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Virtus Terranova U.S. Quality Momentum ETF JOET

i

Market dataready · fetched 2026-11-13T01:25:52.070Z

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 · 2026-11-13T01:00:00.077674934Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:25:51.531286+00:00

Share price$45.11
1D-0.1%
AH$44.93$45.06$45.19$45.32$45.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJOET
Sold putSold callAH

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$0.96$1.06$1.15$1.25$1.34$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEJOET PRICE$0.97$0.97$0.97$1.01$1.09$1.20$1.28$1.29$1.30$1.31$1.32$0.97$0.97$1.00$1.02$1.07$1.13$1.13
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.48121.6%14.6%
25Δ50.81107.0%14.8%41.5692.8%10.0%
30Δ48.5082.9%9.7%42.8775.0%7.2%
35Δ47.1066.2%6.6%43.7462.7%5.3%
40Δ46.3156.7%4.9%44.3454.8%4.1%
45Δ45.7451.0%3.8%44.8448.6%3.1%
50Δ45.3047.7%3.1%
55Δ44.9444.0%2.4%
60Δ44.7439.5%2.0%
65Δ44.5534.9%1.6%
70Δ44.3530.3%1.2%
75Δ44.1625.7%0.8%
80Δ46.1617.0%0.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.48
IV
121.6%
B/E move
14.6%

25Δ

Calls
Pseudo strike
50.81
IV
107.0%
B/E move
14.8%
Puts
Pseudo strike
41.56
IV
92.8%
B/E move
10.0%

30Δ

Calls
Pseudo strike
48.50
IV
82.9%
B/E move
9.7%
Puts
Pseudo strike
42.87
IV
75.0%
B/E move
7.2%

35Δ

Calls
Pseudo strike
47.10
IV
66.2%
B/E move
6.6%
Puts
Pseudo strike
43.74
IV
62.7%
B/E move
5.3%

40Δ

Calls
Pseudo strike
46.31
IV
56.7%
B/E move
4.9%
Puts
Pseudo strike
44.34
IV
54.8%
B/E move
4.1%

45Δ

Calls
Pseudo strike
45.74
IV
51.0%
B/E move
3.8%
Puts
Pseudo strike
44.84
IV
48.6%
B/E move
3.1%

50Δ

Calls
Pseudo strike
45.30
IV
47.7%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
44.94
IV
44.0%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
44.74
IV
39.5%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
44.55
IV
34.9%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
44.35
IV
30.3%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
44.16
IV
25.7%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.16
IV
17.0%
B/E move
0.2%

Options history

IV · four-Friday blend20.55%
Daily close
JOET13.1%23.4%33.8%2026-08-14: 15.88%2026-08-18: 19.65%2026-08-20: 26.26%2026-08-21: 17.90%2026-08-24: 17.90%2026-08-25: 16.37%2026-08-26: 17.30%2026-08-27: 18.45%2026-08-28: 16.80%2026-08-31: 17.39%2026-09-01: 19.14%2026-09-02: 17.67%2026-09-03: 14.55%2026-09-04: 16.91%2026-09-08: 17.21%2026-09-09: 19.08%2026-09-10: 20.74%2026-09-11: 20.11%2026-09-14: 18.82%2026-09-15: 27.71%2026-09-16: 28.53%2026-09-17: 26.75%2026-09-18: 18.56%2026-09-21: 19.88%2026-09-22: 18.40%2026-09-23: 19.45%2026-09-24: 18.56%2026-09-25: 18.46%2026-09-28: 21.30%2026-09-29: 22.23%2026-09-30: 19.30%2026-10-01: 18.56%2026-10-02: 17.99%2026-10-05: 17.04%2026-10-06: 18.86%2026-10-07: 16.75%2026-10-08: 18.47%2026-10-09: 17.52%2026-10-12: 20.12%2026-10-14: 26.01%2026-10-15: 32.35%2026-10-16: 17.49%2026-10-19: 18.18%2026-10-20: 20.37%2026-10-21: 15.28%2026-10-22: 16.98%2026-10-23: 18.78%2026-10-26: 19.47%2026-10-27: 18.39%2026-10-28: 18.52%2026-10-29: 17.64%2026-10-30: 20.55%Aug 14Sep 23Oct 30
52 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
15.88%
19.65%
26.26%
17.90%
17.90%
16.37%
17.30%
18.45%
16.80%
17.39%
19.14%
17.67%
14.55%
16.91%
17.21%
19.08%
20.74%
20.11%
18.82%
27.71%
28.53%
26.75%
18.56%
19.88%
18.40%
19.45%
18.56%
18.46%
21.30%
22.23%
19.30%
18.56%
17.99%
17.04%
18.86%
16.75%
18.47%
17.52%
20.12%
26.01%
32.35%
17.49%
18.18%
20.37%
15.28%
16.98%
18.78%
19.47%
18.39%
18.52%
17.64%
20.55%