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VictoryShares US Small Cap High Div Volatility Wtd ETF CSB

i

Market dataready · fetched 2026-11-12T14:55:38.584Z

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 · 2026-11-12T14:46:21.685981085Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T14:55:37.056304+00:00

Share price$67.08
1D+0.0%
$67.03$67.05$67.07$67.09$67.115:30 AM6:30 AM9:00 AM1:00 PMCSB
Sold putSold call

VictoryShares US Small Cap High Div Volatility Wtd ETF options

Live interpolated CSB call and put midpoint premiums by absolute delta.VictoryShares US Small Cap High Div Volatility Wtd ETF$1.01$1.36$1.70$2.04$2.39$63.99$65.36$66.72$68.09$69.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CSB spot · $67.08CSB PRICE$1.05$1.09$1.17$1.25$1.33$1.43$1.56$1.69$1.87$2.08$2.29$1.05$1.12$1.19$1.26$1.32$1.39$1.46$1.53
Puts——
Calls——
Skew——
Implied moveBearish±$2.72
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ63.0366.9%7.6%
30Δ70.5457.4%6.7%63.7161.4%6.7%
35Δ69.2347.8%4.8%64.3955.9%5.8%
40Δ68.5342.9%3.9%65.0650.3%4.9%
45Δ67.9338.8%3.1%65.7444.8%4.0%
50Δ67.3334.6%2.4%66.4239.3%3.1%
55Δ66.8531.5%1.8%67.1033.8%2.2%
60Δ66.5029.7%1.5%67.7728.3%1.2%
65Δ66.1527.9%1.1%
70Δ65.8126.6%0.9%
75Δ65.4725.6%0.7%
80Δ65.1424.7%0.5%

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
63.03
IV
66.9%
B/E move
7.6%

30Δ

Calls
Pseudo strike
70.54
IV
57.4%
B/E move
6.7%
Puts
Pseudo strike
63.71
IV
61.4%
B/E move
6.7%

35Δ

Calls
Pseudo strike
69.23
IV
47.8%
B/E move
4.8%
Puts
Pseudo strike
64.39
IV
55.9%
B/E move
5.8%

40Δ

Calls
Pseudo strike
68.53
IV
42.9%
B/E move
3.9%
Puts
Pseudo strike
65.06
IV
50.3%
B/E move
4.9%

45Δ

Calls
Pseudo strike
67.93
IV
38.8%
B/E move
3.1%
Puts
Pseudo strike
65.74
IV
44.8%
B/E move
4.0%

50Δ

Calls
Pseudo strike
67.33
IV
34.6%
B/E move
2.4%
Puts
Pseudo strike
66.42
IV
39.3%
B/E move
3.1%

55Δ

Calls
Pseudo strike
66.85
IV
31.5%
B/E move
1.8%
Puts
Pseudo strike
67.10
IV
33.8%
B/E move
2.2%

60Δ

Calls
Pseudo strike
66.50
IV
29.7%
B/E move
1.5%
Puts
Pseudo strike
67.77
IV
28.3%
B/E move
1.2%

65Δ

Calls
Pseudo strike
66.15
IV
27.9%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
65.81
IV
26.6%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
65.47
IV
25.6%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
65.14
IV
24.7%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend21.58%
Daily EOD
CSB19.2%30.0%40.8%2026-10-19: 39.32%2026-10-20: 38.34%2026-10-21: 20.65%2026-10-22: 24.62%2026-10-23: 24.77%2026-10-26: 21.81%2026-10-27: 23.84%2026-10-28: 35.06%2026-10-29: 23.27%2026-10-30: 21.58%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.32%
38.34%
20.65%
24.62%
24.77%
21.81%
23.84%
35.06%
23.27%
21.58%