IntraAlpha
Create free account Start free

Select STOXX Europe Aerospace & Defense ETF EUAD

i

Market datapartial · fetched 2026-10-22T16:26:22.257Z

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 · 2026-10-22T16:25:35.816692002Z

FundamentalsAlpha Vantage · unavailable

Share price$39.94
1D-1.4%
$39.75$39.99$40.24$40.48$40.725:30 AM6:30 AM9:00 AM1:00 PMEUAD
Sold putSold call

Select STOXX Europe Aerospace & Defense ETF options

Live interpolated EUAD call and put midpoint premiums by absolute delta.Select STOXX Europe Aerospace & Defense ETF$0.28$1.53$2.77$4.01$5.25$35.73$38.03$40.32$42.61$44.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EUAD spot · $39.94EUAD PRICE$0.42$0.48$0.60$0.72$0.86$1.25$1.65$1.95$2.12$2.50$3.03$3.50$4.89$0.47$0.51$0.72$0.94$1.07$1.16$1.27$1.43$1.59$1.83$2.11
PutsFair0.98×
CallsExpensive1.29×
SkewBullish-7.47 pp
Implied moveBullish±$2.92
TiltBullish29.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.7635.1%10.6%36.9835.9%8.6%
25Δ42.5829.9%7.8%38.1028.3%5.9%
30Δ41.9829.4%6.6%38.4730.6%5.5%
35Δ41.4728.3%5.6%38.8532.8%5.1%
40Δ40.9727.7%4.7%39.2732.0%4.3%
45Δ40.5932.9%4.8%39.7529.0%3.4%
50Δ40.2138.2%4.8%40.1627.0%2.6%
55Δ39.7740.1%4.5%40.5226.0%2.1%
60Δ39.2437.6%3.6%40.8725.0%1.6%
65Δ38.6338.1%3.0%41.2624.6%1.3%
70Δ37.9640.9%2.6%41.6624.6%1.0%
75Δ37.2941.0%2.1%
80Δ35.8551.1%2.0%

20Δ

Calls
Pseudo strike
43.76
IV
35.1%
B/E move
10.6%
Puts
Pseudo strike
36.98
IV
35.9%
B/E move
8.6%

25Δ

Calls
Pseudo strike
42.58
IV
29.9%
B/E move
7.8%
Puts
Pseudo strike
38.10
IV
28.3%
B/E move
5.9%

30Δ

Calls
Pseudo strike
41.98
IV
29.4%
B/E move
6.6%
Puts
Pseudo strike
38.47
IV
30.6%
B/E move
5.5%

35Δ

Calls
Pseudo strike
41.47
IV
28.3%
B/E move
5.6%
Puts
Pseudo strike
38.85
IV
32.8%
B/E move
5.1%

40Δ

Calls
Pseudo strike
40.97
IV
27.7%
B/E move
4.7%
Puts
Pseudo strike
39.27
IV
32.0%
B/E move
4.3%

45Δ

Calls
Pseudo strike
40.59
IV
32.9%
B/E move
4.8%
Puts
Pseudo strike
39.75
IV
29.0%
B/E move
3.4%

50Δ

Calls
Pseudo strike
40.21
IV
38.2%
B/E move
4.8%
Puts
Pseudo strike
40.16
IV
27.0%
B/E move
2.6%

55Δ

Calls
Pseudo strike
39.77
IV
40.1%
B/E move
4.5%
Puts
Pseudo strike
40.52
IV
26.0%
B/E move
2.1%

60Δ

Calls
Pseudo strike
39.24
IV
37.6%
B/E move
3.6%
Puts
Pseudo strike
40.87
IV
25.0%
B/E move
1.6%

65Δ

Calls
Pseudo strike
38.63
IV
38.1%
B/E move
3.0%
Puts
Pseudo strike
41.26
IV
24.6%
B/E move
1.3%

70Δ

Calls
Pseudo strike
37.96
IV
40.9%
B/E move
2.6%
Puts
Pseudo strike
41.66
IV
24.6%
B/E move
1.0%

75Δ

Calls
Pseudo strike
37.29
IV
41.0%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
35.85
IV
51.1%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations