U.S. Vector Equity Portfolio ETF Class Shares DXUV
i
Market dataready · fetched 2026-11-12T02:58:45.396Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-12T01:00:00.003112535Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:58:44.894426+00:00
U.S. Vector Equity Portfolio ETF Class Shares options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 63.01 | 67.7% | 10.0% | |||
| 25Δ | 64.74 | 55.5% | 7.6% | |||
| 30Δ | 66.48 | 43.3% | 5.1% | |||
| 35Δ | 68.06 | 32.2% | 2.9% | |||
| 40Δ | 68.54 | 28.9% | 2.3% | |||
| 45Δ | 69.02 | 25.7% | 1.7% | |||
| 50Δ | 69.59 | 26.7% | 1.5% | |||
| 55Δ | 70.17 | 27.6% | 1.4% | |||
| 60Δ | 68.69 | 21.2% | 1.1% | 70.74 | 28.6% | 1.2% |
| 65Δ | 68.30 | 20.9% | 1.0% | 71.31 | 29.5% | 1.0% |
| 70Δ | 67.92 | 20.6% | 0.8% | 71.88 | 30.5% | 0.8% |
| 75Δ | 67.53 | 20.3% | 0.7% | 72.45 | 31.4% | 0.7% |
| 80Δ | 67.14 | 20.0% | 0.5% | 73.02 | 32.4% | 0.5% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 63.01
- IV
- 67.7%
- B/E move
- 10.0%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 64.74
- IV
- 55.5%
- B/E move
- 7.6%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 66.48
- IV
- 43.3%
- B/E move
- 5.1%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 68.06
- IV
- 32.2%
- B/E move
- 2.9%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 68.54
- IV
- 28.9%
- B/E move
- 2.3%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 69.02
- IV
- 25.7%
- B/E move
- 1.7%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 69.59
- IV
- 26.7%
- B/E move
- 1.5%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 70.17
- IV
- 27.6%
- B/E move
- 1.4%
60Δ
- Pseudo strike
- 68.69
- IV
- 21.2%
- B/E move
- 1.1%
- Pseudo strike
- 70.74
- IV
- 28.6%
- B/E move
- 1.2%
65Δ
- Pseudo strike
- 68.30
- IV
- 20.9%
- B/E move
- 1.0%
- Pseudo strike
- 71.31
- IV
- 29.5%
- B/E move
- 1.0%
70Δ
- Pseudo strike
- 67.92
- IV
- 20.6%
- B/E move
- 0.8%
- Pseudo strike
- 71.88
- IV
- 30.5%
- B/E move
- 0.8%
75Δ
- Pseudo strike
- 67.53
- IV
- 20.3%
- B/E move
- 0.7%
- Pseudo strike
- 72.45
- IV
- 31.4%
- B/E move
- 0.7%
80Δ
- Pseudo strike
- 67.14
- IV
- 20.0%
- B/E move
- 0.5%
- Pseudo strike
- 73.02
- IV
- 32.4%
- B/E move
- 0.5%
Options history
Table
| Date | IV (%) |
|---|---|
| 17.09% | |
| 17.35% | |
| 17.28% | |
| 18.21% | |
| 18.58% | |
| 18.14% | |
| 17.64% | |
| 17.92% | |
| 17.41% | |
| 19.30% |