Tuttle Capital Memory Stack Income Blast ETF DRMP
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Market dataready · fetched 2026-11-11T13:44:34.469Z
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: 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 dataPriceAlpaca · sip · 2026-11-11T01:00:02.300819556Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-11T13:44:34.145919+00:00
Tuttle Capital Memory Stack Income Blast ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.87 | 111.2% | 20.1% | 12.28 | 125.5% | 16.4% |
| 25Δ | 16.14 | 100.4% | 15.3% | 12.91 | 106.7% | 12.3% |
| 30Δ | 15.61 | 89.4% | 11.9% | 13.26 | 102.8% | 10.5% |
| 35Δ | 15.14 | 78.4% | 8.8% | 13.57 | 101.6% | 9.1% |
| 40Δ | 14.84 | 75.9% | 7.3% | 13.88 | 100.4% | 7.7% |
| 45Δ | 14.62 | 76.7% | 6.5% | 14.20 | 101.8% | 6.7% |
| 50Δ | 14.39 | 77.6% | 5.6% | 14.51 | 104.7% | 5.9% |
| 55Δ | 14.17 | 78.5% | 4.7% | 14.82 | 107.6% | 5.1% |
| 60Δ | 13.95 | 78.4% | 3.9% | 15.16 | 110.2% | 4.4% |
| 65Δ | 13.76 | 75.1% | 3.3% | 15.56 | 112.2% | 3.7% |
| 70Δ | 13.56 | 71.8% | 2.7% | 15.95 | 114.2% | 3.0% |
| 75Δ | 13.37 | 68.5% | 2.1% | 16.44 | 115.4% | 2.4% |
| 80Δ | 13.17 | 65.2% | 1.5% | 16.95 | 116.4% | 1.8% |
20Δ
- Pseudo strike
- 16.87
- IV
- 111.2%
- B/E move
- 20.1%
- Pseudo strike
- 12.28
- IV
- 125.5%
- B/E move
- 16.4%
25Δ
- Pseudo strike
- 16.14
- IV
- 100.4%
- B/E move
- 15.3%
- Pseudo strike
- 12.91
- IV
- 106.7%
- B/E move
- 12.3%
30Δ
- Pseudo strike
- 15.61
- IV
- 89.4%
- B/E move
- 11.9%
- Pseudo strike
- 13.26
- IV
- 102.8%
- B/E move
- 10.5%
35Δ
- Pseudo strike
- 15.14
- IV
- 78.4%
- B/E move
- 8.8%
- Pseudo strike
- 13.57
- IV
- 101.6%
- B/E move
- 9.1%
40Δ
- Pseudo strike
- 14.84
- IV
- 75.9%
- B/E move
- 7.3%
- Pseudo strike
- 13.88
- IV
- 100.4%
- B/E move
- 7.7%
45Δ
- Pseudo strike
- 14.62
- IV
- 76.7%
- B/E move
- 6.5%
- Pseudo strike
- 14.20
- IV
- 101.8%
- B/E move
- 6.7%
50Δ
- Pseudo strike
- 14.39
- IV
- 77.6%
- B/E move
- 5.6%
- Pseudo strike
- 14.51
- IV
- 104.7%
- B/E move
- 5.9%
55Δ
- Pseudo strike
- 14.17
- IV
- 78.5%
- B/E move
- 4.7%
- Pseudo strike
- 14.82
- IV
- 107.6%
- B/E move
- 5.1%
60Δ
- Pseudo strike
- 13.95
- IV
- 78.4%
- B/E move
- 3.9%
- Pseudo strike
- 15.16
- IV
- 110.2%
- B/E move
- 4.4%
65Δ
- Pseudo strike
- 13.76
- IV
- 75.1%
- B/E move
- 3.3%
- Pseudo strike
- 15.56
- IV
- 112.2%
- B/E move
- 3.7%
70Δ
- Pseudo strike
- 13.56
- IV
- 71.8%
- B/E move
- 2.7%
- Pseudo strike
- 15.95
- IV
- 114.2%
- B/E move
- 3.0%
75Δ
- Pseudo strike
- 13.37
- IV
- 68.5%
- B/E move
- 2.1%
- Pseudo strike
- 16.44
- IV
- 115.4%
- B/E move
- 2.4%
80Δ
- Pseudo strike
- 13.17
- IV
- 65.2%
- B/E move
- 1.5%
- Pseudo strike
- 16.95
- IV
- 116.4%
- B/E move
- 1.8%
Options history
Table
| Date | IV (%) |
|---|---|
| 58.83% | |
| 60.25% | |
| 59.25% | |
| 64.08% | |
| 62.02% | |
| 63.22% | |
| 61.63% | |
| 59.87% | |
| 60.11% | |
| 65.26% |