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VictoryShares US 500 Volatility Wtd ETF CFA

i

Market dataready · fetched 2026-11-12T02:19:14.596Z

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 · 2026-11-11T21:00:00.596707276Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:19:14.181589+00:00

Share price$103.03
1D+0.8%
AH$102.16$102.40$102.65$102.89$103.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCFA
Sold putSold callAH

VictoryShares US 500 Volatility Wtd ETF options

Live interpolated CFA call and put midpoint premiums by absolute delta.VictoryShares US 500 Volatility Wtd ETF$1.05$1.54$2.02$2.51$3.00$99.33$101.14$102.94$104.74$106.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive CFA spot · $103.03CFA PRICE$1.10$1.14$1.20$1.27$1.36$1.46$1.58$1.71$1.10$1.15$1.21$1.27$1.36$1.48$1.62$1.78$1.95$2.12$2.29$2.86
Puts——
Calls——
Skew——
Implied moveBearish±$2.98
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ95.9059.0%8.0%
25Δ98.4846.6%5.5%
30Δ106.5337.4%4.5%100.1338.5%4.0%
35Δ105.2331.2%3.2%101.2433.0%3.0%
40Δ104.3827.1%2.5%102.0729.2%2.3%
45Δ103.7424.1%1.9%102.6726.8%1.8%
50Δ103.2421.9%1.5%103.2024.8%1.4%
55Δ102.8220.1%1.2%103.6623.4%1.1%
60Δ102.4718.8%1.0%104.1022.1%0.9%
65Δ102.1317.6%0.8%104.4620.7%0.7%
70Δ104.8319.4%0.5%
75Δ105.5120.7%0.4%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
95.90
IV
59.0%
B/E move
8.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
98.48
IV
46.6%
B/E move
5.5%

30Δ

Calls
Pseudo strike
106.53
IV
37.4%
B/E move
4.5%
Puts
Pseudo strike
100.13
IV
38.5%
B/E move
4.0%

35Δ

Calls
Pseudo strike
105.23
IV
31.2%
B/E move
3.2%
Puts
Pseudo strike
101.24
IV
33.0%
B/E move
3.0%

40Δ

Calls
Pseudo strike
104.38
IV
27.1%
B/E move
2.5%
Puts
Pseudo strike
102.07
IV
29.2%
B/E move
2.3%

45Δ

Calls
Pseudo strike
103.74
IV
24.1%
B/E move
1.9%
Puts
Pseudo strike
102.67
IV
26.8%
B/E move
1.8%

50Δ

Calls
Pseudo strike
103.24
IV
21.9%
B/E move
1.5%
Puts
Pseudo strike
103.20
IV
24.8%
B/E move
1.4%

55Δ

Calls
Pseudo strike
102.82
IV
20.1%
B/E move
1.2%
Puts
Pseudo strike
103.66
IV
23.4%
B/E move
1.1%

60Δ

Calls
Pseudo strike
102.47
IV
18.8%
B/E move
1.0%
Puts
Pseudo strike
104.10
IV
22.1%
B/E move
0.9%

65Δ

Calls
Pseudo strike
102.13
IV
17.6%
B/E move
0.8%
Puts
Pseudo strike
104.46
IV
20.7%
B/E move
0.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
104.83
IV
19.4%
B/E move
0.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
105.51
IV
20.7%
B/E move
0.4%

80Δ

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

Options history

IV · four-Friday blend20.94%
Daily EOD
CFA12.4%19.3%26.3%2026-10-19: 13.34%2026-10-20: 13.69%2026-10-21: 18.56%2026-10-22: 18.86%2026-10-23: 19.71%2026-10-26: 16.66%2026-10-27: 19.16%2026-10-28: 25.35%2026-10-29: 20.04%2026-10-30: 20.94%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
13.34%
13.69%
18.56%
18.86%
19.71%
16.66%
19.16%
25.35%
20.04%
20.94%