IntraAlpha
Create free account Start free

XFUNDS Memory Income ETF DRMY

i

Market dataready · fetched 2026-11-12T02:50:49.573Z

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 · 2026-11-12T01:00:00.044722654Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:50:49.171409+00:00

Share price$34.36
1D+5.5%
AH$32.80$33.39$33.98$34.56$35.155:30 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$0.28$1.91$3.54$5.17$6.81$27.42$30.91$34.40$37.89$41.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DRMY spot · $34.36DRMY PRICE$0.46$0.60$0.74$0.88$1.02$1.16$1.47$1.80$2.13$2.46$2.79$3.12$3.45$0.64$0.86$1.08$1.31$1.53$1.75$1.97$2.43$3.18$3.93$4.68$5.43$6.34
PutsFair0.99×
CallsCheap0.64×
SkewBearish+24.87 pp
Implied moveBearish±$3.45
TiltBearish22.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.6981.2%13.9%30.5693.7%12.9%
25Δ37.9778.4%12.2%31.2491.9%11.6%
30Δ37.2475.7%10.5%31.9290.1%10.3%
35Δ36.5272.9%8.8%32.5988.4%8.9%
40Δ35.8070.2%7.2%33.2786.6%7.6%
45Δ35.0767.4%5.5%33.9484.8%6.3%
50Δ34.5566.0%4.8%34.6283.1%5.0%
55Δ34.0464.6%4.3%35.4084.5%4.0%
60Δ33.5463.3%3.8%36.3190.0%3.6%
65Δ33.0461.9%3.3%37.2295.6%3.1%
70Δ32.5360.6%2.8%38.13101.1%2.7%
75Δ32.0359.2%2.3%39.04106.4%2.2%
80Δ31.5357.9%1.8%40.14106.3%1.6%

20Δ

Calls
Pseudo strike
38.69
IV
81.2%
B/E move
13.9%
Puts
Pseudo strike
30.56
IV
93.7%
B/E move
12.9%

25Δ

Calls
Pseudo strike
37.97
IV
78.4%
B/E move
12.2%
Puts
Pseudo strike
31.24
IV
91.9%
B/E move
11.6%

30Δ

Calls
Pseudo strike
37.24
IV
75.7%
B/E move
10.5%
Puts
Pseudo strike
31.92
IV
90.1%
B/E move
10.3%

35Δ

Calls
Pseudo strike
36.52
IV
72.9%
B/E move
8.8%
Puts
Pseudo strike
32.59
IV
88.4%
B/E move
8.9%

40Δ

Calls
Pseudo strike
35.80
IV
70.2%
B/E move
7.2%
Puts
Pseudo strike
33.27
IV
86.6%
B/E move
7.6%

45Δ

Calls
Pseudo strike
35.07
IV
67.4%
B/E move
5.5%
Puts
Pseudo strike
33.94
IV
84.8%
B/E move
6.3%

50Δ

Calls
Pseudo strike
34.55
IV
66.0%
B/E move
4.8%
Puts
Pseudo strike
34.62
IV
83.1%
B/E move
5.0%

55Δ

Calls
Pseudo strike
34.04
IV
64.6%
B/E move
4.3%
Puts
Pseudo strike
35.40
IV
84.5%
B/E move
4.0%

60Δ

Calls
Pseudo strike
33.54
IV
63.3%
B/E move
3.8%
Puts
Pseudo strike
36.31
IV
90.0%
B/E move
3.6%

65Δ

Calls
Pseudo strike
33.04
IV
61.9%
B/E move
3.3%
Puts
Pseudo strike
37.22
IV
95.6%
B/E move
3.1%

70Δ

Calls
Pseudo strike
32.53
IV
60.6%
B/E move
2.8%
Puts
Pseudo strike
38.13
IV
101.1%
B/E move
2.7%

75Δ

Calls
Pseudo strike
32.03
IV
59.2%
B/E move
2.3%
Puts
Pseudo strike
39.04
IV
106.4%
B/E move
2.2%

80Δ

Calls
Pseudo strike
31.53
IV
57.9%
B/E move
1.8%
Puts
Pseudo strike
40.14
IV
106.3%
B/E move
1.6%

Options history

IV · four-Friday blend68.98%
Daily EOD
DRMY62.8%66.1%69.4%2026-10-19: 66.50%2026-10-20: 64.39%2026-10-21: 64.70%2026-10-22: 68.92%2026-10-26: 66.26%2026-10-27: 64.39%2026-10-28: 63.26%2026-10-29: 65.11%2026-10-30: 68.98%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
66.50%
64.39%
64.70%
68.92%
66.26%
64.39%
63.26%
65.11%
68.98%