IntraAlpha
Create free account Start free

Gotham 1000 Value ETF GVLU

i

Market dataready · fetched 2026-10-22T23:45:08.097Z

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 · 2026-10-22T22:30:00.003229241Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:45:07.614623+00:00

Share price$28.98
1D+1.6%
AH$28.45$28.59$28.72$28.85$28.995:30 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$0.66$1.03$1.40$1.77$2.14$25.52$27.17$28.83$30.49$32.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GVLU spot · $28.98GVLU PRICE$0.70$0.70$0.71$0.74$0.80$0.86$0.93$1.00$1.06$1.13$1.20$1.32$0.70$0.71$0.75$0.80$0.85$0.90$0.97$1.06$1.14$1.22$1.39$1.71$2.04
PutsExpensive3.23×
CallsExpensive1.89×
SkewBearish+3.61 pp
Implied moveBearish±$1.84
TiltBearish12.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.1170.0%15.7%
25Δ33.3062.9%17.3%26.5054.6%11.0%
30Δ31.5748.7%11.4%27.3745.8%8.1%
35Δ30.6039.7%8.0%28.0339.4%6.0%
40Δ29.9333.5%5.8%28.4335.4%4.8%
45Δ29.5730.8%4.8%28.8431.3%3.6%
50Δ29.2128.1%3.8%29.1428.6%2.8%
55Δ28.9225.8%3.0%29.3826.8%2.3%
60Δ28.7324.0%2.6%29.6125.0%1.7%
65Δ28.5322.2%2.1%29.8523.2%1.2%
70Δ28.3420.5%1.7%30.1422.4%0.8%
75Δ28.1518.7%1.3%30.5223.4%0.6%
80Δ27.9217.4%0.9%30.8924.4%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.11
IV
70.0%
B/E move
15.7%

25Δ

Calls
Pseudo strike
33.30
IV
62.9%
B/E move
17.3%
Puts
Pseudo strike
26.50
IV
54.6%
B/E move
11.0%

30Δ

Calls
Pseudo strike
31.57
IV
48.7%
B/E move
11.4%
Puts
Pseudo strike
27.37
IV
45.8%
B/E move
8.1%

35Δ

Calls
Pseudo strike
30.60
IV
39.7%
B/E move
8.0%
Puts
Pseudo strike
28.03
IV
39.4%
B/E move
6.0%

40Δ

Calls
Pseudo strike
29.93
IV
33.5%
B/E move
5.8%
Puts
Pseudo strike
28.43
IV
35.4%
B/E move
4.8%

45Δ

Calls
Pseudo strike
29.57
IV
30.8%
B/E move
4.8%
Puts
Pseudo strike
28.84
IV
31.3%
B/E move
3.6%

50Δ

Calls
Pseudo strike
29.21
IV
28.1%
B/E move
3.8%
Puts
Pseudo strike
29.14
IV
28.6%
B/E move
2.8%

55Δ

Calls
Pseudo strike
28.92
IV
25.8%
B/E move
3.0%
Puts
Pseudo strike
29.38
IV
26.8%
B/E move
2.3%

60Δ

Calls
Pseudo strike
28.73
IV
24.0%
B/E move
2.6%
Puts
Pseudo strike
29.61
IV
25.0%
B/E move
1.7%

65Δ

Calls
Pseudo strike
28.53
IV
22.2%
B/E move
2.1%
Puts
Pseudo strike
29.85
IV
23.2%
B/E move
1.2%

70Δ

Calls
Pseudo strike
28.34
IV
20.5%
B/E move
1.7%
Puts
Pseudo strike
30.14
IV
22.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
28.15
IV
18.7%
B/E move
1.3%
Puts
Pseudo strike
30.52
IV
23.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
27.92
IV
17.4%
B/E move
0.9%
Puts
Pseudo strike
30.89
IV
24.4%
B/E move
0.4%

Options history

No recorded observations