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Strive U.S. Energy ETF DRLL

i

Market dataready · fetched 2026-11-11T13:52:44.532Z

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 · 2026-11-11T00:00:00.002761952Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:52:44.147772+00:00

Share price$40.42
1D+0.3%
AH$39.41$39.73$40.04$40.35$40.665:30 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$0.41$1.05$1.69$2.32$2.96$36.60$38.96$41.33$43.69$46.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DRLL spot · $40.42DRLL PRICE$0.47$0.50$0.54$0.61$0.68$0.75$0.82$0.90$0.97$1.04$1.11$1.19$1.26$0.50$0.55$0.62$0.73$0.84$0.94$1.05$1.16$1.35$1.68$2.01$2.39$2.78
PutsExpensive1.05×
CallsExpensive1.71×
SkewBearish+7.47 pp
Implied moveBearish±$1.88
TiltBearish21.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.7369.7%11.8%37.1866.9%9.3%
25Δ43.0654.1%7.8%38.2555.1%6.7%
30Δ42.1946.0%5.7%38.9748.6%5.1%
35Δ41.8142.4%4.9%39.3446.3%4.5%
40Δ41.5740.0%4.5%39.7044.2%3.8%
45Δ41.3337.7%4.1%40.0642.0%3.2%
50Δ41.0935.4%3.7%40.4239.9%2.6%
55Δ40.8433.0%3.3%40.7837.8%2.0%
60Δ40.6030.7%2.9%41.1637.4%1.5%
65Δ40.3628.4%2.4%41.5739.7%1.3%
70Δ40.1226.0%2.0%41.9842.0%1.1%
75Δ39.8823.7%1.6%42.4642.6%0.9%
80Δ39.6421.3%1.2%42.9443.2%0.6%

20Δ

Calls
Pseudo strike
44.73
IV
69.7%
B/E move
11.8%
Puts
Pseudo strike
37.18
IV
66.9%
B/E move
9.3%

25Δ

Calls
Pseudo strike
43.06
IV
54.1%
B/E move
7.8%
Puts
Pseudo strike
38.25
IV
55.1%
B/E move
6.7%

30Δ

Calls
Pseudo strike
42.19
IV
46.0%
B/E move
5.7%
Puts
Pseudo strike
38.97
IV
48.6%
B/E move
5.1%

35Δ

Calls
Pseudo strike
41.81
IV
42.4%
B/E move
4.9%
Puts
Pseudo strike
39.34
IV
46.3%
B/E move
4.5%

40Δ

Calls
Pseudo strike
41.57
IV
40.0%
B/E move
4.5%
Puts
Pseudo strike
39.70
IV
44.2%
B/E move
3.8%

45Δ

Calls
Pseudo strike
41.33
IV
37.7%
B/E move
4.1%
Puts
Pseudo strike
40.06
IV
42.0%
B/E move
3.2%

50Δ

Calls
Pseudo strike
41.09
IV
35.4%
B/E move
3.7%
Puts
Pseudo strike
40.42
IV
39.9%
B/E move
2.6%

55Δ

Calls
Pseudo strike
40.84
IV
33.0%
B/E move
3.3%
Puts
Pseudo strike
40.78
IV
37.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
40.60
IV
30.7%
B/E move
2.9%
Puts
Pseudo strike
41.16
IV
37.4%
B/E move
1.5%

65Δ

Calls
Pseudo strike
40.36
IV
28.4%
B/E move
2.4%
Puts
Pseudo strike
41.57
IV
39.7%
B/E move
1.3%

70Δ

Calls
Pseudo strike
40.12
IV
26.0%
B/E move
2.0%
Puts
Pseudo strike
41.98
IV
42.0%
B/E move
1.1%

75Δ

Calls
Pseudo strike
39.88
IV
23.7%
B/E move
1.6%
Puts
Pseudo strike
42.46
IV
42.6%
B/E move
0.9%

80Δ

Calls
Pseudo strike
39.64
IV
21.3%
B/E move
1.2%
Puts
Pseudo strike
42.94
IV
43.2%
B/E move
0.6%

Options history

IV · four-Friday blend28.33%
Daily EOD
DRLL26.7%28.2%29.8%2026-10-19: 27.37%2026-10-20: 26.87%2026-10-21: 28.50%2026-10-22: 28.22%2026-10-23: 28.95%2026-10-26: 28.66%2026-10-27: 29.57%2026-10-28: 28.93%2026-10-29: 29.47%2026-10-30: 28.33%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.37%
26.87%
28.50%
28.22%
28.95%
28.66%
29.57%
28.93%
29.47%
28.33%