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Select STOXX Europe Aerospace & Defense ETF EUAD

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Market datapartial · fetched 2026-10-23T21:48:47.068Z

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 · 2026-10-23T21:26:31.044487943Z

FundamentalsAlpha Vantage · unavailable

Share price$38.45
1D-0.9%
AH$38.10$38.27$38.45$38.62$38.795:30 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$0.68$1.72$2.76$3.80$4.84$32.81$35.63$38.45$41.27$44.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EUAD spot · $38.45EUAD PRICE$0.89$0.91$0.94$0.97$0.94$0.79$0.93$1.06$1.20$1.99$2.53$2.70$2.86$0.96$1.00$1.00$1.08$1.31$1.47$1.57$1.76$2.11$2.61$3.33$4.04$4.54
PutsExpensive1.35×
CallsExpensive1.39×
SkewBearish+4.70 pp
Implied moveBearish±$2.49
TiltBearish17.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.2483.6%27.8%33.2073.2%16.2%
25Δ44.6865.4%18.6%35.0658.1%11.4%
30Δ42.3851.9%12.7%36.3446.4%8.1%
35Δ40.6241.3%8.2%37.1940.2%6.1%
40Δ39.7233.1%5.7%37.7340.2%5.3%
45Δ38.9722.7%3.4%38.2338.4%4.4%
50Δ38.6622.4%3.0%38.7134.9%3.4%
55Δ38.3622.1%2.5%39.1933.1%2.6%
60Δ38.0521.8%2.1%39.7034.1%2.3%
65Δ37.3831.3%2.4%40.3335.9%1.9%
70Δ36.8235.8%2.3%41.1638.9%1.6%
75Δ36.4533.0%1.8%41.9941.9%1.3%
80Δ36.0830.2%1.3%42.6640.3%0.8%

20Δ

Calls
Pseudo strike
48.24
IV
83.6%
B/E move
27.8%
Puts
Pseudo strike
33.20
IV
73.2%
B/E move
16.2%

25Δ

Calls
Pseudo strike
44.68
IV
65.4%
B/E move
18.6%
Puts
Pseudo strike
35.06
IV
58.1%
B/E move
11.4%

30Δ

Calls
Pseudo strike
42.38
IV
51.9%
B/E move
12.7%
Puts
Pseudo strike
36.34
IV
46.4%
B/E move
8.1%

35Δ

Calls
Pseudo strike
40.62
IV
41.3%
B/E move
8.2%
Puts
Pseudo strike
37.19
IV
40.2%
B/E move
6.1%

40Δ

Calls
Pseudo strike
39.72
IV
33.1%
B/E move
5.7%
Puts
Pseudo strike
37.73
IV
40.2%
B/E move
5.3%

45Δ

Calls
Pseudo strike
38.97
IV
22.7%
B/E move
3.4%
Puts
Pseudo strike
38.23
IV
38.4%
B/E move
4.4%

50Δ

Calls
Pseudo strike
38.66
IV
22.4%
B/E move
3.0%
Puts
Pseudo strike
38.71
IV
34.9%
B/E move
3.4%

55Δ

Calls
Pseudo strike
38.36
IV
22.1%
B/E move
2.5%
Puts
Pseudo strike
39.19
IV
33.1%
B/E move
2.6%

60Δ

Calls
Pseudo strike
38.05
IV
21.8%
B/E move
2.1%
Puts
Pseudo strike
39.70
IV
34.1%
B/E move
2.3%

65Δ

Calls
Pseudo strike
37.38
IV
31.3%
B/E move
2.4%
Puts
Pseudo strike
40.33
IV
35.9%
B/E move
1.9%

70Δ

Calls
Pseudo strike
36.82
IV
35.8%
B/E move
2.3%
Puts
Pseudo strike
41.16
IV
38.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
36.45
IV
33.0%
B/E move
1.8%
Puts
Pseudo strike
41.99
IV
41.9%
B/E move
1.3%

80Δ

Calls
Pseudo strike
36.08
IV
30.2%
B/E move
1.3%
Puts
Pseudo strike
42.66
IV
40.3%
B/E move
0.8%

Options history

EUAD25.2425.6025.962026-10-20: 25.29%2026-10-21: 25.91%2026-10-22: 25.54%Oct 20Oct 22
Table
DateIV
25.29%
25.91%
25.54%