Capital Group Dividend Value ETF CGDV
i
Market dataready · fetched 2026-11-11T03:53:06.153Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-11T01:00:00.168499582Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-11T03:53:05.788781+00:00
Capital Group Dividend Value ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 44.94 | 59.5% | 8.4% | |||
| 25Δ | 51.20 | 45.7% | 6.7% | 46.19 | 47.3% | 5.9% |
| 30Δ | 50.27 | 38.1% | 4.8% | 47.07 | 37.6% | 4.1% |
| 35Δ | 49.66 | 32.4% | 3.6% | 47.54 | 33.4% | 3.2% |
| 40Δ | 49.20 | 28.1% | 2.7% | 48.01 | 29.2% | 2.4% |
| 45Δ | 48.88 | 25.3% | 2.2% | 48.25 | 27.1% | 2.0% |
| 50Δ | 48.67 | 23.3% | 1.8% | 48.49 | 24.9% | 1.6% |
| 55Δ | 48.46 | 21.4% | 1.5% | 48.73 | 22.7% | 1.2% |
| 60Δ | 48.25 | 19.5% | 1.2% | 48.97 | 20.6% | 0.8% |
| 65Δ | 48.04 | 17.6% | 0.8% | 49.21 | 20.2% | 0.7% |
| 70Δ | 47.84 | 16.7% | 0.7% | 49.45 | 20.0% | 0.5% |
| 75Δ | 47.64 | 16.1% | 0.5% | 49.69 | 19.9% | 0.4% |
| 80Δ | 47.45 | 15.5% | 0.4% | 49.93 | 19.8% | 0.3% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 44.94
- IV
- 59.5%
- B/E move
- 8.4%
25Δ
- Pseudo strike
- 51.20
- IV
- 45.7%
- B/E move
- 6.7%
- Pseudo strike
- 46.19
- IV
- 47.3%
- B/E move
- 5.9%
30Δ
- Pseudo strike
- 50.27
- IV
- 38.1%
- B/E move
- 4.8%
- Pseudo strike
- 47.07
- IV
- 37.6%
- B/E move
- 4.1%
35Δ
- Pseudo strike
- 49.66
- IV
- 32.4%
- B/E move
- 3.6%
- Pseudo strike
- 47.54
- IV
- 33.4%
- B/E move
- 3.2%
40Δ
- Pseudo strike
- 49.20
- IV
- 28.1%
- B/E move
- 2.7%
- Pseudo strike
- 48.01
- IV
- 29.2%
- B/E move
- 2.4%
45Δ
- Pseudo strike
- 48.88
- IV
- 25.3%
- B/E move
- 2.2%
- Pseudo strike
- 48.25
- IV
- 27.1%
- B/E move
- 2.0%
50Δ
- Pseudo strike
- 48.67
- IV
- 23.3%
- B/E move
- 1.8%
- Pseudo strike
- 48.49
- IV
- 24.9%
- B/E move
- 1.6%
55Δ
- Pseudo strike
- 48.46
- IV
- 21.4%
- B/E move
- 1.5%
- Pseudo strike
- 48.73
- IV
- 22.7%
- B/E move
- 1.2%
60Δ
- Pseudo strike
- 48.25
- IV
- 19.5%
- B/E move
- 1.2%
- Pseudo strike
- 48.97
- IV
- 20.6%
- B/E move
- 0.8%
65Δ
- Pseudo strike
- 48.04
- IV
- 17.6%
- B/E move
- 0.8%
- Pseudo strike
- 49.21
- IV
- 20.2%
- B/E move
- 0.7%
70Δ
- Pseudo strike
- 47.84
- IV
- 16.7%
- B/E move
- 0.7%
- Pseudo strike
- 49.45
- IV
- 20.0%
- B/E move
- 0.5%
75Δ
- Pseudo strike
- 47.64
- IV
- 16.1%
- B/E move
- 0.5%
- Pseudo strike
- 49.69
- IV
- 19.9%
- B/E move
- 0.4%
80Δ
- Pseudo strike
- 47.45
- IV
- 15.5%
- B/E move
- 0.4%
- Pseudo strike
- 49.93
- IV
- 19.8%
- B/E move
- 0.3%
Options history
Table
| Date | IV (%) |
|---|---|
| 14.09% | |
| 14.21% | |
| 14.68% | |
| 14.99% | |
| 15.73% | |
| 17.67% | |
| 17.55% | |
| 17.73% | |
| 17.47% | |
| 17.61% |