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Select STOXX Europe Aerospace & Defense ETF EUAD

i

Market dataready · fetched 2026-11-12T00:54:39.953Z

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: 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 data

PriceAlpaca · sip · 2026-11-11T23:30:02.578387894Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:54:39.531816+00:00

Share price$40.69
1D+0.5%
AH$40.16$40.31$40.47$40.62$40.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEUAD
Sold putSold callAH

Select STOXX Europe Aerospace & Defense ETF options

Live interpolated EUAD call and put midpoint premiums by absolute delta.Select STOXX Europe Aerospace & Defense ETF$0.42$0.83$1.23$1.64$2.04$37.03$39.09$41.15$43.20$45.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EUAD spot · $40.69EUAD PRICE$0.47$0.63$0.79$0.88$0.89$0.89$0.90$0.91$0.91$0.92$1.04$1.41$0.81$0.81$0.88$0.93$1.00$1.08$1.16$1.27$1.43$1.59$1.76$1.93
Puts——
Calls——
Skew——
Implied moveBearish±$2.05
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.97105.3%13.6%
25Δ42.5842.8%5.8%37.7280.4%9.3%
30Δ42.3547.7%5.6%38.7069.1%7.0%
35Δ42.1352.6%5.5%39.4359.5%5.4%
40Δ41.8753.0%5.1%40.0252.6%4.1%
45Δ41.5947.9%4.4%40.4148.4%3.4%
50Δ41.3142.8%3.7%40.7944.2%2.6%
55Δ41.0337.7%3.1%41.1441.2%2.0%
60Δ40.7532.6%2.4%41.4539.8%1.7%
65Δ40.4727.4%1.7%41.7538.3%1.3%
70Δ40.1922.3%1.0%42.0536.7%1.0%
75Δ39.8819.7%0.6%42.3134.5%0.8%
80Δ39.4722.7%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.97
IV
105.3%
B/E move
13.6%

25Δ

Calls
Pseudo strike
42.58
IV
42.8%
B/E move
5.8%
Puts
Pseudo strike
37.72
IV
80.4%
B/E move
9.3%

30Δ

Calls
Pseudo strike
42.35
IV
47.7%
B/E move
5.6%
Puts
Pseudo strike
38.70
IV
69.1%
B/E move
7.0%

35Δ

Calls
Pseudo strike
42.13
IV
52.6%
B/E move
5.5%
Puts
Pseudo strike
39.43
IV
59.5%
B/E move
5.4%

40Δ

Calls
Pseudo strike
41.87
IV
53.0%
B/E move
5.1%
Puts
Pseudo strike
40.02
IV
52.6%
B/E move
4.1%

45Δ

Calls
Pseudo strike
41.59
IV
47.9%
B/E move
4.4%
Puts
Pseudo strike
40.41
IV
48.4%
B/E move
3.4%

50Δ

Calls
Pseudo strike
41.31
IV
42.8%
B/E move
3.7%
Puts
Pseudo strike
40.79
IV
44.2%
B/E move
2.6%

55Δ

Calls
Pseudo strike
41.03
IV
37.7%
B/E move
3.1%
Puts
Pseudo strike
41.14
IV
41.2%
B/E move
2.0%

60Δ

Calls
Pseudo strike
40.75
IV
32.6%
B/E move
2.4%
Puts
Pseudo strike
41.45
IV
39.8%
B/E move
1.7%

65Δ

Calls
Pseudo strike
40.47
IV
27.4%
B/E move
1.7%
Puts
Pseudo strike
41.75
IV
38.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
40.19
IV
22.3%
B/E move
1.0%
Puts
Pseudo strike
42.05
IV
36.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
39.88
IV
19.7%
B/E move
0.6%
Puts
Pseudo strike
42.31
IV
34.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
39.47
IV
22.7%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend30.24%
Daily close
EUAD22.1%28.3%34.5%2026-08-13: 25.60%2026-08-14: 24.53%2026-08-17: 25.32%2026-08-18: 27.09%2026-08-19: 28.34%2026-08-20: 31.45%2026-08-21: 25.98%2026-08-24: 26.12%2026-08-25: 26.71%2026-08-26: 26.52%2026-08-27: 24.95%2026-08-28: 26.37%2026-08-31: 27.14%2026-09-01: 29.81%2026-09-02: 27.04%2026-09-03: 26.72%2026-09-04: 25.89%2026-09-08: 28.83%2026-09-09: 30.00%2026-09-10: 27.38%2026-09-11: 26.35%2026-09-14: 30.88%2026-09-15: 30.48%2026-09-16: 33.63%2026-09-17: 31.69%2026-09-18: 26.65%2026-09-21: 26.43%2026-09-22: 26.53%2026-09-23: 24.33%2026-09-24: 27.25%2026-09-25: 25.34%2026-09-28: 25.75%2026-09-29: 24.68%2026-09-30: 26.92%2026-10-01: 25.10%2026-10-02: 22.96%2026-10-05: 25.35%2026-10-06: 24.85%2026-10-07: 24.75%2026-10-08: 27.94%2026-10-09: 26.92%2026-10-12: 28.70%2026-10-13: 26.67%2026-10-14: 25.86%2026-10-15: 30.78%2026-10-16: 25.66%2026-10-19: 24.58%2026-10-20: 25.36%2026-10-21: 25.83%2026-10-22: 25.68%2026-10-23: 28.09%2026-10-26: 28.90%2026-10-27: 28.84%2026-10-28: 28.65%2026-10-29: 28.01%2026-10-30: 30.24%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
25.60%
24.53%
25.32%
27.09%
28.34%
31.45%
25.98%
26.12%
26.71%
26.52%
24.95%
26.37%
27.14%
29.81%
27.04%
26.72%
25.89%
28.83%
30.00%
27.38%
26.35%
30.88%
30.48%
33.63%
31.69%
26.65%
26.43%
26.53%
24.33%
27.25%
25.34%
25.75%
24.68%
26.92%
25.10%
22.96%
25.35%
24.85%
24.75%
27.94%
26.92%
28.70%
26.67%
25.86%
30.78%
25.66%
24.58%
25.36%
25.83%
25.68%
28.09%
28.90%
28.84%
28.65%
28.01%
30.24%