IntraAlpha
Create free account Start free

U.S. Vector Equity Portfolio ETF Class Shares DXUV

i

Market dataready · fetched 2026-10-22T23:21:29.189Z

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 · 2026-10-22T22:30:00.00093779Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:21:28.210098+00:00

Share price$68.64
1D+0.3%
AH$68.19$68.31$68.43$68.55$68.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDXUV
Sold putSold callAH

U.S. Vector Equity Portfolio ETF Class Shares options

Live interpolated DXUV call and put midpoint premiums by absolute delta.U.S. Vector Equity Portfolio ETF Class Shares$0.43$1.44$2.44$3.45$4.46$47.63$57.93$68.23$78.53$88.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DXUV spot · $68.64DXUV PRICE$0.54$0.62$0.70$0.79$0.92$1.07$1.25$1.53$1.81$2.18$2.56$3.05$3.63$0.73$0.81$0.89$1.01$1.15$1.34$1.53$1.77$2.00$2.31$2.65$3.25$4.17
PutsCheap0.24×
CallsCheap0.23×
SkewBearish+2.18 pp
Implied moveBearish±$2.78
TiltBearish6.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ73.4625.9%7.8%64.0632.3%7.7%
25Δ72.0122.3%5.8%65.6127.0%5.6%
30Δ71.0119.6%4.5%66.6623.5%4.2%
35Δ70.3718.0%3.7%67.3821.5%3.3%
40Δ69.8117.0%3.0%67.9820.1%2.6%
45Δ69.3716.7%2.6%68.4719.6%2.2%
50Δ68.9216.6%2.2%68.9519.2%1.8%
55Δ68.4917.3%2.0%69.4118.8%1.4%
60Δ68.0617.9%1.8%69.8618.5%1.1%
65Δ67.5418.6%1.6%70.3518.4%0.9%
70Δ67.0219.3%1.4%70.8518.3%0.6%
75Δ66.3919.8%1.2%71.5719.3%0.5%
80Δ65.6720.5%1.0%72.5921.4%0.3%

20Δ

Calls
Pseudo strike
73.46
IV
25.9%
B/E move
7.8%
Puts
Pseudo strike
64.06
IV
32.3%
B/E move
7.7%

25Δ

Calls
Pseudo strike
72.01
IV
22.3%
B/E move
5.8%
Puts
Pseudo strike
65.61
IV
27.0%
B/E move
5.6%

30Δ

Calls
Pseudo strike
71.01
IV
19.6%
B/E move
4.5%
Puts
Pseudo strike
66.66
IV
23.5%
B/E move
4.2%

35Δ

Calls
Pseudo strike
70.37
IV
18.0%
B/E move
3.7%
Puts
Pseudo strike
67.38
IV
21.5%
B/E move
3.3%

40Δ

Calls
Pseudo strike
69.81
IV
17.0%
B/E move
3.0%
Puts
Pseudo strike
67.98
IV
20.1%
B/E move
2.6%

45Δ

Calls
Pseudo strike
69.37
IV
16.7%
B/E move
2.6%
Puts
Pseudo strike
68.47
IV
19.6%
B/E move
2.2%

50Δ

Calls
Pseudo strike
68.92
IV
16.6%
B/E move
2.2%
Puts
Pseudo strike
68.95
IV
19.2%
B/E move
1.8%

55Δ

Calls
Pseudo strike
68.49
IV
17.3%
B/E move
2.0%
Puts
Pseudo strike
69.41
IV
18.8%
B/E move
1.4%

60Δ

Calls
Pseudo strike
68.06
IV
17.9%
B/E move
1.8%
Puts
Pseudo strike
69.86
IV
18.5%
B/E move
1.1%

65Δ

Calls
Pseudo strike
67.54
IV
18.6%
B/E move
1.6%
Puts
Pseudo strike
70.35
IV
18.4%
B/E move
0.9%

70Δ

Calls
Pseudo strike
67.02
IV
19.3%
B/E move
1.4%
Puts
Pseudo strike
70.85
IV
18.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
66.39
IV
19.8%
B/E move
1.2%
Puts
Pseudo strike
71.57
IV
19.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
65.67
IV
20.5%
B/E move
1.0%
Puts
Pseudo strike
72.59
IV
21.4%
B/E move
0.3%

Options history

DXUV17.2617.3117.372026-10-20: 17.35%2026-10-21: 17.28%Oct 20Oct 21
Table
DateIV
17.35%
17.28%