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XFUNDS Memory Income ETF DRMY

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Market datapartial · fetched 2026-10-22T23:45:43.409Z

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 · 2026-10-22T22:30:00.00129555Z

FundamentalsAlpha Vantage · unavailable

Share price$36.12
1D-3.3%
AH$35.49$36.19$36.89$37.58$38.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDRMY
Sold putSold callAH

XFUNDS Memory Income ETF options

Live interpolated DRMY call and put midpoint premiums by absolute delta.XFUNDS Memory Income ETF$0.05$5.63$11.20$16.77$22.35$23.81$31.64$39.47$47.30$55.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DRMY spot · $36.12DRMY PRICE$0.65$0.78$1.02$1.23$1.52$1.81$2.11$2.40$2.69$3.12$3.65$4.18$4.71$1.05$1.44$1.83$2.22$2.64$3.34$4.04$4.74$5.76$7.11$9.59$12.69$20.74
PutsExpensive1.23×
CallsFair1.05×
SkewBearish+37.34 pp
Implied moveBearish±$6.15
TiltBearish44.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.7062.6%20.0%30.6579.6%18.0%
25Δ40.6854.7%14.8%31.7779.5%16.0%
30Δ39.9256.9%13.4%32.8879.3%14.0%
35Δ38.9855.9%11.3%34.0079.2%12.0%
40Δ38.2455.4%10.1%35.1179.2%10.1%
45Δ37.5055.0%8.9%36.2280.7%9.0%
50Δ36.7654.5%7.6%37.3282.1%7.8%
55Δ36.0354.1%6.4%38.4383.6%6.7%
60Δ35.2953.6%5.1%39.7887.7%5.8%
65Δ34.5452.4%4.3%41.4392.2%5.0%
70Δ33.7950.7%3.7%44.11104.0%4.4%
75Δ33.0348.9%3.0%47.46114.5%3.7%
80Δ32.2847.2%2.4%55.68145.8%3.3%

20Δ

Calls
Pseudo strike
42.70
IV
62.6%
B/E move
20.0%
Puts
Pseudo strike
30.65
IV
79.6%
B/E move
18.0%

25Δ

Calls
Pseudo strike
40.68
IV
54.7%
B/E move
14.8%
Puts
Pseudo strike
31.77
IV
79.5%
B/E move
16.0%

30Δ

Calls
Pseudo strike
39.92
IV
56.9%
B/E move
13.4%
Puts
Pseudo strike
32.88
IV
79.3%
B/E move
14.0%

35Δ

Calls
Pseudo strike
38.98
IV
55.9%
B/E move
11.3%
Puts
Pseudo strike
34.00
IV
79.2%
B/E move
12.0%

40Δ

Calls
Pseudo strike
38.24
IV
55.4%
B/E move
10.1%
Puts
Pseudo strike
35.11
IV
79.2%
B/E move
10.1%

45Δ

Calls
Pseudo strike
37.50
IV
55.0%
B/E move
8.9%
Puts
Pseudo strike
36.22
IV
80.7%
B/E move
9.0%

50Δ

Calls
Pseudo strike
36.76
IV
54.5%
B/E move
7.6%
Puts
Pseudo strike
37.32
IV
82.1%
B/E move
7.8%

55Δ

Calls
Pseudo strike
36.03
IV
54.1%
B/E move
6.4%
Puts
Pseudo strike
38.43
IV
83.6%
B/E move
6.7%

60Δ

Calls
Pseudo strike
35.29
IV
53.6%
B/E move
5.1%
Puts
Pseudo strike
39.78
IV
87.7%
B/E move
5.8%

65Δ

Calls
Pseudo strike
34.54
IV
52.4%
B/E move
4.3%
Puts
Pseudo strike
41.43
IV
92.2%
B/E move
5.0%

70Δ

Calls
Pseudo strike
33.79
IV
50.7%
B/E move
3.7%
Puts
Pseudo strike
44.11
IV
104.0%
B/E move
4.4%

75Δ

Calls
Pseudo strike
33.03
IV
48.9%
B/E move
3.0%
Puts
Pseudo strike
47.46
IV
114.5%
B/E move
3.7%

80Δ

Calls
Pseudo strike
32.28
IV
47.2%
B/E move
2.4%
Puts
Pseudo strike
55.68
IV
145.8%
B/E move
3.3%

Options history

DRMY64.3364.5564.772026-10-20: 64.39%2026-10-21: 64.70%Oct 20Oct 21
Table
DateIV
64.39%
64.70%