Share price$26.88
1D-0.1%
Sold putSold callAH
Swan Hedged Equity US Large Cap ETF HEGD
i
Market dataready · fetched 2026-10-22T23:30:16.848Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T22:30:03.461275071Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:23:48.504740+00:00
Swan Hedged Equity US Large Cap ETF options
PutsExpensive2.75×
CallsExpensive2.16×
SkewBearish+5.64 pp
Implied move——
TiltBullish56.8% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 30.48 | 47.5% | 14.8% | 24.54 | 42.5% | 10.1% |
| 25Δ | 28.97 | 35.0% | 9.2% | 25.38 | 33.4% | 7.0% |
| 30Δ | 28.21 | 27.5% | 6.3% | 26.00 | 26.7% | 4.8% |
| 35Δ | 27.81 | 23.6% | 4.9% | 26.26 | 24.3% | 3.9% |
| 40Δ | 27.54 | 21.1% | 4.0% | 26.51 | 21.8% | 3.1% |
| 45Δ | 27.27 | 18.7% | 3.1% | 26.76 | 19.4% | 2.3% |
| 50Δ | 27.01 | 16.2% | 2.2% | |||
| 55Δ | 26.77 | 16.3% | 2.0% | |||
| 60Δ | 26.54 | 16.5% | 1.7% | |||
| 65Δ | 26.30 | 16.8% | 1.5% | |||
| 70Δ | 26.07 | 17.0% | 1.3% | |||
| 75Δ | 25.83 | 17.2% | 1.0% | |||
| 80Δ | 25.60 | 17.4% | 0.8% | |||
20Δ
- Pseudo strike
- 30.48
- IV
- 47.5%
- B/E move
- 14.8%
- Pseudo strike
- 24.54
- IV
- 42.5%
- B/E move
- 10.1%
25Δ
- Pseudo strike
- 28.97
- IV
- 35.0%
- B/E move
- 9.2%
- Pseudo strike
- 25.38
- IV
- 33.4%
- B/E move
- 7.0%
30Δ
- Pseudo strike
- 28.21
- IV
- 27.5%
- B/E move
- 6.3%
- Pseudo strike
- 26.00
- IV
- 26.7%
- B/E move
- 4.8%
35Δ
- Pseudo strike
- 27.81
- IV
- 23.6%
- B/E move
- 4.9%
- Pseudo strike
- 26.26
- IV
- 24.3%
- B/E move
- 3.9%
40Δ
- Pseudo strike
- 27.54
- IV
- 21.1%
- B/E move
- 4.0%
- Pseudo strike
- 26.51
- IV
- 21.8%
- B/E move
- 3.1%
45Δ
- Pseudo strike
- 27.27
- IV
- 18.7%
- B/E move
- 3.1%
- Pseudo strike
- 26.76
- IV
- 19.4%
- B/E move
- 2.3%
50Δ
- Pseudo strike
- 27.01
- IV
- 16.2%
- B/E move
- 2.2%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 26.77
- IV
- 16.3%
- B/E move
- 2.0%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 26.54
- IV
- 16.5%
- B/E move
- 1.7%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 26.30
- IV
- 16.8%
- B/E move
- 1.5%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 26.07
- IV
- 17.0%
- B/E move
- 1.3%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 25.83
- IV
- 17.2%
- B/E move
- 1.0%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 25.60
- IV
- 17.4%
- B/E move
- 0.8%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations