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Aptus Defined Risk ETF DRSK

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Market dataready · fetched 2026-10-22T21:13:53.819Z

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 · 2026-10-22T20:10:02.328049834Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T21:11:50.147945+00:00

Share price$27.27
1D+0.9%
AH$27.02$27.10$27.17$27.25$27.335:30 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$0.36$0.76$1.16$1.56$1.95$25.10$26.17$27.25$28.33$29.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DRSK spot · $27.27DRSK PRICE$0.40$0.40$0.40$0.40$0.44$0.49$0.54$0.59$0.64$0.73$0.86$0.99$1.12$0.40$0.42$0.44$0.47$0.50$0.55$0.59$0.64$0.68$0.73$0.78$1.16$1.84
PutsExpensive2.07×
CallsExpensive2.52×
SkewBearish+0.47 pp
Implied moveBearish±$1.13
TiltBearish7.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.1149.8%15.6%24.8244.2%10.4%
25Δ29.5737.2%9.9%25.6935.2%7.3%
30Δ28.7329.2%6.8%26.2329.7%5.4%
35Δ28.1723.3%4.8%26.6125.8%4.1%
40Δ27.8720.7%3.8%26.9922.0%2.9%
45Δ27.6819.6%3.3%27.1520.6%2.4%
50Δ27.4918.4%2.8%27.3119.3%2.0%
55Δ27.3017.3%2.3%27.4617.9%1.6%
60Δ27.1116.1%1.8%27.6216.6%1.2%
65Δ26.9315.3%1.4%27.7715.2%0.8%
70Δ26.7515.1%1.2%27.9313.9%0.4%
75Δ26.5614.8%1.0%28.3615.9%0.2%
80Δ26.3814.5%0.9%29.0521.1%0.2%

20Δ

Calls
Pseudo strike
31.11
IV
49.8%
B/E move
15.6%
Puts
Pseudo strike
24.82
IV
44.2%
B/E move
10.4%

25Δ

Calls
Pseudo strike
29.57
IV
37.2%
B/E move
9.9%
Puts
Pseudo strike
25.69
IV
35.2%
B/E move
7.3%

30Δ

Calls
Pseudo strike
28.73
IV
29.2%
B/E move
6.8%
Puts
Pseudo strike
26.23
IV
29.7%
B/E move
5.4%

35Δ

Calls
Pseudo strike
28.17
IV
23.3%
B/E move
4.8%
Puts
Pseudo strike
26.61
IV
25.8%
B/E move
4.1%

40Δ

Calls
Pseudo strike
27.87
IV
20.7%
B/E move
3.8%
Puts
Pseudo strike
26.99
IV
22.0%
B/E move
2.9%

45Δ

Calls
Pseudo strike
27.68
IV
19.6%
B/E move
3.3%
Puts
Pseudo strike
27.15
IV
20.6%
B/E move
2.4%

50Δ

Calls
Pseudo strike
27.49
IV
18.4%
B/E move
2.8%
Puts
Pseudo strike
27.31
IV
19.3%
B/E move
2.0%

55Δ

Calls
Pseudo strike
27.30
IV
17.3%
B/E move
2.3%
Puts
Pseudo strike
27.46
IV
17.9%
B/E move
1.6%

60Δ

Calls
Pseudo strike
27.11
IV
16.1%
B/E move
1.8%
Puts
Pseudo strike
27.62
IV
16.6%
B/E move
1.2%

65Δ

Calls
Pseudo strike
26.93
IV
15.3%
B/E move
1.4%
Puts
Pseudo strike
27.77
IV
15.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
26.75
IV
15.1%
B/E move
1.2%
Puts
Pseudo strike
27.93
IV
13.9%
B/E move
0.4%

75Δ

Calls
Pseudo strike
26.56
IV
14.8%
B/E move
1.0%
Puts
Pseudo strike
28.36
IV
15.9%
B/E move
0.2%

80Δ

Calls
Pseudo strike
26.38
IV
14.5%
B/E move
0.9%
Puts
Pseudo strike
29.05
IV
21.1%
B/E move
0.2%

Options history

DRSK15.8715.9215.972026-10-20: 15.95%2026-10-21: 15.89%Oct 20Oct 21
Table
DateIV
15.95%
15.89%