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EA Series Trust Intelligent Alpha Atlas ETF GPT

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Market datapartial · fetched 2026-10-22T14:51:56.771Z

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 · 2026-10-22T14:22:20.62266743Z

FundamentalsAlpha Vantage · unavailable

Share price$33.32
1D+0.0%
$33.30$33.31$33.32$33.33$33.345:30 AM6:30 AM9:00 AM1:00 PMGPT
Sold putSold call

EA Series Trust Intelligent Alpha Atlas ETF options

Live interpolated GPT call and put midpoint premiums by absolute delta.EA Series Trust Intelligent Alpha Atlas ETF$0.41$1.02$1.62$2.23$2.83$29.95$31.64$33.34$35.03$36.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GPT spot · $33.32GPT PRICE$0.47$0.50$0.54$0.59$0.65$0.75$0.88$1.00$1.16$1.44$1.73$2.13$2.66$0.53$0.57$0.62$0.67$0.71$0.78$0.85$0.93$1.00
PutsExpensive1.27×
CallsExpensive1.94×
SkewBullish-0.37 pp
Implied moveBalanced±$1.73
TiltBullish37.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.8648.1%15.1%30.1447.2%11.1%
25Δ36.1237.3%9.9%31.2338.5%8.0%
30Δ35.2231.6%7.3%31.9833.0%5.9%
35Δ34.6528.2%5.8%32.4429.3%4.6%
40Δ34.1825.5%4.5%32.9025.7%3.4%
45Δ33.8224.3%3.8%33.1923.7%2.7%
50Δ33.5224.0%3.2%33.4322.1%2.2%
55Δ33.2323.7%2.7%33.6720.6%1.7%
60Δ32.9223.8%2.3%33.9119.1%1.2%
65Δ32.5625.3%2.0%
70Δ32.1926.8%1.8%
75Δ31.7128.9%1.6%
80Δ31.1131.8%1.3%

20Δ

Calls
Pseudo strike
37.86
IV
48.1%
B/E move
15.1%
Puts
Pseudo strike
30.14
IV
47.2%
B/E move
11.1%

25Δ

Calls
Pseudo strike
36.12
IV
37.3%
B/E move
9.9%
Puts
Pseudo strike
31.23
IV
38.5%
B/E move
8.0%

30Δ

Calls
Pseudo strike
35.22
IV
31.6%
B/E move
7.3%
Puts
Pseudo strike
31.98
IV
33.0%
B/E move
5.9%

35Δ

Calls
Pseudo strike
34.65
IV
28.2%
B/E move
5.8%
Puts
Pseudo strike
32.44
IV
29.3%
B/E move
4.6%

40Δ

Calls
Pseudo strike
34.18
IV
25.5%
B/E move
4.5%
Puts
Pseudo strike
32.90
IV
25.7%
B/E move
3.4%

45Δ

Calls
Pseudo strike
33.82
IV
24.3%
B/E move
3.8%
Puts
Pseudo strike
33.19
IV
23.7%
B/E move
2.7%

50Δ

Calls
Pseudo strike
33.52
IV
24.0%
B/E move
3.2%
Puts
Pseudo strike
33.43
IV
22.1%
B/E move
2.2%

55Δ

Calls
Pseudo strike
33.23
IV
23.7%
B/E move
2.7%
Puts
Pseudo strike
33.67
IV
20.6%
B/E move
1.7%

60Δ

Calls
Pseudo strike
32.92
IV
23.8%
B/E move
2.3%
Puts
Pseudo strike
33.91
IV
19.1%
B/E move
1.2%

65Δ

Calls
Pseudo strike
32.56
IV
25.3%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
32.19
IV
26.8%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
31.71
IV
28.9%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
31.11
IV
31.8%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations