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Select STOXX Europe Aerospace & Defense ETF EUAD

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Market datapartial · fetched 2026-10-22T23:19:57.405Z

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 · 2026-10-22T22:30:02.588178016Z

FundamentalsAlpha Vantage · unavailable

Share price$39.92
1D-1.4%
AH$39.75$39.99$40.24$40.48$40.725:30 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$0.28$1.54$2.80$4.05$5.31$35.82$38.01$40.20$42.39$44.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EUAD spot · $39.92EUAD PRICE$0.42$0.81$0.61$0.72$0.84$0.94$1.04$1.40$1.94$2.29$2.51$3.13$4.95$0.47$0.51$0.72$0.93$1.04$1.08$1.18$1.37$1.57$2.14$2.71$2.79$2.88
PutsFair0.99×
CallsExpensive1.24×
SkewBullish-5.12 pp
Implied moveBearish±$2.21
TiltBullish5.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.7435.0%10.6%36.9636.2%8.6%
25Δ45.1154.0%15.0%38.1028.3%5.8%
30Δ41.9829.5%6.7%38.4730.5%5.4%
35Δ41.4628.4%5.7%38.8432.6%5.0%
40Δ40.9627.2%4.7%39.2631.4%4.3%
45Δ40.5625.7%3.9%39.7227.4%3.2%
50Δ40.1624.1%3.2%40.1424.9%2.4%
55Δ39.7027.2%3.0%40.5024.7%2.0%
60Δ39.2133.4%3.1%40.8524.5%1.6%
65Δ38.7535.1%2.8%41.4828.4%1.5%
70Δ38.3033.3%2.2%42.0931.6%1.4%
75Δ37.5436.3%1.9%42.3228.5%1.0%
80Δ35.7851.8%2.0%42.5525.5%0.6%

20Δ

Calls
Pseudo strike
43.74
IV
35.0%
B/E move
10.6%
Puts
Pseudo strike
36.96
IV
36.2%
B/E move
8.6%

25Δ

Calls
Pseudo strike
45.11
IV
54.0%
B/E move
15.0%
Puts
Pseudo strike
38.10
IV
28.3%
B/E move
5.8%

30Δ

Calls
Pseudo strike
41.98
IV
29.5%
B/E move
6.7%
Puts
Pseudo strike
38.47
IV
30.5%
B/E move
5.4%

35Δ

Calls
Pseudo strike
41.46
IV
28.4%
B/E move
5.7%
Puts
Pseudo strike
38.84
IV
32.6%
B/E move
5.0%

40Δ

Calls
Pseudo strike
40.96
IV
27.2%
B/E move
4.7%
Puts
Pseudo strike
39.26
IV
31.4%
B/E move
4.3%

45Δ

Calls
Pseudo strike
40.56
IV
25.7%
B/E move
3.9%
Puts
Pseudo strike
39.72
IV
27.4%
B/E move
3.2%

50Δ

Calls
Pseudo strike
40.16
IV
24.1%
B/E move
3.2%
Puts
Pseudo strike
40.14
IV
24.9%
B/E move
2.4%

55Δ

Calls
Pseudo strike
39.70
IV
27.2%
B/E move
3.0%
Puts
Pseudo strike
40.50
IV
24.7%
B/E move
2.0%

60Δ

Calls
Pseudo strike
39.21
IV
33.4%
B/E move
3.1%
Puts
Pseudo strike
40.85
IV
24.5%
B/E move
1.6%

65Δ

Calls
Pseudo strike
38.75
IV
35.1%
B/E move
2.8%
Puts
Pseudo strike
41.48
IV
28.4%
B/E move
1.5%

70Δ

Calls
Pseudo strike
38.30
IV
33.3%
B/E move
2.2%
Puts
Pseudo strike
42.09
IV
31.6%
B/E move
1.4%

75Δ

Calls
Pseudo strike
37.54
IV
36.3%
B/E move
1.9%
Puts
Pseudo strike
42.32
IV
28.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
35.78
IV
51.8%
B/E move
2.0%
Puts
Pseudo strike
42.55
IV
25.5%
B/E move
0.6%

Options history

EUAD25.2425.6025.962026-10-20: 25.29%2026-10-21: 25.91%Oct 20Oct 21
Table
DateIV
25.29%
25.91%