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Innovator Deepwater Frontier Tech ETF LOUP

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Market datapartial · fetched 2026-10-22T23:45:30.606Z

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 · 2026-10-22T22:30:00.003511939Z

FundamentalsAlpha Vantage · unavailable

Share price$77.27
1D-3.4%
AH$76.62$77.52$78.41$79.30$80.195:30 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$1.01$3.53$6.06$8.59$11.12$65.30$73.17$81.04$88.92$96.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LOUP spot · $77.27LOUP PRICE$1.28$1.49$1.74$1.99$2.39$2.90$3.42$3.94$5.00$6.00$7.20$7.94$10.39$1.66$1.74$2.10$2.43$2.84$3.08$3.45$4.24$4.53$5.02$5.74$6.48$7.70
PutsFair1.02×
CallsExpensive1.64×
SkewBullish-5.99 pp
Implied moveBalanced±$6.87
TiltBullish4.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.8456.7%17.9%67.8363.0%14.4%
25Δ85.9249.0%13.1%71.2549.8%10.0%
30Δ83.5545.0%10.4%72.9747.2%8.3%
35Δ81.6641.4%8.3%74.4544.2%6.8%
40Δ80.3440.9%7.1%75.7242.7%5.7%
45Δ79.2342.0%6.3%76.9039.0%4.5%
50Δ78.0742.3%5.5%77.9337.1%3.6%
55Δ76.8941.9%4.6%79.0638.9%3.2%
60Δ75.6246.4%4.3%79.9336.0%2.4%
65Δ74.2148.7%3.8%80.8634.6%1.9%
70Δ72.6051.3%3.3%81.9134.2%1.4%
75Δ71.2849.2%2.5%82.9733.4%1.0%
80Δ68.5956.9%2.2%84.4434.1%0.7%

20Δ

Calls
Pseudo strike
89.84
IV
56.7%
B/E move
17.9%
Puts
Pseudo strike
67.83
IV
63.0%
B/E move
14.4%

25Δ

Calls
Pseudo strike
85.92
IV
49.0%
B/E move
13.1%
Puts
Pseudo strike
71.25
IV
49.8%
B/E move
10.0%

30Δ

Calls
Pseudo strike
83.55
IV
45.0%
B/E move
10.4%
Puts
Pseudo strike
72.97
IV
47.2%
B/E move
8.3%

35Δ

Calls
Pseudo strike
81.66
IV
41.4%
B/E move
8.3%
Puts
Pseudo strike
74.45
IV
44.2%
B/E move
6.8%

40Δ

Calls
Pseudo strike
80.34
IV
40.9%
B/E move
7.1%
Puts
Pseudo strike
75.72
IV
42.7%
B/E move
5.7%

45Δ

Calls
Pseudo strike
79.23
IV
42.0%
B/E move
6.3%
Puts
Pseudo strike
76.90
IV
39.0%
B/E move
4.5%

50Δ

Calls
Pseudo strike
78.07
IV
42.3%
B/E move
5.5%
Puts
Pseudo strike
77.93
IV
37.1%
B/E move
3.6%

55Δ

Calls
Pseudo strike
76.89
IV
41.9%
B/E move
4.6%
Puts
Pseudo strike
79.06
IV
38.9%
B/E move
3.2%

60Δ

Calls
Pseudo strike
75.62
IV
46.4%
B/E move
4.3%
Puts
Pseudo strike
79.93
IV
36.0%
B/E move
2.4%

65Δ

Calls
Pseudo strike
74.21
IV
48.7%
B/E move
3.8%
Puts
Pseudo strike
80.86
IV
34.6%
B/E move
1.9%

70Δ

Calls
Pseudo strike
72.60
IV
51.3%
B/E move
3.3%
Puts
Pseudo strike
81.91
IV
34.2%
B/E move
1.4%

75Δ

Calls
Pseudo strike
71.28
IV
49.2%
B/E move
2.5%
Puts
Pseudo strike
82.97
IV
33.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
68.59
IV
56.9%
B/E move
2.2%
Puts
Pseudo strike
84.44
IV
34.1%
B/E move
0.7%

Options history

No recorded observations