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Tuttle Capital Pure Play Photonics ETF FOTO

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Market datapartial · fetched 2026-10-22T15:27:14.269Z

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 · 2026-10-22T15:26:56.585975509Z

FundamentalsAlpha Vantage · unavailable

Share price$14.53
1D-5.6%
$14.36$14.64$14.92$15.20$15.485:30 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$0.52$1.28$2.04$2.80$3.56$10.21$13.08$15.94$18.81$21.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FOTO spot · $14.53FOTO PRICE$0.61$0.71$0.77$0.81$0.82$1.00$1.18$1.39$1.59$1.92$2.28$2.72$3.23$0.72$0.77$0.82$0.88$0.98$1.13$1.28$1.43$1.58$1.73$2.02$2.87$3.34
PutsExpensive1.06×
CallsExpensive1.53×
SkewBullish-22.48 pp
Implied moveBearish±$2.46
TiltBalanced1.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.87160.2%68.5%11.31134.5%27.1%
25Δ20.71140.1%47.4%12.40108.1%20.0%
30Δ18.77119.4%34.5%13.1491.3%15.2%
35Δ16.8496.8%21.5%13.6681.2%12.1%
40Δ15.7978.3%14.3%14.1173.5%9.6%
45Δ15.3980.8%12.8%14.4370.7%8.4%
50Δ14.9883.2%11.3%14.7667.9%7.2%
55Δ14.5583.6%9.7%15.0965.1%6.0%
60Δ14.1284.0%8.1%15.4162.3%4.8%
65Δ13.6388.0%7.0%15.7459.6%3.6%
70Δ13.1393.3%6.1%16.1859.9%2.6%
75Δ12.5497.9%5.0%17.0671.7%2.4%
80Δ11.88103.6%4.0%17.6371.0%1.7%

20Δ

Calls
Pseudo strike
23.87
IV
160.2%
B/E move
68.5%
Puts
Pseudo strike
11.31
IV
134.5%
B/E move
27.1%

25Δ

Calls
Pseudo strike
20.71
IV
140.1%
B/E move
47.4%
Puts
Pseudo strike
12.40
IV
108.1%
B/E move
20.0%

30Δ

Calls
Pseudo strike
18.77
IV
119.4%
B/E move
34.5%
Puts
Pseudo strike
13.14
IV
91.3%
B/E move
15.2%

35Δ

Calls
Pseudo strike
16.84
IV
96.8%
B/E move
21.5%
Puts
Pseudo strike
13.66
IV
81.2%
B/E move
12.1%

40Δ

Calls
Pseudo strike
15.79
IV
78.3%
B/E move
14.3%
Puts
Pseudo strike
14.11
IV
73.5%
B/E move
9.6%

45Δ

Calls
Pseudo strike
15.39
IV
80.8%
B/E move
12.8%
Puts
Pseudo strike
14.43
IV
70.7%
B/E move
8.4%

50Δ

Calls
Pseudo strike
14.98
IV
83.2%
B/E move
11.3%
Puts
Pseudo strike
14.76
IV
67.9%
B/E move
7.2%

55Δ

Calls
Pseudo strike
14.55
IV
83.6%
B/E move
9.7%
Puts
Pseudo strike
15.09
IV
65.1%
B/E move
6.0%

60Δ

Calls
Pseudo strike
14.12
IV
84.0%
B/E move
8.1%
Puts
Pseudo strike
15.41
IV
62.3%
B/E move
4.8%

65Δ

Calls
Pseudo strike
13.63
IV
88.0%
B/E move
7.0%
Puts
Pseudo strike
15.74
IV
59.6%
B/E move
3.6%

70Δ

Calls
Pseudo strike
13.13
IV
93.3%
B/E move
6.1%
Puts
Pseudo strike
16.18
IV
59.9%
B/E move
2.6%

75Δ

Calls
Pseudo strike
12.54
IV
97.9%
B/E move
5.0%
Puts
Pseudo strike
17.06
IV
71.7%
B/E move
2.4%

80Δ

Calls
Pseudo strike
11.88
IV
103.6%
B/E move
4.0%
Puts
Pseudo strike
17.63
IV
71.0%
B/E move
1.7%

Options history

No recorded observations