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Gotham 1000 Value ETF GVLU

i

Market dataready · fetched 2026-11-12T01:32:34.418Z

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 · 2026-11-12T01:00:00.068346695Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:32:33.481869+00:00

Share price$29.78
1D+0.6%
AH$29.57$29.64$29.71$29.77$29.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGVLU
Sold putSold callAH

Gotham 1000 Value ETF options

Live interpolated GVLU call and put midpoint premiums by absolute delta.Gotham 1000 Value ETF$0.61$0.78$0.95$1.13$1.30$27.04$28.07$29.10$30.12$31.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive GVLU spot · $29.78GVLU PRICE$0.63$0.63$0.63$0.65$0.68$0.73$0.79$0.85$0.91$0.98$0.63$0.63$0.64$0.67$0.70$0.74$0.78$0.83$0.92$1.00$1.09$1.17$1.25
PutsExpensive2.85×
Calls——
Skew——
Implied moveBearish±$1.51
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.15111.6%14.3%
25Δ33.4497.9%14.4%27.4785.6%9.9%
30Δ31.9475.6%9.3%28.2969.6%7.1%
35Δ31.0660.5%6.4%28.8858.8%5.3%
40Δ30.6253.1%5.0%29.2352.2%4.2%
45Δ30.2146.2%3.7%29.5346.8%3.3%
50Δ29.9141.4%2.9%29.8241.3%2.5%
55Δ29.7238.7%2.5%30.0737.1%1.8%
60Δ29.5336.1%2.0%30.2335.1%1.6%
65Δ29.3433.4%1.6%30.4033.1%1.3%
70Δ29.1530.8%1.2%30.5731.0%1.0%
75Δ30.7429.0%0.7%
80Δ30.9127.0%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.15
IV
111.6%
B/E move
14.3%

25Δ

Calls
Pseudo strike
33.44
IV
97.9%
B/E move
14.4%
Puts
Pseudo strike
27.47
IV
85.6%
B/E move
9.9%

30Δ

Calls
Pseudo strike
31.94
IV
75.6%
B/E move
9.3%
Puts
Pseudo strike
28.29
IV
69.6%
B/E move
7.1%

35Δ

Calls
Pseudo strike
31.06
IV
60.5%
B/E move
6.4%
Puts
Pseudo strike
28.88
IV
58.8%
B/E move
5.3%

40Δ

Calls
Pseudo strike
30.62
IV
53.1%
B/E move
5.0%
Puts
Pseudo strike
29.23
IV
52.2%
B/E move
4.2%

45Δ

Calls
Pseudo strike
30.21
IV
46.2%
B/E move
3.7%
Puts
Pseudo strike
29.53
IV
46.8%
B/E move
3.3%

50Δ

Calls
Pseudo strike
29.91
IV
41.4%
B/E move
2.9%
Puts
Pseudo strike
29.82
IV
41.3%
B/E move
2.5%

55Δ

Calls
Pseudo strike
29.72
IV
38.7%
B/E move
2.5%
Puts
Pseudo strike
30.07
IV
37.1%
B/E move
1.8%

60Δ

Calls
Pseudo strike
29.53
IV
36.1%
B/E move
2.0%
Puts
Pseudo strike
30.23
IV
35.1%
B/E move
1.6%

65Δ

Calls
Pseudo strike
29.34
IV
33.4%
B/E move
1.6%
Puts
Pseudo strike
30.40
IV
33.1%
B/E move
1.3%

70Δ

Calls
Pseudo strike
29.15
IV
30.8%
B/E move
1.2%
Puts
Pseudo strike
30.57
IV
31.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.74
IV
29.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.91
IV
27.0%
B/E move
0.4%

Options history

IV · four-Friday blend28.83%
Daily close
GVLU26.7%42.3%57.9%2026-08-13: 35.72%2026-08-14: 37.33%2026-08-17: 41.23%2026-08-18: 44.22%2026-08-19: 46.68%2026-08-20: 54.77%2026-08-21: 30.16%2026-08-24: 30.93%2026-08-25: 31.33%2026-08-26: 31.31%2026-08-27: 30.14%2026-08-28: 29.88%2026-08-31: 30.84%2026-09-01: 31.14%2026-09-02: 31.03%2026-09-03: 31.44%2026-09-04: 31.43%2026-09-08: 33.44%2026-09-09: 35.13%2026-09-10: 36.55%2026-09-11: 37.14%2026-09-14: 41.20%2026-09-15: 44.42%2026-09-16: 46.72%2026-09-17: 55.78%2026-09-18: 30.39%2026-09-21: 30.76%2026-09-22: 32.76%2026-09-23: 31.14%2026-09-24: 31.67%2026-09-25: 31.86%2026-09-28: 32.69%2026-09-29: 32.95%2026-09-30: 33.50%2026-10-01: 33.23%2026-10-02: 33.55%2026-10-05: 34.34%2026-10-06: 35.19%2026-10-07: 36.14%2026-10-08: 35.88%2026-10-09: 37.42%2026-10-12: 41.52%2026-10-13: 43.22%2026-10-14: 48.85%2026-10-15: 54.65%2026-10-16: 29.27%2026-10-19: 29.90%2026-10-20: 29.12%2026-10-21: 29.42%2026-10-22: 29.47%2026-10-23: 30.03%2026-10-26: 30.32%2026-10-27: 30.39%2026-10-28: 30.25%2026-10-29: 30.11%2026-10-30: 28.83%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
35.72%
37.33%
41.23%
44.22%
46.68%
54.77%
30.16%
30.93%
31.33%
31.31%
30.14%
29.88%
30.84%
31.14%
31.03%
31.44%
31.43%
33.44%
35.13%
36.55%
37.14%
41.20%
44.42%
46.72%
55.78%
30.39%
30.76%
32.76%
31.14%
31.67%
31.86%
32.69%
32.95%
33.50%
33.23%
33.55%
34.34%
35.19%
36.14%
35.88%
37.42%
41.52%
43.22%
48.85%
54.65%
29.27%
29.90%
29.12%
29.42%
29.47%
30.03%
30.32%
30.39%
30.25%
30.11%
28.83%