IntraAlpha
Create free account Start free

Aptus International Enhanced Yield ETF IDUB

i

Market dataready · fetched 2026-10-22T09:16:31.653Z

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 · 2026-10-22T00:00:03.577532783Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T09:16:28.436745+00:00

Share price$27.02
1D-0.3%
AH$26.90$26.95$27.00$27.05$27.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIDUB
Sold putSold callAH

Aptus International Enhanced Yield ETF options

Live interpolated IDUB call and put midpoint premiums by absolute delta.Aptus International Enhanced Yield ETF$0.18$0.59$1.00$1.40$1.81$24.50$25.69$26.88$28.07$29.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IDUB spot · $27.02IDUB PRICE$0.23$0.32$0.42$0.52$0.59$0.65$0.70$0.77$0.85$0.94$1.02$1.11$1.19$0.30$0.42$0.54$0.61$0.66$0.71$0.77$0.83$0.90$0.96$1.02$1.15$1.69
PutsCheap0.94×
CallsExpensive1.07×
SkewBearish+1.90 pp
Implied moveBearish±$1.48
TiltBearish6.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.7623.8%7.3%25.3929.1%7.1%
25Δ28.5425.5%6.8%25.6531.5%6.6%
30Δ28.3127.3%6.3%25.9133.8%6.1%
35Δ28.0829.1%5.8%26.2332.5%5.2%
40Δ27.8128.4%5.1%26.5729.4%4.1%
45Δ27.5226.3%4.3%26.9226.3%3.0%
50Δ27.2324.2%3.4%27.1424.4%2.4%
55Δ26.9622.4%2.6%27.3122.8%2.0%
60Δ26.7821.3%2.3%27.4921.2%1.6%
65Δ26.6020.2%1.9%27.6719.6%1.1%
70Δ26.4319.1%1.6%27.8518.1%0.7%
75Δ26.2518.1%1.2%28.0817.3%0.3%
80Δ26.0717.0%0.9%28.6421.4%0.3%

20Δ

Calls
Pseudo strike
28.76
IV
23.8%
B/E move
7.3%
Puts
Pseudo strike
25.39
IV
29.1%
B/E move
7.1%

25Δ

Calls
Pseudo strike
28.54
IV
25.5%
B/E move
6.8%
Puts
Pseudo strike
25.65
IV
31.5%
B/E move
6.6%

30Δ

Calls
Pseudo strike
28.31
IV
27.3%
B/E move
6.3%
Puts
Pseudo strike
25.91
IV
33.8%
B/E move
6.1%

35Δ

Calls
Pseudo strike
28.08
IV
29.1%
B/E move
5.8%
Puts
Pseudo strike
26.23
IV
32.5%
B/E move
5.2%

40Δ

Calls
Pseudo strike
27.81
IV
28.4%
B/E move
5.1%
Puts
Pseudo strike
26.57
IV
29.4%
B/E move
4.1%

45Δ

Calls
Pseudo strike
27.52
IV
26.3%
B/E move
4.3%
Puts
Pseudo strike
26.92
IV
26.3%
B/E move
3.0%

50Δ

Calls
Pseudo strike
27.23
IV
24.2%
B/E move
3.4%
Puts
Pseudo strike
27.14
IV
24.4%
B/E move
2.4%

55Δ

Calls
Pseudo strike
26.96
IV
22.4%
B/E move
2.6%
Puts
Pseudo strike
27.31
IV
22.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
26.78
IV
21.3%
B/E move
2.3%
Puts
Pseudo strike
27.49
IV
21.2%
B/E move
1.6%

65Δ

Calls
Pseudo strike
26.60
IV
20.2%
B/E move
1.9%
Puts
Pseudo strike
27.67
IV
19.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
26.43
IV
19.1%
B/E move
1.6%
Puts
Pseudo strike
27.85
IV
18.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
26.25
IV
18.1%
B/E move
1.2%
Puts
Pseudo strike
28.08
IV
17.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
26.07
IV
17.0%
B/E move
0.9%
Puts
Pseudo strike
28.64
IV
21.4%
B/E move
0.3%

Options history

No recorded observations