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OneAscent Core Plus Bond ETF OACP

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Market dataready · fetched 2026-11-12T03:05:45.313Z

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 · 2026-11-12T01:00:00.050202033Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:05:44.977872+00:00

Share price$21.99
1D+0.1%
AH$21.95$21.96$21.98$21.99$22.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOACP
Sold putSold callAH

OneAscent Core Plus Bond ETF options

Live interpolated OACP call and put midpoint premiums by absolute delta.OneAscent Core Plus Bond ETF$0.58$0.77$0.97$1.16$1.35$19.31$20.72$22.12$23.52$24.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OACP spot · $21.99OACP PRICE$0.60$0.60$0.60$0.60$0.61$0.61$0.62$0.69$0.78$0.87$0.96$1.05$1.15$0.60$0.60$0.60$0.60$0.61$0.62$0.66$0.75$0.84$0.93$1.02$1.11$1.30
PutsExpensive10.81×
CallsExpensive16.57×
SkewBullish-7.87 pp
Implied moveBearish±$1.28
TiltBearish2.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.89179.1%34.1%18.71142.6%17.6%
25Δ25.77130.7%19.9%19.92108.7%12.1%
30Δ24.40103.8%13.7%20.6487.8%8.8%
35Δ23.4182.3%9.2%21.1572.7%6.5%
40Δ22.8067.9%6.5%21.4762.8%5.1%
45Δ22.4658.4%4.9%21.7953.0%3.7%
50Δ22.1148.8%3.4%22.0645.8%2.7%
55Δ21.8844.7%2.7%22.2344.1%2.3%
60Δ21.7143.2%2.3%22.4042.5%1.9%
65Δ21.5341.6%1.9%22.5840.8%1.5%
70Δ21.3640.1%1.5%22.7539.1%1.2%
75Δ21.1838.5%1.1%22.9237.4%0.8%
80Δ21.0137.0%0.8%23.1736.5%0.5%

20Δ

Calls
Pseudo strike
28.89
IV
179.1%
B/E move
34.1%
Puts
Pseudo strike
18.71
IV
142.6%
B/E move
17.6%

25Δ

Calls
Pseudo strike
25.77
IV
130.7%
B/E move
19.9%
Puts
Pseudo strike
19.92
IV
108.7%
B/E move
12.1%

30Δ

Calls
Pseudo strike
24.40
IV
103.8%
B/E move
13.7%
Puts
Pseudo strike
20.64
IV
87.8%
B/E move
8.8%

35Δ

Calls
Pseudo strike
23.41
IV
82.3%
B/E move
9.2%
Puts
Pseudo strike
21.15
IV
72.7%
B/E move
6.5%

40Δ

Calls
Pseudo strike
22.80
IV
67.9%
B/E move
6.5%
Puts
Pseudo strike
21.47
IV
62.8%
B/E move
5.1%

45Δ

Calls
Pseudo strike
22.46
IV
58.4%
B/E move
4.9%
Puts
Pseudo strike
21.79
IV
53.0%
B/E move
3.7%

50Δ

Calls
Pseudo strike
22.11
IV
48.8%
B/E move
3.4%
Puts
Pseudo strike
22.06
IV
45.8%
B/E move
2.7%

55Δ

Calls
Pseudo strike
21.88
IV
44.7%
B/E move
2.7%
Puts
Pseudo strike
22.23
IV
44.1%
B/E move
2.3%

60Δ

Calls
Pseudo strike
21.71
IV
43.2%
B/E move
2.3%
Puts
Pseudo strike
22.40
IV
42.5%
B/E move
1.9%

65Δ

Calls
Pseudo strike
21.53
IV
41.6%
B/E move
1.9%
Puts
Pseudo strike
22.58
IV
40.8%
B/E move
1.5%

70Δ

Calls
Pseudo strike
21.36
IV
40.1%
B/E move
1.5%
Puts
Pseudo strike
22.75
IV
39.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
21.18
IV
38.5%
B/E move
1.1%
Puts
Pseudo strike
22.92
IV
37.4%
B/E move
0.8%

80Δ

Calls
Pseudo strike
21.01
IV
37.0%
B/E move
0.8%
Puts
Pseudo strike
23.17
IV
36.5%
B/E move
0.5%

Options history

IV · four-Friday blend26.69%
Daily EOD
OACP15.6%94.5%173.5%2026-10-20: 113.00%2026-10-21: 144.44%2026-10-26: 26.48%2026-10-28: 158.74%2026-10-29: 162.59%2026-10-30: 26.69%Oct 20Oct 26Oct 30
6 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
113.00%
144.44%
26.48%
158.74%
162.59%
26.69%