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EA Series Trust Intelligent Alpha Atlas ETF GPT

i

Market dataready · fetched 2026-11-11T15:55:08.561Z

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 · 2026-11-11T14:36:51.052879121Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:55:07.875061+00:00

Share price$31.68
1D+0.0%
$31.66$31.67$31.68$31.69$31.705:30 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$0.51$0.87$1.23$1.58$1.94$27.50$29.37$31.24$33.12$34.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GPT spot · $31.68GPT PRICE$0.55$0.55$0.56$0.59$0.64$0.69$0.76$0.84$0.92$1.00$1.16$1.50$1.84$0.55$0.56$0.59$0.62$0.66$0.70$0.75$0.79
Puts——
CallsFair0.96×
Skew——
Implied moveBalanced±$1.51
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.06105.8%18.7%28.3391.8%12.3%
25Δ34.7878.2%11.5%29.5371.7%8.6%
30Δ33.6162.2%7.8%30.2759.4%6.3%
35Δ32.8952.3%5.7%30.8250.3%4.7%
40Δ32.4847.3%4.5%31.1744.7%3.7%
45Δ32.0742.3%3.4%31.4340.8%3.0%
50Δ31.8239.6%2.8%31.6936.8%2.3%
55Δ31.6037.5%2.4%31.9532.9%1.6%
60Δ31.3735.3%1.9%
65Δ31.1533.1%1.5%
70Δ30.8832.9%1.1%
75Δ30.4936.5%1.0%
80Δ30.1040.2%0.8%

20Δ

Calls
Pseudo strike
37.06
IV
105.8%
B/E move
18.7%
Puts
Pseudo strike
28.33
IV
91.8%
B/E move
12.3%

25Δ

Calls
Pseudo strike
34.78
IV
78.2%
B/E move
11.5%
Puts
Pseudo strike
29.53
IV
71.7%
B/E move
8.6%

30Δ

Calls
Pseudo strike
33.61
IV
62.2%
B/E move
7.8%
Puts
Pseudo strike
30.27
IV
59.4%
B/E move
6.3%

35Δ

Calls
Pseudo strike
32.89
IV
52.3%
B/E move
5.7%
Puts
Pseudo strike
30.82
IV
50.3%
B/E move
4.7%

40Δ

Calls
Pseudo strike
32.48
IV
47.3%
B/E move
4.5%
Puts
Pseudo strike
31.17
IV
44.7%
B/E move
3.7%

45Δ

Calls
Pseudo strike
32.07
IV
42.3%
B/E move
3.4%
Puts
Pseudo strike
31.43
IV
40.8%
B/E move
3.0%

50Δ

Calls
Pseudo strike
31.82
IV
39.6%
B/E move
2.8%
Puts
Pseudo strike
31.69
IV
36.8%
B/E move
2.3%

55Δ

Calls
Pseudo strike
31.60
IV
37.5%
B/E move
2.4%
Puts
Pseudo strike
31.95
IV
32.9%
B/E move
1.6%

60Δ

Calls
Pseudo strike
31.37
IV
35.3%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
31.15
IV
33.1%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
30.88
IV
32.9%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
30.49
IV
36.5%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
30.10
IV
40.2%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend25.75%
Daily close
GPT16.8%27.4%38.0%2026-08-13: 19.40%2026-08-14: 20.61%2026-08-17: 22.01%2026-08-18: 24.89%2026-08-19: 27.27%2026-08-20: 33.70%2026-08-21: 18.25%2026-08-24: 19.43%2026-08-25: 19.24%2026-08-26: 18.93%2026-08-27: 18.77%2026-08-28: 19.46%2026-08-31: 19.50%2026-09-01: 20.06%2026-09-02: 19.84%2026-09-03: 19.51%2026-09-04: 19.84%2026-09-08: 21.85%2026-09-09: 21.76%2026-09-10: 23.75%2026-09-11: 22.84%2026-09-14: 26.91%2026-09-15: 31.57%2026-09-16: 34.07%2026-09-17: 36.54%2026-09-18: 21.91%2026-09-21: 21.77%2026-09-22: 21.84%2026-09-23: 21.98%2026-09-24: 21.87%2026-09-25: 21.93%2026-09-28: 22.57%2026-09-29: 22.55%2026-09-30: 22.70%2026-10-01: 23.17%2026-10-02: 22.25%2026-10-05: 22.88%2026-10-07: 23.04%2026-10-08: 23.92%2026-10-09: 23.86%2026-10-12: 25.72%2026-10-13: 27.90%2026-10-15: 34.09%2026-10-16: 21.82%2026-10-19: 21.73%2026-10-20: 21.64%2026-10-21: 21.74%2026-10-22: 22.98%2026-10-23: 24.05%2026-10-26: 23.11%2026-10-27: 22.57%2026-10-28: 22.67%2026-10-29: 22.63%2026-10-30: 25.75%Aug 13Sep 21Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
19.40%
20.61%
22.01%
24.89%
27.27%
33.70%
18.25%
19.43%
19.24%
18.93%
18.77%
19.46%
19.50%
20.06%
19.84%
19.51%
19.84%
21.85%
21.76%
23.75%
22.84%
26.91%
31.57%
34.07%
36.54%
21.91%
21.77%
21.84%
21.98%
21.87%
21.93%
22.57%
22.55%
22.70%
23.17%
22.25%
22.88%
23.04%
23.92%
23.86%
25.72%
27.90%
34.09%
21.82%
21.73%
21.64%
21.74%
22.98%
24.05%
23.11%
22.57%
22.67%
22.63%
25.75%