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Distillate Small/Mid Cash Flow ETF DSMC

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Market datapartial · fetched 2026-10-22T14:49:25.334Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-05-21

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 · 2026-10-22T14:20:01.53290035Z

FundamentalsAlpha Vantage · unavailable

Share price$44.51
1D+0.7%
$44.20$44.28$44.36$44.45$44.535:30 AM6:30 AM9:00 AM1:00 PMDSMC
Sold putSold call

Distillate Small/Mid Cash Flow ETF options

Live interpolated DSMC call and put midpoint premiums by absolute delta.Distillate Small/Mid Cash Flow ETF$0.56$1.75$2.95$4.14$5.33$34.87$39.05$43.23$47.40$51.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DSMC spot · $44.51DSMC PRICE$0.69$1.12$1.55$1.98$2.41$2.84$3.27$3.71$4.14$4.57$2.56$3.05$3.61$4.30$4.99
PutsExpensive2.26×
CallsExpensive1.19×
SkewBearish+7.58 pp
Implied moveBearish±$6.45
TiltBullish17.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ48.6912.1%10.9%
30Δ47.9913.0%10.3%
35Δ47.2913.9%9.7%
40Δ46.5914.8%9.1%44.2923.7%6.3%
45Δ45.8915.7%8.5%45.3223.6%5.0%
50Δ45.1816.6%7.9%46.3723.6%3.9%
55Δ44.4817.5%7.3%47.4823.7%3.0%
60Δ43.7818.4%6.7%48.5823.9%2.1%
65Δ43.0819.3%6.1%
70Δ42.3820.2%5.5%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
48.69
IV
12.1%
B/E move
10.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
47.99
IV
13.0%
B/E move
10.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
47.29
IV
13.9%
B/E move
9.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
46.59
IV
14.8%
B/E move
9.1%
Puts
Pseudo strike
44.29
IV
23.7%
B/E move
6.3%

45Δ

Calls
Pseudo strike
45.89
IV
15.7%
B/E move
8.5%
Puts
Pseudo strike
45.32
IV
23.6%
B/E move
5.0%

50Δ

Calls
Pseudo strike
45.18
IV
16.6%
B/E move
7.9%
Puts
Pseudo strike
46.37
IV
23.6%
B/E move
3.9%

55Δ

Calls
Pseudo strike
44.48
IV
17.5%
B/E move
7.3%
Puts
Pseudo strike
47.48
IV
23.7%
B/E move
3.0%

60Δ

Calls
Pseudo strike
43.78
IV
18.4%
B/E move
6.7%
Puts
Pseudo strike
48.58
IV
23.9%
B/E move
2.1%

65Δ

Calls
Pseudo strike
43.08
IV
19.3%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
42.38
IV
20.2%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations