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Innovator Deepwater Frontier Tech ETF LOUP

i

Market dataready · fetched 2026-11-12T02:16:07.479Z

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 · 2026-11-12T01:00:00.147197269Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:16:07.109284+00:00

Share price$72.17
1D+1.4%
AH$71.21$71.76$72.31$72.86$73.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLOUP
Sold putSold callAH

Innovator Deepwater Frontier Tech ETF options

Live interpolated LOUP call and put midpoint premiums by absolute delta.Innovator Deepwater Frontier Tech ETF$0.47$1.89$3.31$4.73$6.15$63.24$67.47$71.70$75.92$80.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive LOUP spot · $72.17LOUP PRICE$0.97$1.03$1.14$1.26$1.41$1.59$1.87$2.17$2.50$3.08$3.75$4.61$5.74$0.63$0.96$1.22$1.31$1.40$1.50$1.64$1.80$2.13$2.58$2.83$3.04
Puts——
CallsCheap0.92×
Skew——
Implied moveBullish±$3.50
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ81.1782.9%13.8%68.0047.8%6.6%
25Δ77.7465.0%9.1%68.5853.2%6.3%
30Δ76.0056.3%6.9%69.3155.1%5.7%
35Δ74.6950.1%5.2%70.3148.3%4.4%
40Δ73.7746.0%4.2%71.0443.2%3.5%
45Δ73.0343.6%3.4%71.7738.0%2.6%
50Δ72.4143.1%2.9%72.3235.0%2.1%
55Δ71.7942.8%2.5%72.7933.1%1.6%
60Δ71.1842.8%2.1%73.3233.2%1.3%
65Δ70.4245.6%1.8%73.9135.1%1.2%
70Δ69.5848.8%1.6%74.3433.5%0.9%
75Δ68.5552.4%1.4%74.7531.3%0.6%
80Δ67.2457.1%1.1%

20Δ

Calls
Pseudo strike
81.17
IV
82.9%
B/E move
13.8%
Puts
Pseudo strike
68.00
IV
47.8%
B/E move
6.6%

25Δ

Calls
Pseudo strike
77.74
IV
65.0%
B/E move
9.1%
Puts
Pseudo strike
68.58
IV
53.2%
B/E move
6.3%

30Δ

Calls
Pseudo strike
76.00
IV
56.3%
B/E move
6.9%
Puts
Pseudo strike
69.31
IV
55.1%
B/E move
5.7%

35Δ

Calls
Pseudo strike
74.69
IV
50.1%
B/E move
5.2%
Puts
Pseudo strike
70.31
IV
48.3%
B/E move
4.4%

40Δ

Calls
Pseudo strike
73.77
IV
46.0%
B/E move
4.2%
Puts
Pseudo strike
71.04
IV
43.2%
B/E move
3.5%

45Δ

Calls
Pseudo strike
73.03
IV
43.6%
B/E move
3.4%
Puts
Pseudo strike
71.77
IV
38.0%
B/E move
2.6%

50Δ

Calls
Pseudo strike
72.41
IV
43.1%
B/E move
2.9%
Puts
Pseudo strike
72.32
IV
35.0%
B/E move
2.1%

55Δ

Calls
Pseudo strike
71.79
IV
42.8%
B/E move
2.5%
Puts
Pseudo strike
72.79
IV
33.1%
B/E move
1.6%

60Δ

Calls
Pseudo strike
71.18
IV
42.8%
B/E move
2.1%
Puts
Pseudo strike
73.32
IV
33.2%
B/E move
1.3%

65Δ

Calls
Pseudo strike
70.42
IV
45.6%
B/E move
1.8%
Puts
Pseudo strike
73.91
IV
35.1%
B/E move
1.2%

70Δ

Calls
Pseudo strike
69.58
IV
48.8%
B/E move
1.6%
Puts
Pseudo strike
74.34
IV
33.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
68.55
IV
52.4%
B/E move
1.4%
Puts
Pseudo strike
74.75
IV
31.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
67.24
IV
57.1%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend40.62%
Daily EOD
LOUP34.2%37.6%41.1%2026-10-19: 34.63%2026-10-20: 35.61%2026-10-21: 35.23%2026-10-22: 37.28%2026-10-23: 38.06%2026-10-26: 36.71%2026-10-27: 36.79%2026-10-28: 36.33%2026-10-29: 35.74%2026-10-30: 40.62%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.63%
35.61%
35.23%
37.28%
38.06%
36.71%
36.79%
36.33%
35.74%
40.62%