Share price$21.99
1D+0.2%
Sold putSold call
OneAscent Core Plus Bond ETF OACP
i
Market dataready · fetched 2026-10-22T16:38:47.154Z
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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T16:19:10.205576414Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T16:29:31.744451+00:00
OneAscent Core Plus Bond ETF options
PutsExpensive27.00×
CallsExpensive26.63×
SkewBullish-9.32 pp
Implied move——
TiltBearish44.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.91 | 380.7% | 50.4% | |||
| 25Δ | 17.99 | 315.0% | 40.9% | |||
| 30Δ | 19.72 | 266.2% | 33.0% | |||
| 35Δ | 21.17 | 227.7% | 26.5% | |||
| 40Δ | 22.35 | 197.2% | 21.1% | |||
| 45Δ | 23.32 | 172.0% | 16.7% | |||
| 50Δ | 24.13 | 150.7% | 13.0% | |||
| 55Δ | 26.48 | 262.4% | 43.2% | 24.78 | 133.0% | 10.0% |
| 60Δ | 22.78 | 215.4% | 26.3% | 25.29 | 117.9% | 7.7% |
| 65Δ | 20.67 | 179.4% | 16.8% | 25.73 | 104.3% | 5.7% |
| 70Δ | 19.37 | 150.8% | 10.8% | 26.09 | 92.2% | 4.1% |
| 75Δ | 18.55 | 127.7% | 7.1% | 26.33 | 82.4% | 3.1% |
| 80Δ | 26.57 | 72.6% | 2.1% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 15.91
- IV
- 380.7%
- B/E move
- 50.4%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 17.99
- IV
- 315.0%
- B/E move
- 40.9%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 19.72
- IV
- 266.2%
- B/E move
- 33.0%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 21.17
- IV
- 227.7%
- B/E move
- 26.5%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 22.35
- IV
- 197.2%
- B/E move
- 21.1%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 23.32
- IV
- 172.0%
- B/E move
- 16.7%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 24.13
- IV
- 150.7%
- B/E move
- 13.0%
55Δ
- Pseudo strike
- 26.48
- IV
- 262.4%
- B/E move
- 43.2%
- Pseudo strike
- 24.78
- IV
- 133.0%
- B/E move
- 10.0%
60Δ
- Pseudo strike
- 22.78
- IV
- 215.4%
- B/E move
- 26.3%
- Pseudo strike
- 25.29
- IV
- 117.9%
- B/E move
- 7.7%
65Δ
- Pseudo strike
- 20.67
- IV
- 179.4%
- B/E move
- 16.8%
- Pseudo strike
- 25.73
- IV
- 104.3%
- B/E move
- 5.7%
70Δ
- Pseudo strike
- 19.37
- IV
- 150.8%
- B/E move
- 10.8%
- Pseudo strike
- 26.09
- IV
- 92.2%
- B/E move
- 4.1%
75Δ
- Pseudo strike
- 18.55
- IV
- 127.7%
- B/E move
- 7.1%
- Pseudo strike
- 26.33
- IV
- 82.4%
- B/E move
- 3.1%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 26.57
- IV
- 72.6%
- B/E move
- 2.1%
Options history
No recorded observations