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VictoryShares US Large Cap High Div Volatility Wtd ETF CDL

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Market dataready · fetched 2026-10-22T03:34:54.751Z

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 · 2026-10-21T20:00:00.126550631Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T03:34:53.701808+00:00

Share price$78.96
1D+0.0%
AH$78.78$78.85$78.92$79.00$79.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCDL
Sold putSold callAH

VictoryShares US Large Cap High Div Volatility Wtd ETF options

Live interpolated CDL call and put midpoint premiums by absolute delta.VictoryShares US Large Cap High Div Volatility Wtd ETF$1.03$1.74$2.45$3.16$3.87$72.92$75.69$78.46$81.23$84.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CDL spot · $78.96CDL PRICE$1.11$1.20$1.30$1.42$1.59$1.73$1.83$1.92$2.11$2.32$2.56$1.13$1.17$1.26$1.36$1.48$1.64$1.80$1.96$2.10$2.23$2.37$3.00$3.66
PutsExpensive2.22×
CallsExpensive1.26×
SkewBearish+4.42 pp
Implied moveBearish±$3.39
TiltBearish13.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.1242.2%10.1%
25Δ74.6733.2%6.9%
30Δ82.7827.0%6.2%76.1928.3%5.1%
35Δ81.5323.5%4.8%77.2924.7%3.8%
40Δ80.6421.1%3.8%78.1322.3%2.9%
45Δ79.9219.2%3.0%78.7820.8%2.3%
50Δ79.3818.2%2.5%79.3419.4%1.8%
55Δ78.8817.1%2.1%79.8518.1%1.3%
60Δ78.5015.6%1.7%80.2616.8%1.0%
65Δ78.1114.2%1.4%80.6215.5%0.7%
70Δ77.7313.3%1.1%80.9914.2%0.4%
75Δ77.3512.7%0.9%81.7215.4%0.3%
80Δ76.9612.2%0.7%82.4816.2%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.12
IV
42.2%
B/E move
10.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
74.67
IV
33.2%
B/E move
6.9%

30Δ

Calls
Pseudo strike
82.78
IV
27.0%
B/E move
6.2%
Puts
Pseudo strike
76.19
IV
28.3%
B/E move
5.1%

35Δ

Calls
Pseudo strike
81.53
IV
23.5%
B/E move
4.8%
Puts
Pseudo strike
77.29
IV
24.7%
B/E move
3.8%

40Δ

Calls
Pseudo strike
80.64
IV
21.1%
B/E move
3.8%
Puts
Pseudo strike
78.13
IV
22.3%
B/E move
2.9%

45Δ

Calls
Pseudo strike
79.92
IV
19.2%
B/E move
3.0%
Puts
Pseudo strike
78.78
IV
20.8%
B/E move
2.3%

50Δ

Calls
Pseudo strike
79.38
IV
18.2%
B/E move
2.5%
Puts
Pseudo strike
79.34
IV
19.4%
B/E move
1.8%

55Δ

Calls
Pseudo strike
78.88
IV
17.1%
B/E move
2.1%
Puts
Pseudo strike
79.85
IV
18.1%
B/E move
1.3%

60Δ

Calls
Pseudo strike
78.50
IV
15.6%
B/E move
1.7%
Puts
Pseudo strike
80.26
IV
16.8%
B/E move
1.0%

65Δ

Calls
Pseudo strike
78.11
IV
14.2%
B/E move
1.4%
Puts
Pseudo strike
80.62
IV
15.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
77.73
IV
13.3%
B/E move
1.1%
Puts
Pseudo strike
80.99
IV
14.2%
B/E move
0.4%

75Δ

Calls
Pseudo strike
77.35
IV
12.7%
B/E move
0.9%
Puts
Pseudo strike
81.72
IV
15.4%
B/E move
0.3%

80Δ

Calls
Pseudo strike
76.96
IV
12.2%
B/E move
0.7%
Puts
Pseudo strike
82.48
IV
16.2%
B/E move
0.2%

Options history

No recorded observations