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Calvert International Responsible Index ETF CVIE

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Market datapartial · fetched 2026-10-23T12:05:14.196Z

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 · 2026-10-23T00:00:00.062998549Z

FundamentalsAlpha Vantage · unavailable

Share price$80.48
1D-0.4%
AH$80.26$80.45$80.65$80.84$81.035:30 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$0.51$1.77$3.04$4.30$5.56$74.37$77.45$80.53$83.61$86.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CVIE spot · $80.48CVIE PRICE$0.64$0.76$0.88$1.03$1.20$1.46$1.75$2.14$2.56$3.02$3.62$4.29$5.20$0.82$0.95$1.07$1.20$1.42$1.67$1.94$2.17$2.40$2.81$3.26$3.78$4.17
PutsExpensive1.22×
CallsExpensive1.52×
SkewBullish-0.47 pp
Implied moveBearish±$3.69
TiltBalanced1.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.2326.7%7.9%75.3231.3%7.4%
25Δ84.5923.4%6.0%76.9527.2%5.6%
30Δ83.4821.2%4.8%78.1224.2%4.3%
35Δ82.6620.1%4.0%78.9922.1%3.3%
40Δ81.9519.4%3.3%79.6421.6%2.8%
45Δ81.4019.8%3.0%80.2621.2%2.3%
50Δ80.8420.3%2.6%80.8620.9%1.9%
55Δ80.2521.3%2.4%81.4020.2%1.6%
60Δ79.6222.1%2.1%81.9319.2%1.2%
65Δ78.9422.8%1.8%82.5419.4%0.9%
70Δ78.1423.8%1.6%83.1819.6%0.7%
75Δ77.2724.6%1.3%83.8819.7%0.5%
80Δ76.1825.9%1.1%84.4418.7%0.3%

20Δ

Calls
Pseudo strike
86.23
IV
26.7%
B/E move
7.9%
Puts
Pseudo strike
75.32
IV
31.3%
B/E move
7.4%

25Δ

Calls
Pseudo strike
84.59
IV
23.4%
B/E move
6.0%
Puts
Pseudo strike
76.95
IV
27.2%
B/E move
5.6%

30Δ

Calls
Pseudo strike
83.48
IV
21.2%
B/E move
4.8%
Puts
Pseudo strike
78.12
IV
24.2%
B/E move
4.3%

35Δ

Calls
Pseudo strike
82.66
IV
20.1%
B/E move
4.0%
Puts
Pseudo strike
78.99
IV
22.1%
B/E move
3.3%

40Δ

Calls
Pseudo strike
81.95
IV
19.4%
B/E move
3.3%
Puts
Pseudo strike
79.64
IV
21.6%
B/E move
2.8%

45Δ

Calls
Pseudo strike
81.40
IV
19.8%
B/E move
3.0%
Puts
Pseudo strike
80.26
IV
21.2%
B/E move
2.3%

50Δ

Calls
Pseudo strike
80.84
IV
20.3%
B/E move
2.6%
Puts
Pseudo strike
80.86
IV
20.9%
B/E move
1.9%

55Δ

Calls
Pseudo strike
80.25
IV
21.3%
B/E move
2.4%
Puts
Pseudo strike
81.40
IV
20.2%
B/E move
1.6%

60Δ

Calls
Pseudo strike
79.62
IV
22.1%
B/E move
2.1%
Puts
Pseudo strike
81.93
IV
19.2%
B/E move
1.2%

65Δ

Calls
Pseudo strike
78.94
IV
22.8%
B/E move
1.8%
Puts
Pseudo strike
82.54
IV
19.4%
B/E move
0.9%

70Δ

Calls
Pseudo strike
78.14
IV
23.8%
B/E move
1.6%
Puts
Pseudo strike
83.18
IV
19.6%
B/E move
0.7%

75Δ

Calls
Pseudo strike
77.27
IV
24.6%
B/E move
1.3%
Puts
Pseudo strike
83.88
IV
19.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
76.18
IV
25.9%
B/E move
1.1%
Puts
Pseudo strike
84.44
IV
18.7%
B/E move
0.3%

Options history

CVIE34.7634.8434.922026-10-20: 34.79%2026-10-21: 34.89%Oct 20Oct 21
Table
DateIV
34.79%
34.89%