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Dan IVES Wedbush AI Revolution ETF IVES

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Market dataready · fetched 2026-11-12T00:52:12.978Z

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 · 2026-11-11T23:30:00.001643888Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:52:13.239083+00:00

Share price$36.33
1D+0.4%
AH$35.78$36.04$36.31$36.58$36.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIVES
Sold putSold callAH

Dan IVES Wedbush AI Revolution ETF options

Live interpolated IVES call and put midpoint premiums by absolute delta.Dan IVES Wedbush AI Revolution ETF$0.24$0.86$1.47$2.08$2.70$32.06$34.27$36.49$38.71$40.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive IVES spot · $36.33IVES PRICE$0.31$0.41$0.52$0.62$0.76$0.89$1.03$1.24$1.53$1.82$2.16$2.52$0.44$0.48$0.59$0.71$0.81$0.88$0.96$1.03$1.15$1.32$1.49$1.66
Puts——
Calls——
Skew——
Implied moveBalanced±$1.78
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.4966.6%9.0%
25Δ37.6632.5%4.5%
30Δ37.4434.8%4.2%35.2041.6%4.4%
35Δ37.2337.1%3.9%35.5241.7%3.9%
40Δ37.0139.4%3.6%35.8441.7%3.3%
45Δ36.7239.7%3.2%36.1240.5%2.8%
50Δ36.4439.8%2.8%36.3637.9%2.3%
55Δ36.1539.9%2.3%36.6135.3%1.9%
60Δ35.8241.3%2.0%36.8632.6%1.4%
65Δ35.4544.1%1.8%37.1030.8%1.0%
70Δ35.0746.8%1.5%37.3530.1%0.8%
75Δ34.6348.0%1.3%37.5929.5%0.6%
80Δ34.1748.9%1.0%37.8428.8%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.49
IV
66.6%
B/E move
9.0%

25Δ

Calls
Pseudo strike
37.66
IV
32.5%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
37.44
IV
34.8%
B/E move
4.2%
Puts
Pseudo strike
35.20
IV
41.6%
B/E move
4.4%

35Δ

Calls
Pseudo strike
37.23
IV
37.1%
B/E move
3.9%
Puts
Pseudo strike
35.52
IV
41.7%
B/E move
3.9%

40Δ

Calls
Pseudo strike
37.01
IV
39.4%
B/E move
3.6%
Puts
Pseudo strike
35.84
IV
41.7%
B/E move
3.3%

45Δ

Calls
Pseudo strike
36.72
IV
39.7%
B/E move
3.2%
Puts
Pseudo strike
36.12
IV
40.5%
B/E move
2.8%

50Δ

Calls
Pseudo strike
36.44
IV
39.8%
B/E move
2.8%
Puts
Pseudo strike
36.36
IV
37.9%
B/E move
2.3%

55Δ

Calls
Pseudo strike
36.15
IV
39.9%
B/E move
2.3%
Puts
Pseudo strike
36.61
IV
35.3%
B/E move
1.9%

60Δ

Calls
Pseudo strike
35.82
IV
41.3%
B/E move
2.0%
Puts
Pseudo strike
36.86
IV
32.6%
B/E move
1.4%

65Δ

Calls
Pseudo strike
35.45
IV
44.1%
B/E move
1.8%
Puts
Pseudo strike
37.10
IV
30.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
35.07
IV
46.8%
B/E move
1.5%
Puts
Pseudo strike
37.35
IV
30.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
34.63
IV
48.0%
B/E move
1.3%
Puts
Pseudo strike
37.59
IV
29.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
34.17
IV
48.9%
B/E move
1.0%
Puts
Pseudo strike
37.84
IV
28.8%
B/E move
0.4%

Options history

IV · four-Friday blend33.58%
Daily close
IVES25.6%34.3%43.0%2026-08-13: 33.12%2026-08-14: 32.58%2026-08-17: 33.66%2026-08-18: 38.22%2026-08-19: 37.51%2026-08-20: 41.78%2026-08-21: 33.32%2026-08-24: 34.64%2026-08-25: 34.87%2026-08-26: 33.70%2026-08-27: 31.65%2026-08-28: 31.51%2026-08-31: 33.02%2026-09-01: 32.54%2026-09-02: 32.34%2026-09-03: 31.92%2026-09-04: 34.45%2026-09-08: 32.86%2026-09-09: 33.12%2026-09-10: 35.26%2026-09-11: 33.07%2026-09-14: 34.84%2026-09-15: 37.92%2026-09-16: 38.61%2026-09-17: 37.41%2026-09-18: 31.11%2026-09-21: 30.15%2026-09-22: 30.48%2026-09-23: 30.33%2026-09-24: 30.90%2026-09-25: 31.08%2026-09-28: 29.98%2026-09-29: 29.27%2026-09-30: 28.93%2026-10-01: 30.13%2026-10-02: 27.19%2026-10-05: 28.62%2026-10-06: 27.21%2026-10-07: 30.01%2026-10-08: 28.68%2026-10-09: 26.83%2026-10-12: 29.10%2026-10-13: 30.47%2026-10-14: 34.41%2026-10-16: 30.85%2026-10-19: 30.53%2026-10-20: 30.70%2026-10-21: 28.95%2026-10-22: 31.45%2026-10-23: 32.03%2026-10-26: 30.66%2026-10-27: 30.66%2026-10-28: 29.83%2026-10-29: 29.33%2026-10-30: 33.58%Aug 13Sep 22Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
33.12%
32.58%
33.66%
38.22%
37.51%
41.78%
33.32%
34.64%
34.87%
33.70%
31.65%
31.51%
33.02%
32.54%
32.34%
31.92%
34.45%
32.86%
33.12%
35.26%
33.07%
34.84%
37.92%
38.61%
37.41%
31.11%
30.15%
30.48%
30.33%
30.90%
31.08%
29.98%
29.27%
28.93%
30.13%
27.19%
28.62%
27.21%
30.01%
28.68%
26.83%
29.10%
30.47%
34.41%
30.85%
30.53%
30.70%
28.95%
31.45%
32.03%
30.66%
30.66%
29.83%
29.33%
33.58%