
3.1%

65Δ

Calls
Pseudo strike
13.12
IV
24.6%
B/E move
2.5%
Puts
Pseudo strike
13.74
IV
32.2%
B/E move
2.3%

70Δ

Calls
Pseudo strike
12.85
IV
25.2%
B/E move
1.6%
Puts
Pseudo strike
13.89
IV
28.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
12.55
IV
30.8%
B/E move
1.5%
Puts
Pseudo strike
14.21
IV
27.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
12.24
IV
36.4%
B/E move
1.4%
Puts
Pseudo strike
14.97
IV
35.4%
B/E move
0.5%

Options history

BTAL30.1630.2730.392026-10-20: 30.36%2026-10-21: 30.19%2026-10-22: 30.23%Oct 20Oct 22
Table
DateIV
30.36%
30.19%
30.23%