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WEBs ETF Trust WEBs SPY Defined Volatility ETF DVSP

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Market datapartial · fetched 2026-10-22T14:30:56.979Z

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 · 2026-10-22T13:30:05.789280181Z

FundamentalsAlpha Vantage · unavailable

Share price$29.65
1D+0.0%
$29.64$29.64$29.65$29.66$29.665:30 AM6:30 AM9:00 AM1:00 PMDVSP
Sold putSold call

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$1.06$1.48$1.89$2.31$2.72$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEDVSP PRICE$1.10$1.22$1.34$1.45$1.53$1.61$1.69$2.60
PutsExpensive1.79×
CallsExpensive1.56×
SkewBearish+1.17 pp
Implied move——
TiltBullish58.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ29.9235.0%4.6%
55Δ29.5733.3%3.9%
60Δ29.2331.5%3.1%
65Δ28.9429.6%2.5%
70Δ28.7427.2%2.1%
75Δ28.5424.8%1.7%
80Δ28.3422.3%1.3%32.0830.3%0.6%

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

Calls
Pseudo strike
29.92
IV
35.0%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
29.57
IV
33.3%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
29.23
IV
31.5%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
28.94
IV
29.6%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
28.74
IV
27.2%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
28.54
IV
24.8%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
28.34
IV
22.3%
B/E move
1.3%
Puts
Pseudo strike
32.08
IV
30.3%
B/E move
0.6%

Options history

No recorded observations