IntraAlpha
Create free account Start free

VictoryShares US 500 Volatility Wtd ETF CFA

i

Market datapartial · fetched 2026-10-22T23:08:00.652Z

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 · 2026-10-22T20:00:00.665388496Z

FundamentalsAlpha Vantage · unavailable

Share price$100.88
1D+0.7%
AH$99.69$99.90$100.12$100.33$100.545:30 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$2.37$3.13$3.90$4.66$5.43$91.11$95.93$100.75$105.57$110.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CFA spot · $100.88CFA PRICE$2.45$2.45$2.45$2.45$3.15$4.75$4.03$5.03$5.03$5.21$2.45$2.45$2.45$2.45$2.45$2.45$2.51$4.58$3.66$5.03$5.03$5.04
PutsExpensive2.43×
CallsExpensive2.17×
SkewBearish+0.92 pp
Implied moveBalanced±$4.90
TiltBearish4.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ92.4953.6%10.7%
30Δ95.7642.5%7.5%
35Δ106.2538.9%7.7%97.9734.7%5.3%
40Δ103.9931.9%5.5%99.4729.0%3.8%
45Δ102.5226.7%4.1%100.5724.5%2.7%
50Δ101.4922.6%3.0%101.3621.0%2.0%
55Δ100.4524.3%2.7%102.0518.3%1.3%
60Δ99.2232.7%3.1%103.6627.9%1.8%
65Δ98.7823.5%1.9%103.4720.6%1.1%
70Δ97.7026.3%1.8%105.0023.5%0.9%
75Δ97.1922.7%1.3%105.3020.8%0.6%
80Δ96.6520.1%1.0%105.5918.1%0.3%

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
92.49
IV
53.6%
B/E move
10.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
95.76
IV
42.5%
B/E move
7.5%

35Δ

Calls
Pseudo strike
106.25
IV
38.9%
B/E move
7.7%
Puts
Pseudo strike
97.97
IV
34.7%
B/E move
5.3%

40Δ

Calls
Pseudo strike
103.99
IV
31.9%
B/E move
5.5%
Puts
Pseudo strike
99.47
IV
29.0%
B/E move
3.8%

45Δ

Calls
Pseudo strike
102.52
IV
26.7%
B/E move
4.1%
Puts
Pseudo strike
100.57
IV
24.5%
B/E move
2.7%

50Δ

Calls
Pseudo strike
101.49
IV
22.6%
B/E move
3.0%
Puts
Pseudo strike
101.36
IV
21.0%
B/E move
2.0%

55Δ

Calls
Pseudo strike
100.45
IV
24.3%
B/E move
2.7%
Puts
Pseudo strike
102.05
IV
18.3%
B/E move
1.3%

60Δ

Calls
Pseudo strike
99.22
IV
32.7%
B/E move
3.1%
Puts
Pseudo strike
103.66
IV
27.9%
B/E move
1.8%

65Δ

Calls
Pseudo strike
98.78
IV
23.5%
B/E move
1.9%
Puts
Pseudo strike
103.47
IV
20.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
97.70
IV
26.3%
B/E move
1.8%
Puts
Pseudo strike
105.00
IV
23.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
97.19
IV
22.7%
B/E move
1.3%
Puts
Pseudo strike
105.30
IV
20.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
96.65
IV
20.1%
B/E move
1.0%
Puts
Pseudo strike
105.59
IV
18.1%
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%