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VictoryShares US EQ Income Enhanced Volatility Wtd ETF CDC

i

Market dataready · fetched 2026-10-23T06:39:52.604Z

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 · 2026-10-22T20:00:00.327814473Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T06:39:52.310325+00:00

Share price$77.44
1D+1.9%
AH$75.84$76.27$76.70$77.12$77.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCDC
Sold putSold callAH

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$0.88$2.43$3.98$5.54$7.09$68.62$72.20$75.78$79.36$82.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CDC spot · $77.44CDC PRICE$1.05$1.07$1.14$1.23$1.38$1.52$1.65$1.77$1.88$1.99$2.10$3.02$1.12$1.18$1.13$1.34$1.49$1.63$1.81$2.09$2.45$3.18$4.28$5.78$6.64
PutsExpensive2.01×
CallsExpensive1.15×
SkewBearish+7.51 pp
Implied moveBearish±$3.33
TiltBearish26.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.6543.5%10.2%
25Δ83.2734.1%8.9%73.1234.7%7.1%
30Δ81.1027.1%6.1%74.9726.3%4.6%
35Δ79.8623.2%4.6%75.8025.3%3.9%
40Δ78.9920.6%3.6%76.5723.3%3.0%
45Δ78.3919.4%3.0%77.2421.4%2.4%
50Δ77.8418.2%2.5%77.7920.3%1.9%
55Δ77.3716.9%2.0%78.3520.1%1.5%
60Δ76.9415.7%1.6%78.9220.3%1.3%
65Δ76.6314.5%1.4%79.7522.7%1.1%
70Δ76.3213.3%1.1%80.9326.4%1.0%
75Δ76.0112.1%0.9%82.5330.5%0.9%
80Δ74.9313.5%0.7%83.6330.2%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
70.65
IV
43.5%
B/E move
10.2%

25Δ

Calls
Pseudo strike
83.27
IV
34.1%
B/E move
8.9%
Puts
Pseudo strike
73.12
IV
34.7%
B/E move
7.1%

30Δ

Calls
Pseudo strike
81.10
IV
27.1%
B/E move
6.1%
Puts
Pseudo strike
74.97
IV
26.3%
B/E move
4.6%

35Δ

Calls
Pseudo strike
79.86
IV
23.2%
B/E move
4.6%
Puts
Pseudo strike
75.80
IV
25.3%
B/E move
3.9%

40Δ

Calls
Pseudo strike
78.99
IV
20.6%
B/E move
3.6%
Puts
Pseudo strike
76.57
IV
23.3%
B/E move
3.0%

45Δ

Calls
Pseudo strike
78.39
IV
19.4%
B/E move
3.0%
Puts
Pseudo strike
77.24
IV
21.4%
B/E move
2.4%

50Δ

Calls
Pseudo strike
77.84
IV
18.2%
B/E move
2.5%
Puts
Pseudo strike
77.79
IV
20.3%
B/E move
1.9%

55Δ

Calls
Pseudo strike
77.37
IV
16.9%
B/E move
2.0%
Puts
Pseudo strike
78.35
IV
20.1%
B/E move
1.5%

60Δ

Calls
Pseudo strike
76.94
IV
15.7%
B/E move
1.6%
Puts
Pseudo strike
78.92
IV
20.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
76.63
IV
14.5%
B/E move
1.4%
Puts
Pseudo strike
79.75
IV
22.7%
B/E move
1.1%

70Δ

Calls
Pseudo strike
76.32
IV
13.3%
B/E move
1.1%
Puts
Pseudo strike
80.93
IV
26.4%
B/E move
1.0%

75Δ

Calls
Pseudo strike
76.01
IV
12.1%
B/E move
0.9%
Puts
Pseudo strike
82.53
IV
30.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
74.93
IV
13.5%
B/E move
0.7%
Puts
Pseudo strike
83.63
IV
30.2%
B/E move
0.6%

Options history

CDC14.1014.6315.162026-10-20: 14.17%2026-10-21: 15.08%Oct 20Oct 21
Table
DateIV
14.17%
15.08%