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EA Series Trust Intelligent Alpha Atlas ETF GPT

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Market dataready · fetched 2026-10-24T04:28:56.258Z

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 · 2026-10-23T20:00:00.522763124Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:28:56.300663+00:00

Share price$33.07
1D-0.0%
AH$33.05$33.08$33.11$33.14$33.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGPT
Sold putSold callAH

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$0.44$0.98$1.52$2.05$2.59$29.51$31.25$33.00$34.75$36.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GPT spot · $33.07GPT PRICE$0.50$0.50$0.55$0.63$0.71$0.79$0.87$0.96$1.16$1.36$1.56$1.97$2.44$0.59$0.64$0.69$0.75$0.81$0.87$0.94$1.02$1.10$1.17
PutsExpensive1.38×
CallsExpensive2.08×
SkewBearish+1.58 pp
Implied moveBearish±$1.82
TiltBullish24.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.9052.6%16.1%29.5854.2%12.4%
25Δ35.9239.2%10.1%30.7744.4%8.9%
30Δ34.9833.4%7.4%31.5438.1%6.7%
35Δ34.4631.0%6.1%32.1433.3%5.1%
40Δ33.9728.5%4.8%32.5530.1%4.0%
45Δ33.6426.9%4.1%32.9626.9%3.0%
50Δ33.3125.2%3.4%33.2125.2%2.4%
55Δ32.9923.6%2.6%33.4523.5%2.0%
60Δ32.6824.2%2.3%33.6821.9%1.5%
65Δ32.3724.8%2.0%33.9120.2%1.0%
70Δ32.0625.4%1.7%
75Δ31.5727.6%1.4%
80Δ31.0430.3%1.2%

20Δ

Calls
Pseudo strike
37.90
IV
52.6%
B/E move
16.1%
Puts
Pseudo strike
29.58
IV
54.2%
B/E move
12.4%

25Δ

Calls
Pseudo strike
35.92
IV
39.2%
B/E move
10.1%
Puts
Pseudo strike
30.77
IV
44.4%
B/E move
8.9%

30Δ

Calls
Pseudo strike
34.98
IV
33.4%
B/E move
7.4%
Puts
Pseudo strike
31.54
IV
38.1%
B/E move
6.7%

35Δ

Calls
Pseudo strike
34.46
IV
31.0%
B/E move
6.1%
Puts
Pseudo strike
32.14
IV
33.3%
B/E move
5.1%

40Δ

Calls
Pseudo strike
33.97
IV
28.5%
B/E move
4.8%
Puts
Pseudo strike
32.55
IV
30.1%
B/E move
4.0%

45Δ

Calls
Pseudo strike
33.64
IV
26.9%
B/E move
4.1%
Puts
Pseudo strike
32.96
IV
26.9%
B/E move
3.0%

50Δ

Calls
Pseudo strike
33.31
IV
25.2%
B/E move
3.4%
Puts
Pseudo strike
33.21
IV
25.2%
B/E move
2.4%

55Δ

Calls
Pseudo strike
32.99
IV
23.6%
B/E move
2.6%
Puts
Pseudo strike
33.45
IV
23.5%
B/E move
2.0%

60Δ

Calls
Pseudo strike
32.68
IV
24.2%
B/E move
2.3%
Puts
Pseudo strike
33.68
IV
21.9%
B/E move
1.5%

65Δ

Calls
Pseudo strike
32.37
IV
24.8%
B/E move
2.0%
Puts
Pseudo strike
33.91
IV
20.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
32.06
IV
25.4%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
31.57
IV
27.6%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
31.04
IV
30.3%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations