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Tuttle Capital Pure Play Photonics ETF FOTO

i

Market dataready · fetched 2026-11-11T15:49:27.730Z

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 · 2026-11-11T15:49:19.288446835Z

FundamentalsTuttle Capital · ready · as of 2026-11-10 · fetched 2026-11-11T15:49:27.250310+00:00

Share price$14.90
1D+1.1%
$14.35$14.50$14.66$14.82$14.975:30 AM6:30 AM9:00 AM1:00 PMFOTO
Sold putSold call

Tuttle Capital Pure Play Photonics ETF options

Live interpolated FOTO call and put midpoint premiums by absolute delta.Tuttle Capital Pure Play Photonics ETF$0.29$0.91$1.52$2.14$2.75$10.45$12.64$14.84$17.03$19.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FOTO spot · $14.90FOTO PRICE$0.36$0.38$0.44$0.50$0.56$0.67$0.78$0.88$0.99$1.10$1.28$0.40$0.54$0.67$0.79$0.87$0.95$1.07$1.25$1.43$1.63$1.90$2.18$2.57
PutsCheap0.80×
Calls——
Skew——
Implied moveBearish±$1.62
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.81122.7%16.7%
25Δ17.05110.2%16.9%13.24125.4%14.8%
30Δ13.66128.1%12.8%
35Δ15.7573.7%8.3%14.07128.3%10.9%
40Δ15.5070.1%6.9%14.42118.5%9.1%
45Δ15.2466.6%5.6%14.77108.6%7.2%
50Δ14.9963.2%4.3%15.11102.0%5.7%
55Δ14.8062.8%3.8%15.42101.2%4.9%
60Δ14.6162.4%3.2%15.72100.3%4.1%
65Δ14.4262.0%2.7%16.0499.5%3.3%
70Δ14.2361.6%2.2%16.4098.8%2.7%
75Δ14.0461.2%1.6%16.7798.1%2.1%
80Δ13.8158.4%1.3%17.2599.3%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.81
IV
122.7%
B/E move
16.7%

25Δ

Calls
Pseudo strike
17.05
IV
110.2%
B/E move
16.9%
Puts
Pseudo strike
13.24
IV
125.4%
B/E move
14.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.66
IV
128.1%
B/E move
12.8%

35Δ

Calls
Pseudo strike
15.75
IV
73.7%
B/E move
8.3%
Puts
Pseudo strike
14.07
IV
128.3%
B/E move
10.9%

40Δ

Calls
Pseudo strike
15.50
IV
70.1%
B/E move
6.9%
Puts
Pseudo strike
14.42
IV
118.5%
B/E move
9.1%

45Δ

Calls
Pseudo strike
15.24
IV
66.6%
B/E move
5.6%
Puts
Pseudo strike
14.77
IV
108.6%
B/E move
7.2%

50Δ

Calls
Pseudo strike
14.99
IV
63.2%
B/E move
4.3%
Puts
Pseudo strike
15.11
IV
102.0%
B/E move
5.7%

55Δ

Calls
Pseudo strike
14.80
IV
62.8%
B/E move
3.8%
Puts
Pseudo strike
15.42
IV
101.2%
B/E move
4.9%

60Δ

Calls
Pseudo strike
14.61
IV
62.4%
B/E move
3.2%
Puts
Pseudo strike
15.72
IV
100.3%
B/E move
4.1%

65Δ

Calls
Pseudo strike
14.42
IV
62.0%
B/E move
2.7%
Puts
Pseudo strike
16.04
IV
99.5%
B/E move
3.3%

70Δ

Calls
Pseudo strike
14.23
IV
61.6%
B/E move
2.2%
Puts
Pseudo strike
16.40
IV
98.8%
B/E move
2.7%

75Δ

Calls
Pseudo strike
14.04
IV
61.2%
B/E move
1.6%
Puts
Pseudo strike
16.77
IV
98.1%
B/E move
2.1%

80Δ

Calls
Pseudo strike
13.81
IV
58.4%
B/E move
1.3%
Puts
Pseudo strike
17.25
IV
99.3%
B/E move
1.5%

Options history

IV · four-Friday blend61.67%
Daily close
FOTO49.2%75.3%101.3%2026-08-13: 61.41%2026-08-14: 59.71%2026-08-17: 73.76%2026-08-18: 70.32%2026-08-19: 79.64%2026-08-20: 79.54%2026-08-21: 61.31%2026-08-24: 61.92%2026-08-25: 59.88%2026-08-26: 59.69%2026-08-27: 58.52%2026-08-28: 56.19%2026-08-31: 55.81%2026-09-01: 58.24%2026-09-02: 59.38%2026-09-03: 57.71%2026-09-04: 55.37%2026-09-08: 60.38%2026-09-09: 59.46%2026-09-10: 57.28%2026-09-11: 58.43%2026-09-14: 64.93%2026-09-15: 65.03%2026-09-16: 73.13%2026-09-18: 59.71%2026-09-21: 56.74%2026-09-22: 56.36%2026-09-23: 61.04%2026-09-24: 58.37%2026-09-25: 61.03%2026-09-28: 56.22%2026-09-29: 60.77%2026-09-30: 62.23%2026-10-01: 60.27%2026-10-02: 54.68%2026-10-05: 56.02%2026-10-06: 53.73%2026-10-07: 57.68%2026-10-09: 52.76%2026-10-12: 60.99%2026-10-13: 69.85%2026-10-14: 82.53%2026-10-15: 97.74%2026-10-16: 63.29%2026-10-19: 64.56%2026-10-20: 63.85%2026-10-21: 60.84%2026-10-22: 65.77%2026-10-23: 65.73%2026-10-26: 65.67%2026-10-27: 65.82%2026-10-28: 63.91%2026-10-29: 64.27%2026-10-30: 61.67%Aug 13Sep 22Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
61.41%
59.71%
73.76%
70.32%
79.64%
79.54%
61.31%
61.92%
59.88%
59.69%
58.52%
56.19%
55.81%
58.24%
59.38%
57.71%
55.37%
60.38%
59.46%
57.28%
58.43%
64.93%
65.03%
73.13%
59.71%
56.74%
56.36%
61.04%
58.37%
61.03%
56.22%
60.77%
62.23%
60.27%
54.68%
56.02%
53.73%
57.68%
52.76%
60.99%
69.85%
82.53%
97.74%
63.29%
64.56%
63.85%
60.84%
65.77%
65.73%
65.67%
65.82%
63.91%
64.27%
61.67%