IntraAlpha
Create free account Start free

Calvert International Responsible Index ETF CVIE

i

Market dataready · fetched 2026-11-11T14:57:44.009Z

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 · 2026-11-11T14:47:34.718379615Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:57:43.361299+00:00

Share price$80.72
1D-0.2%
$80.68$80.74$80.79$80.85$80.915:30 AM6:30 AM9:00 AM1:00 PMCVIE
Sold putSold call

Calvert International Responsible Index ETF options

Live interpolated CVIE call and put midpoint premiums by absolute delta.Calvert International Responsible Index ETF$0.76$1.78$2.80$3.82$4.84$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICECVIE PRICE$0.87$0.99$1.10$1.34$1.88$2.41$2.94$3.48$4.01$4.54$1.36$1.58$1.80$2.02$2.25$2.47
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ82.5129.9%3.3%
40Δ81.9528.0%2.7%
45Δ81.3826.0%2.2%
50Δ80.7925.2%1.7%
55Δ80.1227.0%1.6%81.2221.7%1.1%
60Δ79.4528.7%1.4%81.5721.4%0.9%
65Δ78.7830.4%1.2%81.9221.0%0.7%
70Δ78.1032.2%1.1%82.2820.6%0.6%
75Δ77.4333.9%0.9%82.6320.2%0.4%
80Δ76.7635.6%0.7%82.9919.9%0.2%

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
IV
B/E move

30Δ

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

35Δ

Calls
Pseudo strike
82.51
IV
29.9%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
81.95
IV
28.0%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
81.38
IV
26.0%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
80.79
IV
25.2%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
80.12
IV
27.0%
B/E move
1.6%
Puts
Pseudo strike
81.22
IV
21.7%
B/E move
1.1%

60Δ

Calls
Pseudo strike
79.45
IV
28.7%
B/E move
1.4%
Puts
Pseudo strike
81.57
IV
21.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
78.78
IV
30.4%
B/E move
1.2%
Puts
Pseudo strike
81.92
IV
21.0%
B/E move
0.7%

70Δ

Calls
Pseudo strike
78.10
IV
32.2%
B/E move
1.1%
Puts
Pseudo strike
82.28
IV
20.6%
B/E move
0.6%

75Δ

Calls
Pseudo strike
77.43
IV
33.9%
B/E move
0.9%
Puts
Pseudo strike
82.63
IV
20.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
76.76
IV
35.6%
B/E move
0.7%
Puts
Pseudo strike
82.99
IV
19.9%
B/E move
0.2%

Options history

IV · four-Friday blend19.75%
Daily EOD
CVIE18.0%29.8%41.6%2026-10-19: 19.64%2026-10-20: 34.79%2026-10-21: 34.89%2026-10-22: 32.76%2026-10-23: 30.05%2026-10-26: 39.94%2026-10-27: 37.45%2026-10-28: 36.18%2026-10-29: 37.30%2026-10-30: 19.75%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.64%
34.79%
34.89%
32.76%
30.05%
39.94%
37.45%
36.18%
37.30%
19.75%