Share price$44.48
1D-1.6%
Sold putSold callAH
Strive U.S. Energy ETF DRLL
i
Market dataready · fetched 2026-10-22T21:09:39.466Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:10:00.003188857Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:09:36.623756+00:00
Strive U.S. Energy ETF options
PutsExpensive1.47×
CallsExpensive1.11×
SkewBearish+5.00 pp
Implied moveBearish±$3.06
TiltBalanced1.0% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.95 | 38.8% | 9.2% | |||
| 25Δ | 47.97 | 35.2% | 9.3% | 42.01 | 34.4% | 7.1% |
| 30Δ | 46.93 | 31.2% | 7.1% | 42.69 | 32.5% | 5.9% |
| 35Δ | 46.25 | 29.4% | 5.9% | 43.28 | 31.3% | 4.9% |
| 40Δ | 45.70 | 28.7% | 5.0% | 43.81 | 30.7% | 4.1% |
| 45Δ | 45.23 | 28.6% | 4.3% | 44.31 | 30.9% | 3.5% |
| 50Δ | 44.76 | 28.5% | 3.7% | 44.80 | 31.6% | 3.1% |
| 55Δ | 44.31 | 28.6% | 3.2% | 45.35 | 32.6% | 2.6% |
| 60Δ | 43.88 | 28.2% | 2.7% | 45.92 | 33.8% | 2.3% |
| 65Δ | 43.49 | 26.8% | 2.2% | 46.56 | 34.5% | 1.9% |
| 70Δ | 43.09 | 25.4% | 1.7% | 47.28 | 35.5% | 1.5% |
| 75Δ | 42.64 | 24.9% | 1.4% | |||
| 80Δ | 42.17 | 24.6% | 1.1% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 40.95
- IV
- 38.8%
- B/E move
- 9.2%
25Δ
- Pseudo strike
- 47.97
- IV
- 35.2%
- B/E move
- 9.3%
- Pseudo strike
- 42.01
- IV
- 34.4%
- B/E move
- 7.1%
30Δ
- Pseudo strike
- 46.93
- IV
- 31.2%
- B/E move
- 7.1%
- Pseudo strike
- 42.69
- IV
- 32.5%
- B/E move
- 5.9%
35Δ
- Pseudo strike
- 46.25
- IV
- 29.4%
- B/E move
- 5.9%
- Pseudo strike
- 43.28
- IV
- 31.3%
- B/E move
- 4.9%
40Δ
- Pseudo strike
- 45.70
- IV
- 28.7%
- B/E move
- 5.0%
- Pseudo strike
- 43.81
- IV
- 30.7%
- B/E move
- 4.1%
45Δ
- Pseudo strike
- 45.23
- IV
- 28.6%
- B/E move
- 4.3%
- Pseudo strike
- 44.31
- IV
- 30.9%
- B/E move
- 3.5%
50Δ
- Pseudo strike
- 44.76
- IV
- 28.5%
- B/E move
- 3.7%
- Pseudo strike
- 44.80
- IV
- 31.6%
- B/E move
- 3.1%
55Δ
- Pseudo strike
- 44.31
- IV
- 28.6%
- B/E move
- 3.2%
- Pseudo strike
- 45.35
- IV
- 32.6%
- B/E move
- 2.6%
60Δ
- Pseudo strike
- 43.88
- IV
- 28.2%
- B/E move
- 2.7%
- Pseudo strike
- 45.92
- IV
- 33.8%
- B/E move
- 2.3%
65Δ
- Pseudo strike
- 43.49
- IV
- 26.8%
- B/E move
- 2.2%
- Pseudo strike
- 46.56
- IV
- 34.5%
- B/E move
- 1.9%
70Δ
- Pseudo strike
- 43.09
- IV
- 25.4%
- B/E move
- 1.7%
- Pseudo strike
- 47.28
- IV
- 35.5%
- B/E move
- 1.5%
75Δ
- Pseudo strike
- 42.64
- IV
- 24.9%
- B/E move
- 1.4%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 42.17
- IV
- 24.6%
- B/E move
- 1.1%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV |
|---|---|
| 26.87% | |
| 28.50% |