IntraAlpha
Create free account Start free

Virtus Terranova U.S. Quality Momentum ETF JOET

i

Market datapartial · fetched 2026-10-23T15:07:24.110Z

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 · 2026-10-23T15:05:40.667985829Z

FundamentalsAlpha Vantage · unavailable

Share price$45.14
1D+0.5%
$44.84$44.92$45.01$45.09$45.175:30 AM6:30 AM9:00 AM1:00 PMJOET
Sold putSold call

Virtus Terranova U.S. Quality Momentum ETF options

Live interpolated JOET call and put midpoint premiums by absolute delta.Virtus Terranova U.S. Quality Momentum ETF$0.45$0.87$1.30$1.72$2.15$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEJOET PRICE$0.50$0.57$0.64$0.72$0.79$0.86$0.94$1.01$1.19$1.39$1.59$1.68$2.03
PutsFair1.04×
CallsExpensive1.80×
SkewBullish-8.35 pp
Implied move——
TiltBullish46.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.1448.2%18.8%
25Δ52.0044.0%16.5%
30Δ50.8739.7%14.1%
35Δ49.7435.5%11.8%
40Δ48.6131.2%9.4%
45Δ47.4727.0%7.1%
50Δ46.3422.7%4.7%
55Δ45.2118.5%2.4%
60Δ44.7517.9%1.8%
65Δ44.4418.0%1.5%46.3820.3%1.0%
70Δ44.1418.2%1.3%46.8121.4%0.8%
75Δ
80Δ

20Δ

Calls
Pseudo strike
53.14
IV
48.2%
B/E move
18.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
52.00
IV
44.0%
B/E move
16.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
50.87
IV
39.7%
B/E move
14.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
49.74
IV
35.5%
B/E move
11.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
48.61
IV
31.2%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
47.47
IV
27.0%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
46.34
IV
22.7%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
45.21
IV
18.5%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
44.75
IV
17.9%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
44.44
IV
18.0%
B/E move
1.5%
Puts
Pseudo strike
46.38
IV
20.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
44.14
IV
18.2%
B/E move
1.3%
Puts
Pseudo strike
46.81
IV
21.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations