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U.S. High Relative Profitability Portfolio ETF Class Shares DUHP

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Market dataready · fetched 2026-10-22T23:30:48.721Z

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 · 2026-10-22T22:30:00.0012993Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:23:51.667776+00:00

Share price$42.51
1D+0.0%
AH$42.33$42.41$42.49$42.57$42.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDUHP
Sold putSold callAH

U.S. High Relative Profitability Portfolio ETF Class Shares options

Live interpolated DUHP call and put midpoint premiums by absolute delta.U.S. High Relative Profitability Portfolio ETF Class Shares$0.33$0.75$1.17$1.59$2.01$34.91$38.71$42.52$46.33$50.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DUHP spot · $42.51DUHP PRICE$0.42$0.42$0.39$0.42$0.46$0.56$0.69$0.82$0.95$1.08$1.35$1.62$1.89$0.38$0.38$0.42$0.47$0.58$0.70$0.82$0.94$1.04$1.14$1.23$1.32$1.42
PutsCheap0.32×
CallsCheap0.34×
SkewBullish-0.71 pp
Implied moveBearish±$1.51
TiltBalanced1.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.4033.4%10.1%40.1027.2%6.5%
25Δ44.8024.3%6.4%41.0620.9%4.3%
30Δ43.8717.7%4.1%41.4918.6%3.4%
35Δ43.5115.8%3.3%41.9216.3%2.5%
40Δ43.1414.0%2.6%42.2016.0%2.1%
45Δ42.8713.5%2.1%42.4516.1%1.8%
50Δ42.6513.9%1.9%42.6916.2%1.5%
55Δ42.4314.2%1.7%42.9416.3%1.2%
60Δ42.2114.6%1.5%43.1415.6%1.0%
65Δ41.9915.0%1.3%43.3314.7%0.8%
70Δ41.6615.7%1.2%43.5113.8%0.5%
75Δ41.3216.5%1.0%43.7012.9%0.3%
80Δ40.9917.2%0.9%43.8912.0%0.1%

20Δ

Calls
Pseudo strike
46.40
IV
33.4%
B/E move
10.1%
Puts
Pseudo strike
40.10
IV
27.2%
B/E move
6.5%

25Δ

Calls
Pseudo strike
44.80
IV
24.3%
B/E move
6.4%
Puts
Pseudo strike
41.06
IV
20.9%
B/E move
4.3%

30Δ

Calls
Pseudo strike
43.87
IV
17.7%
B/E move
4.1%
Puts
Pseudo strike
41.49
IV
18.6%
B/E move
3.4%

35Δ

Calls
Pseudo strike
43.51
IV
15.8%
B/E move
3.3%
Puts
Pseudo strike
41.92
IV
16.3%
B/E move
2.5%

40Δ

Calls
Pseudo strike
43.14
IV
14.0%
B/E move
2.6%
Puts
Pseudo strike
42.20
IV
16.0%
B/E move
2.1%

45Δ

Calls
Pseudo strike
42.87
IV
13.5%
B/E move
2.1%
Puts
Pseudo strike
42.45
IV
16.1%
B/E move
1.8%

50Δ

Calls
Pseudo strike
42.65
IV
13.9%
B/E move
1.9%
Puts
Pseudo strike
42.69
IV
16.2%
B/E move
1.5%

55Δ

Calls
Pseudo strike
42.43
IV
14.2%
B/E move
1.7%
Puts
Pseudo strike
42.94
IV
16.3%
B/E move
1.2%

60Δ

Calls
Pseudo strike
42.21
IV
14.6%
B/E move
1.5%
Puts
Pseudo strike
43.14
IV
15.6%
B/E move
1.0%

65Δ

Calls
Pseudo strike
41.99
IV
15.0%
B/E move
1.3%
Puts
Pseudo strike
43.33
IV
14.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
41.66
IV
15.7%
B/E move
1.2%
Puts
Pseudo strike
43.51
IV
13.8%
B/E move
0.5%

75Δ

Calls
Pseudo strike
41.32
IV
16.5%
B/E move
1.0%
Puts
Pseudo strike
43.70
IV
12.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
40.99
IV
17.2%
B/E move
0.9%
Puts
Pseudo strike
43.89
IV
12.0%
B/E move
0.1%

Options history

DUHP14.0614.6415.222026-10-20: 15.14%2026-10-21: 14.14%Oct 20Oct 21
Table
DateIV
15.14%
14.14%