IntraAlpha
Create free account Start free

ALPS Disruptive Technologies ETF DTEC

i

Market dataready · fetched 2026-11-12T02:51:54.456Z

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 · 2026-11-12T01:00:00.097384101Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:51:54.150784+00:00

Share price$50.79
1D+0.1%
AH$50.71$50.77$50.83$50.89$50.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDTEC
Sold putSold callAH

ALPS Disruptive Technologies ETF options

Live interpolated DTEC call and put midpoint premiums by absolute delta.ALPS Disruptive Technologies ETF$0.58$1.22$1.86$2.50$3.13$48.01$49.74$51.48$53.21$54.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DTEC spot · $50.79DTEC PRICE$0.65$0.65$0.72$0.80$0.90$1.02$1.16$1.33$1.51$1.73$2.03$2.34$2.95$0.69$0.70$0.77$0.84$0.90$0.98$1.05$1.13$1.21$1.28$1.36
Puts——
CallsExpensive1.78×
Skew——
Implied moveBullish±$2.21
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.7578.4%13.0%46.4574.2%9.9%
25Δ54.2658.1%8.1%48.0657.5%6.8%
30Δ53.1249.9%6.0%48.9849.6%5.1%
35Δ52.4045.1%4.7%49.6043.9%4.0%
40Δ51.8141.7%3.8%50.1339.1%3.1%
45Δ51.3739.8%3.2%50.5135.9%2.5%
50Δ50.9438.1%2.6%50.8932.6%1.9%
55Δ50.5737.2%2.2%51.1630.1%1.5%
60Δ50.2036.3%1.8%51.3827.9%1.2%
65Δ49.8136.1%1.5%51.6025.7%0.9%
70Δ49.3936.6%1.2%51.8223.5%0.7%
75Δ48.9537.3%1.0%
80Δ48.2640.5%0.8%

20Δ

Calls
Pseudo strike
56.75
IV
78.4%
B/E move
13.0%
Puts
Pseudo strike
46.45
IV
74.2%
B/E move
9.9%

25Δ

Calls
Pseudo strike
54.26
IV
58.1%
B/E move
8.1%
Puts
Pseudo strike
48.06
IV
57.5%
B/E move
6.8%

30Δ

Calls
Pseudo strike
53.12
IV
49.9%
B/E move
6.0%
Puts
Pseudo strike
48.98
IV
49.6%
B/E move
5.1%

35Δ

Calls
Pseudo strike
52.40
IV
45.1%
B/E move
4.7%
Puts
Pseudo strike
49.60
IV
43.9%
B/E move
4.0%

40Δ

Calls
Pseudo strike
51.81
IV
41.7%
B/E move
3.8%
Puts
Pseudo strike
50.13
IV
39.1%
B/E move
3.1%

45Δ

Calls
Pseudo strike
51.37
IV
39.8%
B/E move
3.2%
Puts
Pseudo strike
50.51
IV
35.9%
B/E move
2.5%

50Δ

Calls
Pseudo strike
50.94
IV
38.1%
B/E move
2.6%
Puts
Pseudo strike
50.89
IV
32.6%
B/E move
1.9%

55Δ

Calls
Pseudo strike
50.57
IV
37.2%
B/E move
2.2%
Puts
Pseudo strike
51.16
IV
30.1%
B/E move
1.5%

60Δ

Calls
Pseudo strike
50.20
IV
36.3%
B/E move
1.8%
Puts
Pseudo strike
51.38
IV
27.9%
B/E move
1.2%

65Δ

Calls
Pseudo strike
49.81
IV
36.1%
B/E move
1.5%
Puts
Pseudo strike
51.60
IV
25.7%
B/E move
0.9%

70Δ

Calls
Pseudo strike
49.39
IV
36.6%
B/E move
1.2%
Puts
Pseudo strike
51.82
IV
23.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
48.95
IV
37.3%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
48.26
IV
40.5%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend42.17%
Daily EOD
DTEC24.8%43.6%62.4%2026-10-19: 47.13%2026-10-20: 27.41%2026-10-21: 52.19%2026-10-22: 32.55%2026-10-23: 50.93%2026-10-26: 49.78%2026-10-27: 38.74%2026-10-28: 59.81%2026-10-29: 39.82%2026-10-30: 42.17%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
47.13%
27.41%
52.19%
32.55%
50.93%
49.78%
38.74%
59.81%
39.82%
42.17%