IntraAlpha
Create free account Start free

Aptus Enhanced Yield ETF JUCY

i

Market datapartial · fetched 2026-10-22T21:22:07.258Z

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 · 2026-10-22T20:10:03.844767939Z

FundamentalsAlpha Vantage · unavailable

Share price$21.85
1D+0.1%
AH$21.78$21.80$21.82$21.84$21.865:30 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$0.35$1.02$1.69$2.35$3.02$19.37$20.53$21.69$22.84$24.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive JUCY spot · $21.85JUCY PRICE$0.42$0.42$0.42$0.42$0.42$0.42$0.44$0.50$0.57$0.63$0.69$0.75$0.81$0.42$0.42$0.42$0.48$0.54$0.61$0.67$0.81$0.95$1.09$1.23$1.64$2.83
PutsExpensive3.86×
CallsExpensive3.31×
SkewBearish+5.32 pp
Implied moveBearish±$1.11
TiltBearish27.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.2367.6%22.0%19.3557.9%13.4%
25Δ24.3849.9%13.5%20.2744.4%9.2%
30Δ23.6741.5%10.3%20.9234.7%6.2%
35Δ23.2235.4%8.2%21.2231.8%5.1%
40Δ22.7729.2%6.2%21.4829.9%4.2%
45Δ22.3223.1%4.1%21.7328.0%3.3%
50Δ21.9618.5%2.5%21.9826.1%2.5%
55Δ21.8317.7%2.2%22.2025.9%2.1%
60Δ21.7016.9%1.9%22.4225.9%1.7%
65Δ21.5816.1%1.6%22.6325.8%1.4%
70Δ21.4515.3%1.3%22.8525.8%1.0%
75Δ21.3214.5%1.0%23.3029.6%0.8%
80Δ21.1913.7%0.7%24.4842.9%0.9%

20Δ

Calls
Pseudo strike
26.23
IV
67.6%
B/E move
22.0%
Puts
Pseudo strike
19.35
IV
57.9%
B/E move
13.4%

25Δ

Calls
Pseudo strike
24.38
IV
49.9%
B/E move
13.5%
Puts
Pseudo strike
20.27
IV
44.4%
B/E move
9.2%

30Δ

Calls
Pseudo strike
23.67
IV
41.5%
B/E move
10.3%
Puts
Pseudo strike
20.92
IV
34.7%
B/E move
6.2%

35Δ

Calls
Pseudo strike
23.22
IV
35.4%
B/E move
8.2%
Puts
Pseudo strike
21.22
IV
31.8%
B/E move
5.1%

40Δ

Calls
Pseudo strike
22.77
IV
29.2%
B/E move
6.2%
Puts
Pseudo strike
21.48
IV
29.9%
B/E move
4.2%

45Δ

Calls
Pseudo strike
22.32
IV
23.1%
B/E move
4.1%
Puts
Pseudo strike
21.73
IV
28.0%
B/E move
3.3%

50Δ

Calls
Pseudo strike
21.96
IV
18.5%
B/E move
2.5%
Puts
Pseudo strike
21.98
IV
26.1%
B/E move
2.5%

55Δ

Calls
Pseudo strike
21.83
IV
17.7%
B/E move
2.2%
Puts
Pseudo strike
22.20
IV
25.9%
B/E move
2.1%

60Δ

Calls
Pseudo strike
21.70
IV
16.9%
B/E move
1.9%
Puts
Pseudo strike
22.42
IV
25.9%
B/E move
1.7%

65Δ

Calls
Pseudo strike
21.58
IV
16.1%
B/E move
1.6%
Puts
Pseudo strike
22.63
IV
25.8%
B/E move
1.4%

70Δ

Calls
Pseudo strike
21.45
IV
15.3%
B/E move
1.3%
Puts
Pseudo strike
22.85
IV
25.8%
B/E move
1.0%

75Δ

Calls
Pseudo strike
21.32
IV
14.5%
B/E move
1.0%
Puts
Pseudo strike
23.30
IV
29.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
21.19
IV
13.7%
B/E move
0.7%
Puts
Pseudo strike
24.48
IV
42.9%
B/E move
0.9%

Options history

No recorded observations