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Calvert US Mid-Cap Core Responsible Index ETF CVMC

i

Market dataready · fetched 2026-11-12T02:03:04.081Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-06-17

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 · 2026-11-12T01:00:00.137779137Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:03:02.994425+00:00

Share price$77.15
1D-0.1%
AH$77.08$77.13$77.17$77.21$77.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCVMC
Sold putSold callAH

Calvert US Mid-Cap Core Responsible Index ETF options

Live interpolated CVMC call and put midpoint premiums by absolute delta.Calvert US Mid-Cap Core Responsible Index ETF$2.74$4.60$6.46$8.32$10.18$69.75$73.42$77.09$80.76$84.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CVMC spot · $77.15CVMC PRICE$2.94$3.47$4.08$4.68$5.65$6.75$8.14$9.64$4.27$5.14$5.81$6.63
Puts——
Calls——
Skew——
Implied moveBearish±$8.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ80.9515.5%8.7%78.5519.3%3.7%
50Δ79.7515.7%7.9%80.0819.6%2.9%
55Δ78.5515.8%7.1%81.5019.0%1.9%
60Δ77.3315.8%6.3%82.9718.7%1.1%
65Δ75.9316.6%5.7%
70Δ74.4317.5%5.2%
75Δ72.6018.3%4.7%
80Δ70.6819.1%4.1%

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

40Δ

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

45Δ

Calls
Pseudo strike
80.95
IV
15.5%
B/E move
8.7%
Puts
Pseudo strike
78.55
IV
19.3%
B/E move
3.7%

50Δ

Calls
Pseudo strike
79.75
IV
15.7%
B/E move
7.9%
Puts
Pseudo strike
80.08
IV
19.6%
B/E move
2.9%

55Δ

Calls
Pseudo strike
78.55
IV
15.8%
B/E move
7.1%
Puts
Pseudo strike
81.50
IV
19.0%
B/E move
1.9%

60Δ

Calls
Pseudo strike
77.33
IV
15.8%
B/E move
6.3%
Puts
Pseudo strike
82.97
IV
18.7%
B/E move
1.1%

65Δ

Calls
Pseudo strike
75.93
IV
16.6%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
74.43
IV
17.5%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
72.60
IV
18.3%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
70.68
IV
19.1%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend18.32%
Daily EOD
CVMC15.4%17.0%18.5%2026-10-19: 16.42%2026-10-20: 15.71%2026-10-21: 15.63%2026-10-22: 16.57%2026-10-23: 17.05%2026-10-26: 16.89%2026-10-27: 16.44%2026-10-28: 16.54%2026-10-30: 18.32%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
16.42%
15.71%
15.63%
16.57%
17.05%
16.89%
16.44%
16.54%
18.32%