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WEBs ETF Trust WEBs SPY Defined Volatility ETF DVSP

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Market datapartial · fetched 2026-10-22T06:26:37.756Z

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 · 2026-10-21T20:00:00.543982755Z

FundamentalsAlpha Vantage · unavailable

Share price$30.13
1D+0.0%
AH$29.99$29.99$30.00$30.01$30.025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDVSP
Sold putSold callAH

WEBs ETF Trust WEBs SPY Defined Volatility ETF options

Live interpolated DVSP call and put midpoint premiums by absolute delta.WEBs ETF Trust WEBs SPY Defined Volatility ETF$0.84$1.20$1.57$1.94$2.31$25.77$27.89$30.00$32.11$34.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DVSP spot · $30.13DVSP PRICE$0.88$0.88$0.90$0.94$1.01$1.10$1.19$1.30$1.42$1.53$1.66$1.84$0.90$0.93$0.99$1.05$1.11$1.18$1.27$1.36$1.45$1.59$1.74$1.88$2.21
PutsExpensive2.33×
CallsExpensive2.07×
SkewBearish+3.05 pp
Implied moveBearish±$2.37
TiltBearish9.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.4483.8%18.6%
25Δ35.8375.9%21.8%27.1066.1%13.1%
30Δ33.4958.5%14.0%28.1655.7%9.8%
35Δ32.1947.8%9.8%28.9548.0%7.4%
40Δ31.4241.5%7.4%29.4942.8%5.8%
45Δ30.8437.0%5.7%30.0137.8%4.3%
50Δ30.4334.4%4.7%30.3435.1%3.5%
55Δ30.0331.7%3.6%30.6732.4%2.7%
60Δ29.7429.9%3.0%31.0029.6%1.9%
65Δ29.4628.1%2.5%31.2628.1%1.5%
70Δ29.1826.3%1.9%31.5226.6%1.1%
75Δ28.9124.6%1.5%31.7825.1%0.8%
80Δ28.6523.1%1.2%32.2125.4%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.44
IV
83.8%
B/E move
18.6%

25Δ

Calls
Pseudo strike
35.83
IV
75.9%
B/E move
21.8%
Puts
Pseudo strike
27.10
IV
66.1%
B/E move
13.1%

30Δ

Calls
Pseudo strike
33.49
IV
58.5%
B/E move
14.0%
Puts
Pseudo strike
28.16
IV
55.7%
B/E move
9.8%

35Δ

Calls
Pseudo strike
32.19
IV
47.8%
B/E move
9.8%
Puts
Pseudo strike
28.95
IV
48.0%
B/E move
7.4%

40Δ

Calls
Pseudo strike
31.42
IV
41.5%
B/E move
7.4%
Puts
Pseudo strike
29.49
IV
42.8%
B/E move
5.8%

45Δ

Calls
Pseudo strike
30.84
IV
37.0%
B/E move
5.7%
Puts
Pseudo strike
30.01
IV
37.8%
B/E move
4.3%

50Δ

Calls
Pseudo strike
30.43
IV
34.4%
B/E move
4.7%
Puts
Pseudo strike
30.34
IV
35.1%
B/E move
3.5%

55Δ

Calls
Pseudo strike
30.03
IV
31.7%
B/E move
3.6%
Puts
Pseudo strike
30.67
IV
32.4%
B/E move
2.7%

60Δ

Calls
Pseudo strike
29.74
IV
29.9%
B/E move
3.0%
Puts
Pseudo strike
31.00
IV
29.6%
B/E move
1.9%

65Δ

Calls
Pseudo strike
29.46
IV
28.1%
B/E move
2.5%
Puts
Pseudo strike
31.26
IV
28.1%
B/E move
1.5%

70Δ

Calls
Pseudo strike
29.18
IV
26.3%
B/E move
1.9%
Puts
Pseudo strike
31.52
IV
26.6%
B/E move
1.1%

75Δ

Calls
Pseudo strike
28.91
IV
24.6%
B/E move
1.5%
Puts
Pseudo strike
31.78
IV
25.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
28.65
IV
23.1%
B/E move
1.2%
Puts
Pseudo strike
32.21
IV
25.4%
B/E move
0.4%

Options history

No recorded observations