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Calvert US Large-Cap Core Responsible Index ETF CVLC

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Market dataready · fetched 2026-11-11T05:54:40.170Z

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 · 2026-11-11T01:00:00.040968466Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T05:54:39.667284+00:00

Share price$93.00
1D+0.3%
AH$92.35$92.54$92.73$92.92$93.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCVLC
Sold putSold callAH

Calvert US Large-Cap Core Responsible Index ETF options

Live interpolated CVLC call and put midpoint premiums by absolute delta.Calvert US Large-Cap Core Responsible Index ETF$0.52$1.24$1.96$2.67$3.39$88.59$90.78$92.98$95.18$97.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CVLC spot · $93.00CVLC PRICE$0.60$0.64$0.65$0.72$0.80$0.88$0.96$1.10$1.29$1.49$1.72$2.01$2.30$0.67$0.73$0.79$0.87$0.96$1.06$1.19$1.37$1.55$1.84$2.23$2.68$3.18
PutsExpensive1.19×
CallsCheap0.86×
SkewBearish+3.51 pp
Implied moveBearish±$2.15
TiltBearish11.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ98.0736.6%6.1%88.4538.8%5.6%
25Δ96.2829.3%4.2%90.0631.5%3.9%
30Δ95.0323.1%2.9%91.0926.8%2.9%
35Δ94.4320.8%2.3%91.7624.1%2.3%
40Δ93.9018.9%1.8%92.2822.2%1.8%
45Δ93.5417.6%1.5%92.7220.9%1.4%
50Δ93.1716.3%1.2%93.1319.9%1.1%
55Δ92.8315.8%1.0%93.4919.5%0.9%
60Δ92.5116.1%0.9%93.8419.2%0.8%
65Δ92.1916.4%0.7%94.2719.6%0.6%
70Δ91.8416.6%0.6%94.7620.6%0.5%
75Δ91.4516.7%0.5%95.3121.5%0.4%
80Δ91.0616.8%0.4%95.9222.1%0.3%

20Δ

Calls
Pseudo strike
98.07
IV
36.6%
B/E move
6.1%
Puts
Pseudo strike
88.45
IV
38.8%
B/E move
5.6%

25Δ

Calls
Pseudo strike
96.28
IV
29.3%
B/E move
4.2%
Puts
Pseudo strike
90.06
IV
31.5%
B/E move
3.9%

30Δ

Calls
Pseudo strike
95.03
IV
23.1%
B/E move
2.9%
Puts
Pseudo strike
91.09
IV
26.8%
B/E move
2.9%

35Δ

Calls
Pseudo strike
94.43
IV
20.8%
B/E move
2.3%
Puts
Pseudo strike
91.76
IV
24.1%
B/E move
2.3%

40Δ

Calls
Pseudo strike
93.90
IV
18.9%
B/E move
1.8%
Puts
Pseudo strike
92.28
IV
22.2%
B/E move
1.8%

45Δ

Calls
Pseudo strike
93.54
IV
17.6%
B/E move
1.5%
Puts
Pseudo strike
92.72
IV
20.9%
B/E move
1.4%

50Δ

Calls
Pseudo strike
93.17
IV
16.3%
B/E move
1.2%
Puts
Pseudo strike
93.13
IV
19.9%
B/E move
1.1%

55Δ

Calls
Pseudo strike
92.83
IV
15.8%
B/E move
1.0%
Puts
Pseudo strike
93.49
IV
19.5%
B/E move
0.9%

60Δ

Calls
Pseudo strike
92.51
IV
16.1%
B/E move
0.9%
Puts
Pseudo strike
93.84
IV
19.2%
B/E move
0.8%

65Δ

Calls
Pseudo strike
92.19
IV
16.4%
B/E move
0.7%
Puts
Pseudo strike
94.27
IV
19.6%
B/E move
0.6%

70Δ

Calls
Pseudo strike
91.84
IV
16.6%
B/E move
0.6%
Puts
Pseudo strike
94.76
IV
20.6%
B/E move
0.5%

75Δ

Calls
Pseudo strike
91.45
IV
16.7%
B/E move
0.5%
Puts
Pseudo strike
95.31
IV
21.5%
B/E move
0.4%

80Δ

Calls
Pseudo strike
91.06
IV
16.8%
B/E move
0.4%
Puts
Pseudo strike
95.92
IV
22.1%
B/E move
0.3%

Options history

IV · four-Friday blend15.36%
Daily EOD
CVLC14.0%23.8%33.6%2026-10-19: 27.19%2026-10-20: 28.44%2026-10-21: 27.94%2026-10-22: 29.75%2026-10-23: 28.79%2026-10-26: 29.35%2026-10-27: 24.28%2026-10-28: 24.97%2026-10-29: 32.22%2026-10-30: 15.36%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.19%
28.44%
27.94%
29.75%
28.79%
29.35%
24.28%
24.97%
32.22%
15.36%