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VictoryShares US Large Cap High Div Volatility Wtd ETF CDL

i

Market dataready · fetched 2026-11-11T03:48:43.449Z

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 · 2026-11-10T21:00:00.736883378Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T03:48:42.183107+00:00

Share price$81.50
1D+0.6%
AH$80.85$81.07$81.30$81.52$81.745:30 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$1.19$1.30$1.42$1.53$1.65$78.15$79.71$81.26$82.82$84.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive CDL spot · $81.50CDL PRICE$1.20$1.24$1.30$1.40$1.52$1.20$1.23$1.25$1.33$1.40$1.49$1.61
Puts——
Calls——
Skew——
Implied moveBearish±$3.02
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.0676.1%10.6%
25Δ76.8258.9%7.2%
30Δ78.5547.7%5.2%
35Δ83.8639.9%4.4%79.6741.0%3.9%
40Δ82.8933.8%3.2%80.4935.9%3.0%
45Δ82.2329.9%2.5%81.1532.0%2.3%
50Δ81.7127.3%2.0%81.6629.6%1.8%
55Δ81.2725.4%1.6%
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
74.06
IV
76.1%
B/E move
10.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
76.82
IV
58.9%
B/E move
7.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.55
IV
47.7%
B/E move
5.2%

35Δ

Calls
Pseudo strike
83.86
IV
39.9%
B/E move
4.4%
Puts
Pseudo strike
79.67
IV
41.0%
B/E move
3.9%

40Δ

Calls
Pseudo strike
82.89
IV
33.8%
B/E move
3.2%
Puts
Pseudo strike
80.49
IV
35.9%
B/E move
3.0%

45Δ

Calls
Pseudo strike
82.23
IV
29.9%
B/E move
2.5%
Puts
Pseudo strike
81.15
IV
32.0%
B/E move
2.3%

50Δ

Calls
Pseudo strike
81.71
IV
27.3%
B/E move
2.0%
Puts
Pseudo strike
81.66
IV
29.6%
B/E move
1.8%

55Δ

Calls
Pseudo strike
81.27
IV
25.4%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend19.33%
Daily EOD
CDL15.7%17.7%19.7%2026-10-19: 15.98%2026-10-20: 16.10%2026-10-21: 16.30%2026-10-22: 17.23%2026-10-23: 18.53%2026-10-26: 18.78%2026-10-27: 19.40%2026-10-28: 19.12%2026-10-29: 19.38%2026-10-30: 19.33%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
15.98%
16.10%
16.30%
17.23%
18.53%
18.78%
19.40%
19.12%
19.38%
19.33%