Truth Social America First ETF MAGA
i
Market dataready · fetched 2026-11-12T03:00:07.636Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-12T01:00:00.05915672Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:00:07.291074+00:00
Truth Social America First ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 50.74 | 108.8% | 13.9% | |||
| 25Δ | 64.37 | 95.0% | 13.8% | 53.29 | 83.0% | 9.5% |
| 30Δ | 61.62 | 73.6% | 9.0% | 54.89 | 66.8% | 6.8% |
| 35Δ | 59.97 | 58.9% | 6.2% | 55.95 | 56.6% | 5.0% |
| 40Δ | 58.96 | 49.5% | 4.5% | 56.68 | 49.3% | 3.8% |
| 45Δ | 58.31 | 43.4% | 3.4% | 57.26 | 44.4% | 3.0% |
| 50Δ | 57.79 | 39.0% | 2.7% | 57.74 | 41.4% | 2.4% |
| 55Δ | 57.38 | 36.3% | 2.1% | 58.17 | 38.7% | 1.9% |
| 60Δ | 56.98 | 33.6% | 1.6% | 58.54 | 36.4% | 1.5% |
| 65Δ | 56.70 | 31.3% | 1.4% | 58.91 | 34.2% | 1.1% |
| 70Δ | 56.42 | 29.0% | 1.1% | 59.30 | 32.8% | 0.9% |
| 75Δ | 56.14 | 26.6% | 0.8% | 59.69 | 31.6% | 0.6% |
| 80Δ | 60.33 | 33.1% | 0.5% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 50.74
- IV
- 108.8%
- B/E move
- 13.9%
25Δ
- Pseudo strike
- 64.37
- IV
- 95.0%
- B/E move
- 13.8%
- Pseudo strike
- 53.29
- IV
- 83.0%
- B/E move
- 9.5%
30Δ
- Pseudo strike
- 61.62
- IV
- 73.6%
- B/E move
- 9.0%
- Pseudo strike
- 54.89
- IV
- 66.8%
- B/E move
- 6.8%
35Δ
- Pseudo strike
- 59.97
- IV
- 58.9%
- B/E move
- 6.2%
- Pseudo strike
- 55.95
- IV
- 56.6%
- B/E move
- 5.0%
40Δ
- Pseudo strike
- 58.96
- IV
- 49.5%
- B/E move
- 4.5%
- Pseudo strike
- 56.68
- IV
- 49.3%
- B/E move
- 3.8%
45Δ
- Pseudo strike
- 58.31
- IV
- 43.4%
- B/E move
- 3.4%
- Pseudo strike
- 57.26
- IV
- 44.4%
- B/E move
- 3.0%
50Δ
- Pseudo strike
- 57.79
- IV
- 39.0%
- B/E move
- 2.7%
- Pseudo strike
- 57.74
- IV
- 41.4%
- B/E move
- 2.4%
55Δ
- Pseudo strike
- 57.38
- IV
- 36.3%
- B/E move
- 2.1%
- Pseudo strike
- 58.17
- IV
- 38.7%
- B/E move
- 1.9%
60Δ
- Pseudo strike
- 56.98
- IV
- 33.6%
- B/E move
- 1.6%
- Pseudo strike
- 58.54
- IV
- 36.4%
- B/E move
- 1.5%
65Δ
- Pseudo strike
- 56.70
- IV
- 31.3%
- B/E move
- 1.4%
- Pseudo strike
- 58.91
- IV
- 34.2%
- B/E move
- 1.1%
70Δ
- Pseudo strike
- 56.42
- IV
- 29.0%
- B/E move
- 1.1%
- Pseudo strike
- 59.30
- IV
- 32.8%
- B/E move
- 0.9%
75Δ
- Pseudo strike
- 56.14
- IV
- 26.6%
- B/E move
- 0.8%
- Pseudo strike
- 59.69
- IV
- 31.6%
- B/E move
- 0.6%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 60.33
- IV
- 33.1%
- B/E move
- 0.5%
Options history
Table
| Date | IV (%) |
|---|---|
| 35.57% | |
| 54.01% | |
| 54.40% | |
| 54.40% | |
| 55.24% | |
| 56.94% | |
| 57.66% | |
| 38.40% | |
| 32.48% | |
| 20.72% |