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VictoryShares US EQ Income Enhanced Volatility Wtd ETF CDC

i

Market dataready · fetched 2026-11-12T14:55:41.206Z

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 · 2026-11-12T14:30:00.235111483Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:55:40.634120+00:00

Share price$78.53
1D+0.0%
$78.49$78.51$78.53$78.55$78.575:30 AM6:30 AM9:00 AM1:00 PMCDC
Sold putSold call

VictoryShares US EQ Income Enhanced Volatility Wtd ETF options

Live interpolated CDC call and put midpoint premiums by absolute delta.VictoryShares US EQ Income Enhanced Volatility Wtd ETF$0.42$1.24$2.06$2.88$3.70$75.57$76.91$78.26$79.61$80.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CDC spot · $78.53CDC PRICE$0.50$0.76$1.02$1.28$1.44$1.53$2.78$2.78$2.79$2.79$0.64$0.90$1.17$1.45$1.78$2.10$2.42$3.07$3.43$3.45$3.47
Puts——
Calls——
Skew——
Implied moveBearish±$3.21
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ79.8720.9%2.3%77.2824.6%2.4%
35Δ79.6124.7%2.3%77.5628.4%2.4%
40Δ79.3628.5%2.3%77.8332.1%2.4%
45Δ79.1032.3%2.3%78.2234.6%2.3%
50Δ78.7331.9%2.1%78.7535.4%2.0%
55Δ78.2929.1%1.7%79.2936.1%1.7%
60Δ79.8336.9%1.4%
65Δ76.9740.2%1.6%80.6040.3%1.3%
70Δ76.7335.7%1.3%81.1240.0%1.1%
75Δ76.4931.2%0.9%81.3335.5%0.8%
80Δ76.2426.8%0.6%81.5431.0%0.6%

20Δ

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

25Δ

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

30Δ

Calls
Pseudo strike
79.87
IV
20.9%
B/E move
2.3%
Puts
Pseudo strike
77.28
IV
24.6%
B/E move
2.4%

35Δ

Calls
Pseudo strike
79.61
IV
24.7%
B/E move
2.3%
Puts
Pseudo strike
77.56
IV
28.4%
B/E move
2.4%

40Δ

Calls
Pseudo strike
79.36
IV
28.5%
B/E move
2.3%
Puts
Pseudo strike
77.83
IV
32.1%
B/E move
2.4%

45Δ

Calls
Pseudo strike
79.10
IV
32.3%
B/E move
2.3%
Puts
Pseudo strike
78.22
IV
34.6%
B/E move
2.3%

50Δ

Calls
Pseudo strike
78.73
IV
31.9%
B/E move
2.1%
Puts
Pseudo strike
78.75
IV
35.4%
B/E move
2.0%

55Δ

Calls
Pseudo strike
78.29
IV
29.1%
B/E move
1.7%
Puts
Pseudo strike
79.29
IV
36.1%
B/E move
1.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.83
IV
36.9%
B/E move
1.4%

65Δ

Calls
Pseudo strike
76.97
IV
40.2%
B/E move
1.6%
Puts
Pseudo strike
80.60
IV
40.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
76.73
IV
35.7%
B/E move
1.3%
Puts
Pseudo strike
81.12
IV
40.0%
B/E move
1.1%

75Δ

Calls
Pseudo strike
76.49
IV
31.2%
B/E move
0.9%
Puts
Pseudo strike
81.33
IV
35.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
76.24
IV
26.8%
B/E move
0.6%
Puts
Pseudo strike
81.54
IV
31.0%
B/E move
0.6%

Options history

IV · four-Friday blend16.30%
Daily EOD
CDC13.7%16.6%19.6%2026-10-19: 14.32%2026-10-20: 14.17%2026-10-21: 15.08%2026-10-22: 17.71%2026-10-23: 14.13%2026-10-26: 19.16%2026-10-27: 14.27%2026-10-28: 16.21%2026-10-29: 15.85%2026-10-30: 16.30%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
14.32%
14.17%
15.08%
17.71%
14.13%
19.16%
14.27%
16.21%
15.85%
16.30%