IntraAlpha
Create free account Start free

VictoryShares US 500 Volatility Wtd ETF CFA

i

Market datapartial · fetched 2026-10-22T16:36:45.223Z

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 · 2026-10-22T16:15:30.600295394Z

FundamentalsAlpha Vantage · unavailable

Share price$100.49
1D+0.7%
$99.69$99.90$100.12$100.33$100.545:30 AM6:30 AM9:00 AM1:00 PMCFA
Sold putSold call

VictoryShares US 500 Volatility Wtd ETF options

Live interpolated CFA call and put midpoint premiums by absolute delta.VictoryShares US 500 Volatility Wtd ETF$0.58$1.89$3.19$4.50$5.80$94.24$97.07$99.91$102.74$105.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CFA spot · $100.48CFA PRICE$0.72$0.77$0.86$0.96$1.07$1.17$1.30$1.52$1.74$2.05$2.37$2.79$3.25$0.89$1.00$1.11$1.23$1.33$1.55$1.82$2.10$2.36$2.86$3.38$3.98$5.43
PutsExpensive1.56×
CallsExpensive1.13×
SkewBearish+3.87 pp
Implied moveBearish±$3.13
TiltBearish17.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ106.9123.6%7.1%94.7927.2%6.6%
25Δ104.6618.6%4.9%96.7123.0%4.8%
30Δ103.4416.3%3.8%98.0619.9%3.5%
35Δ102.6014.7%3.1%99.0217.9%2.7%
40Δ101.9113.5%2.5%99.7316.2%2.1%
45Δ101.4012.5%2.1%100.3415.6%1.7%
50Δ100.9011.7%1.7%100.9015.7%1.4%
55Δ100.4611.7%1.5%101.4415.4%1.1%
60Δ100.0211.7%1.3%101.9815.1%0.9%
65Δ99.5511.8%1.1%102.6415.6%0.7%
70Δ99.0812.0%1.0%103.3416.0%0.5%
75Δ98.5212.2%0.8%104.1116.4%0.4%
80Δ97.9312.4%0.7%105.6619.0%0.3%

20Δ

Calls
Pseudo strike
106.91
IV
23.6%
B/E move
7.1%
Puts
Pseudo strike
94.79
IV
27.2%
B/E move
6.6%

25Δ

Calls
Pseudo strike
104.66
IV
18.6%
B/E move
4.9%
Puts
Pseudo strike
96.71
IV
23.0%
B/E move
4.8%

30Δ

Calls
Pseudo strike
103.44
IV
16.3%
B/E move
3.8%
Puts
Pseudo strike
98.06
IV
19.9%
B/E move
3.5%

35Δ

Calls
Pseudo strike
102.60
IV
14.7%
B/E move
3.1%
Puts
Pseudo strike
99.02
IV
17.9%
B/E move
2.7%

40Δ

Calls
Pseudo strike
101.91
IV
13.5%
B/E move
2.5%
Puts
Pseudo strike
99.73
IV
16.2%
B/E move
2.1%

45Δ

Calls
Pseudo strike
101.40
IV
12.5%
B/E move
2.1%
Puts
Pseudo strike
100.34
IV
15.6%
B/E move
1.7%

50Δ

Calls
Pseudo strike
100.90
IV
11.7%
B/E move
1.7%
Puts
Pseudo strike
100.90
IV
15.7%
B/E move
1.4%

55Δ

Calls
Pseudo strike
100.46
IV
11.7%
B/E move
1.5%
Puts
Pseudo strike
101.44
IV
15.4%
B/E move
1.1%

60Δ

Calls
Pseudo strike
100.02
IV
11.7%
B/E move
1.3%
Puts
Pseudo strike
101.98
IV
15.1%
B/E move
0.9%

65Δ

Calls
Pseudo strike
99.55
IV
11.8%
B/E move
1.1%
Puts
Pseudo strike
102.64
IV
15.6%
B/E move
0.7%

70Δ

Calls
Pseudo strike
99.08
IV
12.0%
B/E move
1.0%
Puts
Pseudo strike
103.34
IV
16.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
98.52
IV
12.2%
B/E move
0.8%
Puts
Pseudo strike
104.11
IV
16.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
97.93
IV
12.4%
B/E move
0.7%
Puts
Pseudo strike
105.66
IV
19.0%
B/E move
0.3%

Options history

CFA13.3016.1218.952026-10-20: 13.69%2026-10-21: 18.56%Oct 20Oct 21
Table
DateIV
13.69%
18.56%