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Calvert US Large-Cap Core Responsible Index ETF CVLC

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Market datapartial · fetched 2026-10-22T05:30:50.676Z

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 · 2026-10-22T00:00:00.026030502Z

FundamentalsAlpha Vantage · unavailable

Share price$95.36
1D+0.5%
AH$94.86$95.03$95.21$95.38$95.555:30 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$0.42$1.54$2.66$3.77$4.89$90.01$92.49$94.97$97.46$99.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CVLC spot · $95.36CVLC PRICE$0.55$0.62$0.71$0.79$0.92$1.06$1.27$1.51$1.76$2.06$2.37$2.86$3.40$0.71$0.81$0.91$1.01$1.19$1.38$1.59$1.85$2.19$2.55$2.93$3.61$4.57
PutsExpensive1.31×
CallsExpensive1.11×
SkewBearish+2.86 pp
Implied moveBearish±$2.86
TiltBearish12.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ100.1918.5%5.6%90.7922.9%5.5%
25Δ98.7715.7%4.2%92.3219.4%4.0%
30Δ97.8614.2%3.4%93.3417.3%3.1%
35Δ97.1212.6%2.7%94.1315.6%2.4%
40Δ96.6112.1%2.3%94.7015.1%1.9%
45Δ96.1311.8%1.9%95.2414.7%1.6%
50Δ95.7011.9%1.7%95.7314.4%1.3%
55Δ95.2912.2%1.5%96.2414.3%1.0%
60Δ94.8712.4%1.3%96.7614.6%0.8%
65Δ94.4112.5%1.2%97.3014.7%0.6%
70Δ93.9412.6%1.0%97.8514.7%0.5%
75Δ93.3313.2%0.9%98.6715.6%0.3%
80Δ92.6713.6%0.7%99.7417.0%0.2%

20Δ

Calls
Pseudo strike
100.19
IV
18.5%
B/E move
5.6%
Puts
Pseudo strike
90.79
IV
22.9%
B/E move
5.5%

25Δ

Calls
Pseudo strike
98.77
IV
15.7%
B/E move
4.2%
Puts
Pseudo strike
92.32
IV
19.4%
B/E move
4.0%

30Δ

Calls
Pseudo strike
97.86
IV
14.2%
B/E move
3.4%
Puts
Pseudo strike
93.34
IV
17.3%
B/E move
3.1%

35Δ

Calls
Pseudo strike
97.12
IV
12.6%
B/E move
2.7%
Puts
Pseudo strike
94.13
IV
15.6%
B/E move
2.4%

40Δ

Calls
Pseudo strike
96.61
IV
12.1%
B/E move
2.3%
Puts
Pseudo strike
94.70
IV
15.1%
B/E move
1.9%

45Δ

Calls
Pseudo strike
96.13
IV
11.8%
B/E move
1.9%
Puts
Pseudo strike
95.24
IV
14.7%
B/E move
1.6%

50Δ

Calls
Pseudo strike
95.70
IV
11.9%
B/E move
1.7%
Puts
Pseudo strike
95.73
IV
14.4%
B/E move
1.3%

55Δ

Calls
Pseudo strike
95.29
IV
12.2%
B/E move
1.5%
Puts
Pseudo strike
96.24
IV
14.3%
B/E move
1.0%

60Δ

Calls
Pseudo strike
94.87
IV
12.4%
B/E move
1.3%
Puts
Pseudo strike
96.76
IV
14.6%
B/E move
0.8%

65Δ

Calls
Pseudo strike
94.41
IV
12.5%
B/E move
1.2%
Puts
Pseudo strike
97.30
IV
14.7%
B/E move
0.6%

70Δ

Calls
Pseudo strike
93.94
IV
12.6%
B/E move
1.0%
Puts
Pseudo strike
97.85
IV
14.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
93.33
IV
13.2%
B/E move
0.9%
Puts
Pseudo strike
98.67
IV
15.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
92.67
IV
13.6%
B/E move
0.7%
Puts
Pseudo strike
99.74
IV
17.0%
B/E move
0.2%

Options history

No recorded observations