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Acquirers Small and Micro Deep Value ETF DEEP

i

Market datapartial · fetched 2026-11-11T15:51:12.309Z

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 · 2026-11-11T15:24:52.968248669Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:51:11.139283+00:00

Share price$42.46
1D+0.0%
$42.44$42.45$42.46$42.47$42.485:30 AM6:30 AM9:00 AM1:00 PMDEEP
Sold putSold call

Acquirers Small and Micro Deep Value ETF options

Live interpolated DEEP call and put midpoint premiums by absolute delta.Acquirers Small and Micro Deep Value ETF$0.58$0.58$0.59$0.60$0.61$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEDEEP PRICE$0.58$0.59$0.60
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.8495.4%18.7%
25Δ47.4674.4%13.2%
30Δ45.0853.4%7.6%
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
49.84
IV
95.4%
B/E move
18.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
47.46
IV
74.4%
B/E move
13.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
45.08
IV
53.4%
B/E move
7.6%
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
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend37.99%
Daily EOD
DEEP17.2%49.6%82.0%2026-10-19: 24.46%2026-10-20: 21.70%2026-10-21: 70.52%2026-10-22: 68.44%2026-10-23: 72.36%2026-10-26: 22.65%2026-10-27: 28.87%2026-10-28: 26.57%2026-10-29: 77.53%2026-10-30: 37.99%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
24.46%
21.70%
70.52%
68.44%
72.36%
22.65%
28.87%
26.57%
77.53%
37.99%