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Acquirers Small and Micro Deep Value ETF DEEP

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Market datapartial · fetched 2026-10-22T16:20:57.376Z

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 · 2026-10-22T00:00:00.107722947Z

FundamentalsAlpha Vantage · unavailable

Share price$42.53
1D+0.0%
AH$42.34$42.35$42.36$42.37$42.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDEEP
Sold putSold callAH

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$0.51$1.37$2.24$3.11$3.98$38.73$40.81$42.89$44.96$47.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DEEP spot · $42.53DEEP PRICE$0.60$0.62$0.70$0.79$0.89$0.98$1.16$1.40$1.65$2.03$2.41$2.97$3.73$0.67$0.74$0.79$0.86$0.93$0.98$1.04$1.11$1.25$1.40$1.54$1.70$1.88
PutsExpensive1.43×
CallsExpensive2.00×
SkewBullish-5.97 pp
Implied moveBullish±$2.21
TiltBullish14.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.2547.6%14.9%38.4747.2%11.1%
25Δ46.0236.6%9.7%39.8439.2%8.1%
30Δ44.9632.3%7.4%40.8033.0%5.9%
35Δ44.2529.4%5.9%41.4429.1%4.6%
40Δ43.6827.2%4.8%42.0125.9%3.4%
45Δ43.2025.2%3.9%42.3423.6%2.8%
50Δ42.7725.0%3.3%42.6821.3%2.1%
55Δ42.3725.9%2.9%43.0119.1%1.5%
60Δ41.9726.9%2.6%43.2818.5%1.2%
65Δ41.4728.4%2.3%43.5417.9%0.9%
70Δ40.9629.9%2.0%43.8117.2%0.6%
75Δ40.2832.0%1.7%44.0716.4%0.4%
80Δ39.4135.2%1.4%44.3215.4%0.2%

20Δ

Calls
Pseudo strike
48.25
IV
47.6%
B/E move
14.9%
Puts
Pseudo strike
38.47
IV
47.2%
B/E move
11.1%

25Δ

Calls
Pseudo strike
46.02
IV
36.6%
B/E move
9.7%
Puts
Pseudo strike
39.84
IV
39.2%
B/E move
8.1%

30Δ

Calls
Pseudo strike
44.96
IV
32.3%
B/E move
7.4%
Puts
Pseudo strike
40.80
IV
33.0%
B/E move
5.9%

35Δ

Calls
Pseudo strike
44.25
IV
29.4%
B/E move
5.9%
Puts
Pseudo strike
41.44
IV
29.1%
B/E move
4.6%

40Δ

Calls
Pseudo strike
43.68
IV
27.2%
B/E move
4.8%
Puts
Pseudo strike
42.01
IV
25.9%
B/E move
3.4%

45Δ

Calls
Pseudo strike
43.20
IV
25.2%
B/E move
3.9%
Puts
Pseudo strike
42.34
IV
23.6%
B/E move
2.8%

50Δ

Calls
Pseudo strike
42.77
IV
25.0%
B/E move
3.3%
Puts
Pseudo strike
42.68
IV
21.3%
B/E move
2.1%

55Δ

Calls
Pseudo strike
42.37
IV
25.9%
B/E move
2.9%
Puts
Pseudo strike
43.01
IV
19.1%
B/E move
1.5%

60Δ

Calls
Pseudo strike
41.97
IV
26.9%
B/E move
2.6%
Puts
Pseudo strike
43.28
IV
18.5%
B/E move
1.2%

65Δ

Calls
Pseudo strike
41.47
IV
28.4%
B/E move
2.3%
Puts
Pseudo strike
43.54
IV
17.9%
B/E move
0.9%

70Δ

Calls
Pseudo strike
40.96
IV
29.9%
B/E move
2.0%
Puts
Pseudo strike
43.81
IV
17.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
40.28
IV
32.0%
B/E move
1.7%
Puts
Pseudo strike
44.07
IV
16.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
39.41
IV
35.2%
B/E move
1.4%
Puts
Pseudo strike
44.32
IV
15.4%
B/E move
0.2%

Options history

DEEP17.8046.1174.432026-10-20: 21.70%2026-10-21: 70.52%Oct 20Oct 21
Table
DateIV
21.70%
70.52%