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Calvert International Responsible Index ETF CVIE

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Market dataready · fetched 2026-10-22T04:41:28.014Z

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 · 2026-10-22T00:00:00.073964863Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T04:41:07.103002+00:00

Share price$81.90
1D-0.2%
AH$81.52$81.66$81.80$81.93$82.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCVIE
Sold putSold callAH

Calvert International Responsible Index ETF options

Live interpolated CVIE call and put midpoint premiums by absolute delta.Calvert International Responsible Index ETF$0.52$1.71$2.90$4.09$5.28$75.65$78.68$81.72$84.76$87.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CVIE spot · $81.90CVIE PRICE$0.65$0.75$0.86$1.00$1.14$1.36$1.65$2.00$2.40$2.83$3.28$3.72$4.56$0.79$0.92$1.04$1.20$1.41$1.63$1.93$2.29$2.65$3.04$3.52$4.14$4.94
PutsExpensive1.28×
CallsExpensive1.31×
SkewBearish+1.53 pp
Implied moveBearish±$3.58
TiltBearish5.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.7125.9%7.9%76.8829.3%7.1%
25Δ85.9822.3%5.9%78.4525.5%5.3%
30Δ84.8319.8%4.6%79.6122.6%4.1%
35Δ84.0218.6%3.8%80.4221.2%3.3%
40Δ83.3617.8%3.2%81.0920.7%2.7%
45Δ82.7617.7%2.7%81.6920.1%2.2%
50Δ82.2518.4%2.5%82.3020.0%1.9%
55Δ81.7019.1%2.2%82.8920.4%1.6%
60Δ81.1120.0%2.0%83.5020.4%1.3%
65Δ80.4720.5%1.7%84.1320.3%1.0%
70Δ79.8120.7%1.5%84.8120.3%0.7%
75Δ79.1520.4%1.2%85.6120.7%0.5%
80Δ78.1621.8%1.0%86.5821.2%0.3%

20Δ

Calls
Pseudo strike
87.71
IV
25.9%
B/E move
7.9%
Puts
Pseudo strike
76.88
IV
29.3%
B/E move
7.1%

25Δ

Calls
Pseudo strike
85.98
IV
22.3%
B/E move
5.9%
Puts
Pseudo strike
78.45
IV
25.5%
B/E move
5.3%

30Δ

Calls
Pseudo strike
84.83
IV
19.8%
B/E move
4.6%
Puts
Pseudo strike
79.61
IV
22.6%
B/E move
4.1%

35Δ

Calls
Pseudo strike
84.02
IV
18.6%
B/E move
3.8%
Puts
Pseudo strike
80.42
IV
21.2%
B/E move
3.3%

40Δ

Calls
Pseudo strike
83.36
IV
17.8%
B/E move
3.2%
Puts
Pseudo strike
81.09
IV
20.7%
B/E move
2.7%

45Δ

Calls
Pseudo strike
82.76
IV
17.7%
B/E move
2.7%
Puts
Pseudo strike
81.69
IV
20.1%
B/E move
2.2%

50Δ

Calls
Pseudo strike
82.25
IV
18.4%
B/E move
2.5%
Puts
Pseudo strike
82.30
IV
20.0%
B/E move
1.9%

55Δ

Calls
Pseudo strike
81.70
IV
19.1%
B/E move
2.2%
Puts
Pseudo strike
82.89
IV
20.4%
B/E move
1.6%

60Δ

Calls
Pseudo strike
81.11
IV
20.0%
B/E move
2.0%
Puts
Pseudo strike
83.50
IV
20.4%
B/E move
1.3%

65Δ

Calls
Pseudo strike
80.47
IV
20.5%
B/E move
1.7%
Puts
Pseudo strike
84.13
IV
20.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
79.81
IV
20.7%
B/E move
1.5%
Puts
Pseudo strike
84.81
IV
20.3%
B/E move
0.7%

75Δ

Calls
Pseudo strike
79.15
IV
20.4%
B/E move
1.2%
Puts
Pseudo strike
85.61
IV
20.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
78.16
IV
21.8%
B/E move
1.0%
Puts
Pseudo strike
86.58
IV
21.2%
B/E move
0.3%

Options history

No recorded observations