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Calvert US Mid-Cap Core Responsible Index ETF CVMC

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Market datapartial · fetched 2026-10-22T23:45:29.565Z

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 · 2026-10-22T22:30:00.002471743Z

FundamentalsAlpha Vantage · unavailable

Share price$75.58
1D+0.6%
AH$74.87$75.02$75.18$75.33$75.485:30 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$0.31$1.45$2.59$3.73$4.87$70.48$72.81$75.13$77.46$79.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CVMC spot · $75.58CVMC PRICE$0.44$0.55$0.63$0.71$0.85$1.02$1.20$1.44$1.68$2.00$2.33$2.74$3.19$0.63$0.73$0.85$1.01$1.19$1.40$1.61$1.87$2.14$2.51$2.90$3.59$4.54
PutsExpensive1.38×
CallsExpensive1.21×
SkewBearish+4.19 pp
Implied moveBearish±$2.82
TiltBearish14.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ79.2618.0%5.4%71.5525.6%6.2%
25Δ78.6218.0%4.8%72.8222.4%4.6%
30Δ77.7716.0%3.7%73.6720.4%3.7%
35Δ77.1314.5%3.0%74.3319.4%3.0%
40Δ76.6814.2%2.6%74.8919.0%2.5%
45Δ76.2714.3%2.3%75.4118.7%2.1%
50Δ75.8714.4%2.0%75.9118.3%1.7%
55Δ75.4714.7%1.8%76.4118.2%1.4%
60Δ75.0715.1%1.6%76.9018.0%1.1%
65Δ74.6115.4%1.4%77.4418.1%0.9%
70Δ74.1315.7%1.2%78.0018.3%0.6%
75Δ73.5916.0%1.0%78.8119.5%0.5%
80Δ73.0116.3%0.8%79.8821.2%0.3%

20Δ

Calls
Pseudo strike
79.26
IV
18.0%
B/E move
5.4%
Puts
Pseudo strike
71.55
IV
25.6%
B/E move
6.2%

25Δ

Calls
Pseudo strike
78.62
IV
18.0%
B/E move
4.8%
Puts
Pseudo strike
72.82
IV
22.4%
B/E move
4.6%

30Δ

Calls
Pseudo strike
77.77
IV
16.0%
B/E move
3.7%
Puts
Pseudo strike
73.67
IV
20.4%
B/E move
3.7%

35Δ

Calls
Pseudo strike
77.13
IV
14.5%
B/E move
3.0%
Puts
Pseudo strike
74.33
IV
19.4%
B/E move
3.0%

40Δ

Calls
Pseudo strike
76.68
IV
14.2%
B/E move
2.6%
Puts
Pseudo strike
74.89
IV
19.0%
B/E move
2.5%

45Δ

Calls
Pseudo strike
76.27
IV
14.3%
B/E move
2.3%
Puts
Pseudo strike
75.41
IV
18.7%
B/E move
2.1%

50Δ

Calls
Pseudo strike
75.87
IV
14.4%
B/E move
2.0%
Puts
Pseudo strike
75.91
IV
18.3%
B/E move
1.7%

55Δ

Calls
Pseudo strike
75.47
IV
14.7%
B/E move
1.8%
Puts
Pseudo strike
76.41
IV
18.2%
B/E move
1.4%

60Δ

Calls
Pseudo strike
75.07
IV
15.1%
B/E move
1.6%
Puts
Pseudo strike
76.90
IV
18.0%
B/E move
1.1%

65Δ

Calls
Pseudo strike
74.61
IV
15.4%
B/E move
1.4%
Puts
Pseudo strike
77.44
IV
18.1%
B/E move
0.9%

70Δ

Calls
Pseudo strike
74.13
IV
15.7%
B/E move
1.2%
Puts
Pseudo strike
78.00
IV
18.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
73.59
IV
16.0%
B/E move
1.0%
Puts
Pseudo strike
78.81
IV
19.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
73.01
IV
16.3%
B/E move
0.8%
Puts
Pseudo strike
79.88
IV
21.2%
B/E move
0.3%

Options history

CVMC15.6215.6715.732026-10-20: 15.71%2026-10-21: 15.63%Oct 20Oct 21
Table
DateIV
15.71%
15.63%