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Strive U.S. Energy ETF DRLL

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Market dataready · fetched 2026-10-22T12:26:54.054Z

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 · 2026-10-21T23:00:00.002950703Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T12:26:52.559354+00:00

Share price$44.78
1D+0.3%
AH$44.45$44.61$44.77$44.92$45.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDRLL
Sold putSold callAH

Strive U.S. Energy ETF options

Live interpolated DRLL call and put midpoint premiums by absolute delta.Strive U.S. Energy ETF$0.52$1.33$2.14$2.95$3.76$38.70$41.42$44.14$46.86$49.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DRLL spot · $44.78DRLL PRICE$0.73$0.84$0.98$1.17$1.35$1.61$1.87$2.20$2.55$3.01$3.52$0.60$0.68$0.79$0.94$1.11$1.34$1.57$1.84$2.12$2.57$2.97$3.32
PutsExpensive1.44×
CallsExpensive1.17×
SkewBearish+1.63 pp
Implied moveBearish±$2.92
TiltBalanced0.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.0740.4%9.6%
25Δ42.2534.4%7.2%
30Δ47.3231.6%7.3%43.0631.2%5.6%
35Δ46.5929.5%5.9%43.6130.1%4.7%
40Δ45.9928.5%4.9%44.1329.3%3.9%
45Δ45.5228.3%4.3%44.6029.4%3.4%
50Δ45.0628.1%3.7%45.0729.4%2.8%
55Δ44.6028.5%3.2%45.5529.4%2.4%
60Δ44.1428.9%2.8%46.0329.5%1.9%
65Δ43.6429.4%2.4%46.6230.4%1.6%
70Δ43.1229.9%2.0%47.1830.7%1.3%
75Δ42.5030.7%1.6%47.7029.7%0.9%
80Δ41.8531.4%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.07
IV
40.4%
B/E move
9.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.25
IV
34.4%
B/E move
7.2%

30Δ

Calls
Pseudo strike
47.32
IV
31.6%
B/E move
7.3%
Puts
Pseudo strike
43.06
IV
31.2%
B/E move
5.6%

35Δ

Calls
Pseudo strike
46.59
IV
29.5%
B/E move
5.9%
Puts
Pseudo strike
43.61
IV
30.1%
B/E move
4.7%

40Δ

Calls
Pseudo strike
45.99
IV
28.5%
B/E move
4.9%
Puts
Pseudo strike
44.13
IV
29.3%
B/E move
3.9%

45Δ

Calls
Pseudo strike
45.52
IV
28.3%
B/E move
4.3%
Puts
Pseudo strike
44.60
IV
29.4%
B/E move
3.4%

50Δ

Calls
Pseudo strike
45.06
IV
28.1%
B/E move
3.7%
Puts
Pseudo strike
45.07
IV
29.4%
B/E move
2.8%

55Δ

Calls
Pseudo strike
44.60
IV
28.5%
B/E move
3.2%
Puts
Pseudo strike
45.55
IV
29.4%
B/E move
2.4%

60Δ

Calls
Pseudo strike
44.14
IV
28.9%
B/E move
2.8%
Puts
Pseudo strike
46.03
IV
29.5%
B/E move
1.9%

65Δ

Calls
Pseudo strike
43.64
IV
29.4%
B/E move
2.4%
Puts
Pseudo strike
46.62
IV
30.4%
B/E move
1.6%

70Δ

Calls
Pseudo strike
43.12
IV
29.9%
B/E move
2.0%
Puts
Pseudo strike
47.18
IV
30.7%
B/E move
1.3%

75Δ

Calls
Pseudo strike
42.50
IV
30.7%
B/E move
1.6%
Puts
Pseudo strike
47.70
IV
29.7%
B/E move
0.9%

80Δ

Calls
Pseudo strike
41.85
IV
31.4%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations