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Aptus Enhanced Yield ETF JUCY

i

Market dataready · fetched 2026-11-11T15:27:38.260Z

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 · 2026-11-11T14:49:36.472788613Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:27:37.842613+00:00

Share price$21.67
1D+0.1%
$21.63$21.65$21.66$21.67$21.685:30 AM6:30 AM9:00 AM1:00 PMJUCY
Sold putSold call

Aptus Enhanced Yield ETF options

Live interpolated JUCY call and put midpoint premiums by absolute delta.Aptus Enhanced Yield ETF$0.43$0.63$0.84$1.04$1.24$19.39$20.52$21.66$22.80$23.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JUCY spot · $21.67JUCY PRICE$0.45$0.45$0.45$0.45$0.45$0.47$0.53$0.60$0.66$0.72$0.78$0.84$1.02$0.45$0.45$0.45$0.47$0.55$0.63$0.71$0.79$0.87$0.94$1.02$1.10$1.18
PutsExpensive5.40×
CallsExpensive6.32×
SkewBearish+0.32 pp
Implied moveBearish±$1.24
TiltBearish9.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.34128.8%23.6%19.05107.9%14.2%
25Δ24.3294.8%14.3%20.0382.2%9.7%
30Δ23.2673.6%9.4%20.5767.0%7.1%
35Δ22.6960.4%6.8%21.0454.7%5.1%
40Δ22.2749.5%4.8%21.2252.3%4.6%
45Δ21.9441.9%3.4%21.3949.9%4.2%
50Δ21.7940.1%3.0%21.5747.5%3.7%
55Δ21.6338.2%2.6%21.7545.1%3.3%
60Δ21.4836.4%2.2%21.9242.7%2.8%
65Δ21.3334.5%1.7%22.1040.3%2.4%
70Δ21.1732.7%1.3%22.2837.9%1.9%
75Δ21.0230.8%0.9%22.4535.5%1.5%
80Δ20.7930.0%0.7%22.6333.1%1.0%

20Δ

Calls
Pseudo strike
26.34
IV
128.8%
B/E move
23.6%
Puts
Pseudo strike
19.05
IV
107.9%
B/E move
14.2%

25Δ

Calls
Pseudo strike
24.32
IV
94.8%
B/E move
14.3%
Puts
Pseudo strike
20.03
IV
82.2%
B/E move
9.7%

30Δ

Calls
Pseudo strike
23.26
IV
73.6%
B/E move
9.4%
Puts
Pseudo strike
20.57
IV
67.0%
B/E move
7.1%

35Δ

Calls
Pseudo strike
22.69
IV
60.4%
B/E move
6.8%
Puts
Pseudo strike
21.04
IV
54.7%
B/E move
5.1%

40Δ

Calls
Pseudo strike
22.27
IV
49.5%
B/E move
4.8%
Puts
Pseudo strike
21.22
IV
52.3%
B/E move
4.6%

45Δ

Calls
Pseudo strike
21.94
IV
41.9%
B/E move
3.4%
Puts
Pseudo strike
21.39
IV
49.9%
B/E move
4.2%

50Δ

Calls
Pseudo strike
21.79
IV
40.1%
B/E move
3.0%
Puts
Pseudo strike
21.57
IV
47.5%
B/E move
3.7%

55Δ

Calls
Pseudo strike
21.63
IV
38.2%
B/E move
2.6%
Puts
Pseudo strike
21.75
IV
45.1%
B/E move
3.3%

60Δ

Calls
Pseudo strike
21.48
IV
36.4%
B/E move
2.2%
Puts
Pseudo strike
21.92
IV
42.7%
B/E move
2.8%

65Δ

Calls
Pseudo strike
21.33
IV
34.5%
B/E move
1.7%
Puts
Pseudo strike
22.10
IV
40.3%
B/E move
2.4%

70Δ

Calls
Pseudo strike
21.17
IV
32.7%
B/E move
1.3%
Puts
Pseudo strike
22.28
IV
37.9%
B/E move
1.9%

75Δ

Calls
Pseudo strike
21.02
IV
30.8%
B/E move
0.9%
Puts
Pseudo strike
22.45
IV
35.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
20.79
IV
30.0%
B/E move
0.7%
Puts
Pseudo strike
22.63
IV
33.1%
B/E move
1.0%

Options history

IV · four-Friday blend21.24%
Daily EOD
JUCY21.1%21.6%22.1%2026-10-21: 21.20%2026-10-26: 21.37%2026-10-29: 22.05%2026-10-30: 21.24%Oct 21Oct 26Oct 30
4 observations2026-10-21 — 2026-10-30
Table
DateIV (%)
21.20%
21.37%
22.05%
21.24%