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VictoryShares US Small Cap High Div Volatility Wtd ETF CSB

i

Market dataready · fetched 2026-10-23T06:52:18.985Z

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 · 2026-10-22T20:00:00.824812235Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T06:52:18.622107+00:00

Share price$64.97
1D+2.1%
AH$63.49$63.88$64.28$64.67$65.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCSB
Sold putSold callAH

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$0.80$2.17$3.54$4.92$6.29$58.64$61.34$64.03$66.72$69.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CSB spot · $64.97CSB PRICE$0.95$0.95$0.97$1.03$1.09$1.15$1.21$1.26$1.31$1.36$1.41$1.02$1.10$1.18$1.27$1.37$1.54$1.71$1.89$2.29$2.91$3.59$5.18$5.89
PutsExpensive2.48×
CallsExpensive1.31×
SkewBearish+10.35 pp
Implied moveBearish±$2.86
TiltBearish41.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.8447.3%11.0%
25Δ70.2936.9%9.7%60.9938.4%7.8%
30Δ68.2428.7%6.5%62.3932.6%5.8%
35Δ67.0323.6%4.7%63.4028.4%4.4%
40Δ66.3120.6%3.6%64.1825.5%3.3%
45Δ65.7518.3%2.9%64.7824.0%2.7%
50Δ65.3216.5%2.3%65.3022.8%2.1%
55Δ64.9414.8%1.8%65.7721.6%1.7%
60Δ64.7313.6%1.6%66.3622.3%1.4%
65Δ64.5112.3%1.3%67.0724.7%1.2%
70Δ64.2911.0%1.1%67.9026.3%1.0%
75Δ64.089.7%0.8%69.5332.4%1.0%
80Δ70.4431.8%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.84
IV
47.3%
B/E move
11.0%

25Δ

Calls
Pseudo strike
70.29
IV
36.9%
B/E move
9.7%
Puts
Pseudo strike
60.99
IV
38.4%
B/E move
7.8%

30Δ

Calls
Pseudo strike
68.24
IV
28.7%
B/E move
6.5%
Puts
Pseudo strike
62.39
IV
32.6%
B/E move
5.8%

35Δ

Calls
Pseudo strike
67.03
IV
23.6%
B/E move
4.7%
Puts
Pseudo strike
63.40
IV
28.4%
B/E move
4.4%

40Δ

Calls
Pseudo strike
66.31
IV
20.6%
B/E move
3.6%
Puts
Pseudo strike
64.18
IV
25.5%
B/E move
3.3%

45Δ

Calls
Pseudo strike
65.75
IV
18.3%
B/E move
2.9%
Puts
Pseudo strike
64.78
IV
24.0%
B/E move
2.7%

50Δ

Calls
Pseudo strike
65.32
IV
16.5%
B/E move
2.3%
Puts
Pseudo strike
65.30
IV
22.8%
B/E move
2.1%

55Δ

Calls
Pseudo strike
64.94
IV
14.8%
B/E move
1.8%
Puts
Pseudo strike
65.77
IV
21.6%
B/E move
1.7%

60Δ

Calls
Pseudo strike
64.73
IV
13.6%
B/E move
1.6%
Puts
Pseudo strike
66.36
IV
22.3%
B/E move
1.4%

65Δ

Calls
Pseudo strike
64.51
IV
12.3%
B/E move
1.3%
Puts
Pseudo strike
67.07
IV
24.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
64.29
IV
11.0%
B/E move
1.1%
Puts
Pseudo strike
67.90
IV
26.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
64.08
IV
9.7%
B/E move
0.8%
Puts
Pseudo strike
69.53
IV
32.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
70.44
IV
31.8%
B/E move
0.7%

Options history

CSB19.2329.4939.752026-10-20: 38.34%2026-10-21: 20.65%Oct 20Oct 21
Table
DateIV
38.34%
20.65%