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Aptus Enhanced Yield ETF JUCY

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Market dataready · fetched 2026-10-22T11:16:51.488Z

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 · 2026-10-22T00:00:03.978605132Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T11:16:49.534522+00:00

Share price$21.80
1D-0.4%
AH$21.74$21.78$21.82$21.86$21.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMJUCY
Sold putSold callAH

Aptus Enhanced Yield ETF options

Live interpolated JUCY call and put midpoint premiums by absolute delta.Aptus Enhanced Yield ETF$0.37$0.92$1.47$2.02$2.58$19.39$20.55$21.72$22.88$24.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JUCY spot · $21.80JUCY PRICE$0.42$0.42$0.42$0.43$0.44$0.45$0.53$0.68$0.82$0.97$1.11$1.26$1.41$0.42$0.42$0.42$0.47$0.53$0.59$0.65$0.77$0.91$1.05$1.20$1.34$2.42
PutsExpensive3.69×
CallsExpensive3.44×
SkewBearish+2.46 pp
Implied moveBearish±$1.18
TiltBearish8.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.1767.3%22.0%19.3057.6%13.4%
25Δ24.3249.7%13.6%20.2244.1%9.2%
30Δ23.3638.8%9.1%20.8434.8%6.3%
35Δ22.8131.9%6.6%21.1831.0%5.0%
40Δ22.4827.3%5.2%21.4229.2%4.1%
45Δ22.1522.7%3.7%21.6727.3%3.3%
50Δ21.8820.5%2.8%21.9125.4%2.5%
55Δ21.6720.4%2.5%22.1324.7%2.0%
60Δ21.4620.3%2.2%22.3524.8%1.6%
65Δ21.2520.2%1.9%22.5624.8%1.3%
70Δ21.0320.1%1.6%22.7724.9%1.0%
75Δ20.8219.9%1.3%22.9924.9%0.7%
80Δ20.6119.8%1.0%24.0437.6%0.8%

20Δ

Calls
Pseudo strike
26.17
IV
67.3%
B/E move
22.0%
Puts
Pseudo strike
19.30
IV
57.6%
B/E move
13.4%

25Δ

Calls
Pseudo strike
24.32
IV
49.7%
B/E move
13.6%
Puts
Pseudo strike
20.22
IV
44.1%
B/E move
9.2%

30Δ

Calls
Pseudo strike
23.36
IV
38.8%
B/E move
9.1%
Puts
Pseudo strike
20.84
IV
34.8%
B/E move
6.3%

35Δ

Calls
Pseudo strike
22.81
IV
31.9%
B/E move
6.6%
Puts
Pseudo strike
21.18
IV
31.0%
B/E move
5.0%

40Δ

Calls
Pseudo strike
22.48
IV
27.3%
B/E move
5.2%
Puts
Pseudo strike
21.42
IV
29.2%
B/E move
4.1%

45Δ

Calls
Pseudo strike
22.15
IV
22.7%
B/E move
3.7%
Puts
Pseudo strike
21.67
IV
27.3%
B/E move
3.3%

50Δ

Calls
Pseudo strike
21.88
IV
20.5%
B/E move
2.8%
Puts
Pseudo strike
21.91
IV
25.4%
B/E move
2.5%

55Δ

Calls
Pseudo strike
21.67
IV
20.4%
B/E move
2.5%
Puts
Pseudo strike
22.13
IV
24.7%
B/E move
2.0%

60Δ

Calls
Pseudo strike
21.46
IV
20.3%
B/E move
2.2%
Puts
Pseudo strike
22.35
IV
24.8%
B/E move
1.6%

65Δ

Calls
Pseudo strike
21.25
IV
20.2%
B/E move
1.9%
Puts
Pseudo strike
22.56
IV
24.8%
B/E move
1.3%

70Δ

Calls
Pseudo strike
21.03
IV
20.1%
B/E move
1.6%
Puts
Pseudo strike
22.77
IV
24.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
20.82
IV
19.9%
B/E move
1.3%
Puts
Pseudo strike
22.99
IV
24.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
20.61
IV
19.8%
B/E move
1.0%
Puts
Pseudo strike
24.04
IV
37.6%
B/E move
0.8%

Options history

No recorded observations