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Swan Hedged Equity US Large Cap ETF HEGD

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Market datapartial · fetched 2026-10-22T09:55:44.469Z

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 · 2026-10-22T00:00:03.478188148Z

FundamentalsAlpha Vantage · unavailable

Share price$27.12
1D+0.3%
AH$26.98$27.02$27.06$27.11$27.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHEGD
Sold putSold callAH

Swan Hedged Equity US Large Cap ETF options

Live interpolated HEGD call and put midpoint premiums by absolute delta.Swan Hedged Equity US Large Cap ETF$0.36$0.53$0.70$0.87$1.04$25.10$26.09$27.09$28.08$29.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HEGD spot · $27.12HEGD PRICE$0.38$0.38$0.38$0.38$0.41$0.44$0.47$0.50$0.54$0.65$0.76$0.88$0.99$0.38$0.38$0.39$0.41$0.44$0.48$0.56$0.64$0.71$0.79$0.87$0.94
PutsExpensive2.28×
CallsExpensive2.00×
SkewBearish+0.87 pp
Implied moveBearish±$1.03
TiltBalanced1.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.7146.6%14.6%24.8041.5%9.9%
25Δ29.2534.5%9.2%25.6831.8%6.7%
30Δ28.5027.3%6.5%26.1926.3%4.9%
35Δ27.9621.9%4.5%26.5123.1%3.8%
40Δ27.7620.2%3.9%26.8319.8%2.7%
45Δ27.5618.4%3.3%27.0717.8%2.0%
50Δ27.3616.6%2.6%27.2217.2%1.7%
55Δ27.1714.8%2.0%27.3716.7%1.4%
60Δ26.9713.3%1.5%27.5316.1%1.1%
65Δ26.8013.1%1.2%27.6815.6%0.8%
70Δ26.6313.0%1.0%27.8315.0%0.6%
75Δ26.4612.9%0.8%27.9914.5%0.3%
80Δ26.2912.8%0.6%

20Δ

Calls
Pseudo strike
30.71
IV
46.6%
B/E move
14.6%
Puts
Pseudo strike
24.80
IV
41.5%
B/E move
9.9%

25Δ

Calls
Pseudo strike
29.25
IV
34.5%
B/E move
9.2%
Puts
Pseudo strike
25.68
IV
31.8%
B/E move
6.7%

30Δ

Calls
Pseudo strike
28.50
IV
27.3%
B/E move
6.5%
Puts
Pseudo strike
26.19
IV
26.3%
B/E move
4.9%

35Δ

Calls
Pseudo strike
27.96
IV
21.9%
B/E move
4.5%
Puts
Pseudo strike
26.51
IV
23.1%
B/E move
3.8%

40Δ

Calls
Pseudo strike
27.76
IV
20.2%
B/E move
3.9%
Puts
Pseudo strike
26.83
IV
19.8%
B/E move
2.7%

45Δ

Calls
Pseudo strike
27.56
IV
18.4%
B/E move
3.3%
Puts
Pseudo strike
27.07
IV
17.8%
B/E move
2.0%

50Δ

Calls
Pseudo strike
27.36
IV
16.6%
B/E move
2.6%
Puts
Pseudo strike
27.22
IV
17.2%
B/E move
1.7%

55Δ

Calls
Pseudo strike
27.17
IV
14.8%
B/E move
2.0%
Puts
Pseudo strike
27.37
IV
16.7%
B/E move
1.4%

60Δ

Calls
Pseudo strike
26.97
IV
13.3%
B/E move
1.5%
Puts
Pseudo strike
27.53
IV
16.1%
B/E move
1.1%

65Δ

Calls
Pseudo strike
26.80
IV
13.1%
B/E move
1.2%
Puts
Pseudo strike
27.68
IV
15.6%
B/E move
0.8%

70Δ

Calls
Pseudo strike
26.63
IV
13.0%
B/E move
1.0%
Puts
Pseudo strike
27.83
IV
15.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
26.46
IV
12.9%
B/E move
0.8%
Puts
Pseudo strike
27.99
IV
14.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
26.29
IV
12.8%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations