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Aptus Defined Risk ETF DRSK

i

Market dataready · fetched 2026-11-12T03:23:31.216Z

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 · 2026-11-12T01:00:02.258654139Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:23:30.580412+00:00

Share price$27.16
1D+0.2%
AH$27.09$27.12$27.16$27.19$27.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDRSK
Sold putSold callAH

Aptus Defined Risk ETF options

Live interpolated DRSK call and put midpoint premiums by absolute delta.Aptus Defined Risk ETF$0.56$1.37$2.18$2.99$3.80$24.10$25.06$26.02$26.98$27.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DRSK spot · $27.16DRSK PRICE$0.65$0.65$0.65$0.66$0.71$0.77$0.82$0.90$0.99$1.07$1.15$1.24$0.65$0.65$0.65$0.66$0.68$0.72$1.13$1.53$1.94$2.35$2.75$3.16$3.57
PutsExpensive6.18×
Calls——
Skew——
Implied moveBearish±$1.89
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.48126.7%15.9%
25Δ31.07113.0%16.8%24.8596.6%10.9%
30Δ29.5087.8%11.0%25.6877.4%7.8%
35Δ28.5870.7%7.6%26.2364.7%5.8%
40Δ27.9558.2%5.3%26.6355.8%4.5%
45Δ27.6453.4%4.4%27.0247.4%3.2%
50Δ27.3348.7%3.5%27.5148.5%2.8%
55Δ27.0344.0%2.5%28.0049.6%2.5%
60Δ26.8441.4%2.1%28.4950.7%2.2%
65Δ26.6639.0%1.8%28.9851.8%1.9%
70Δ26.4836.6%1.5%29.4752.9%1.6%
75Δ26.3134.3%1.1%29.9654.0%1.3%
80Δ26.1331.9%0.8%30.4555.1%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.48
IV
126.7%
B/E move
15.9%

25Δ

Calls
Pseudo strike
31.07
IV
113.0%
B/E move
16.8%
Puts
Pseudo strike
24.85
IV
96.6%
B/E move
10.9%

30Δ

Calls
Pseudo strike
29.50
IV
87.8%
B/E move
11.0%
Puts
Pseudo strike
25.68
IV
77.4%
B/E move
7.8%

35Δ

Calls
Pseudo strike
28.58
IV
70.7%
B/E move
7.6%
Puts
Pseudo strike
26.23
IV
64.7%
B/E move
5.8%

40Δ

Calls
Pseudo strike
27.95
IV
58.2%
B/E move
5.3%
Puts
Pseudo strike
26.63
IV
55.8%
B/E move
4.5%

45Δ

Calls
Pseudo strike
27.64
IV
53.4%
B/E move
4.4%
Puts
Pseudo strike
27.02
IV
47.4%
B/E move
3.2%

50Δ

Calls
Pseudo strike
27.33
IV
48.7%
B/E move
3.5%
Puts
Pseudo strike
27.51
IV
48.5%
B/E move
2.8%

55Δ

Calls
Pseudo strike
27.03
IV
44.0%
B/E move
2.5%
Puts
Pseudo strike
28.00
IV
49.6%
B/E move
2.5%

60Δ

Calls
Pseudo strike
26.84
IV
41.4%
B/E move
2.1%
Puts
Pseudo strike
28.49
IV
50.7%
B/E move
2.2%

65Δ

Calls
Pseudo strike
26.66
IV
39.0%
B/E move
1.8%
Puts
Pseudo strike
28.98
IV
51.8%
B/E move
1.9%

70Δ

Calls
Pseudo strike
26.48
IV
36.6%
B/E move
1.5%
Puts
Pseudo strike
29.47
IV
52.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
26.31
IV
34.3%
B/E move
1.1%
Puts
Pseudo strike
29.96
IV
54.0%
B/E move
1.3%

80Δ

Calls
Pseudo strike
26.13
IV
31.9%
B/E move
0.8%
Puts
Pseudo strike
30.45
IV
55.1%
B/E move
1.0%

Options history

IV · four-Friday blend18.86%
Daily EOD
DRSK12.9%34.6%56.4%2026-10-19: 15.87%2026-10-20: 15.95%2026-10-21: 15.89%2026-10-22: 16.27%2026-10-23: 53.40%2026-10-26: 18.92%2026-10-27: 18.08%2026-10-28: 17.95%2026-10-29: 18.18%2026-10-30: 18.86%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
15.87%
15.95%
15.89%
16.27%
53.40%
18.92%
18.08%
17.95%
18.18%
18.86%