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Distillate Small/Mid Cash Flow ETF DSMC

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Market datapartial · fetched 2026-10-22T21:13:16.330Z

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 · 2026-10-22T20:10:00.002605442Z

FundamentalsAlpha Vantage · unavailable

Share price$45.07
1D+1.8%
AH$44.16$44.38$44.61$44.84$45.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDSMC
Sold putSold callAH

Distillate Small/Mid Cash Flow ETF options

Live interpolated DSMC call and put midpoint premiums by absolute delta.Distillate Small/Mid Cash Flow ETF$0.57$1.34$2.11$2.87$3.64$40.49$42.80$45.12$47.43$49.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DSMC spot · $45.07DSMC PRICE$1.50$1.57$2.01$2.35$2.51$2.67$3.42$0.66$0.75$0.83$0.92$1.00$1.09$1.23$1.37$1.52
PutsExpensive2.08×
CallsExpensive1.54×
SkewBullish-0.77 pp
Implied moveBullish±$2.73
TiltBullish26.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.0843.7%10.3%
25Δ42.3237.7%7.8%
30Δ43.2432.9%5.9%
35Δ43.9529.4%4.5%
40Δ44.4526.8%3.6%
45Δ44.9424.3%2.7%
50Δ45.4831.7%4.2%45.3023.1%2.2%
55Δ44.9127.8%3.1%45.6422.2%1.8%
60Δ44.3630.7%2.9%45.9821.3%1.3%
65Δ43.8731.8%2.6%
70Δ43.4729.4%2.0%
75Δ43.0727.1%1.5%
80Δ42.2230.1%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.08
IV
43.7%
B/E move
10.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.32
IV
37.7%
B/E move
7.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.24
IV
32.9%
B/E move
5.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.95
IV
29.4%
B/E move
4.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.45
IV
26.8%
B/E move
3.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.94
IV
24.3%
B/E move
2.7%

50Δ

Calls
Pseudo strike
45.48
IV
31.7%
B/E move
4.2%
Puts
Pseudo strike
45.30
IV
23.1%
B/E move
2.2%

55Δ

Calls
Pseudo strike
44.91
IV
27.8%
B/E move
3.1%
Puts
Pseudo strike
45.64
IV
22.2%
B/E move
1.8%

60Δ

Calls
Pseudo strike
44.36
IV
30.7%
B/E move
2.9%
Puts
Pseudo strike
45.98
IV
21.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
43.87
IV
31.8%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
43.47
IV
29.4%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
43.07
IV
27.1%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
42.22
IV
30.1%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

DSMC20.8120.9020.982026-10-20: 20.83%2026-10-21: 20.96%Oct 20Oct 21
Table
DateIV
20.83%
20.96%