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VegaShares ETF Trust VegaShares SPX NDX RTY Premium Income ETF ODTE

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Market datapartial · fetched 2026-10-22T23:10:13.344Z

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 · 2026-10-22T20:00:00.212582359Z

FundamentalsAlpha Vantage · unavailable

Share price$24.18
1D+0.0%
AH$24.11$24.11$24.12$24.13$24.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMODTE
Sold putSold callAH

VegaShares ETF Trust VegaShares SPX NDX RTY Premium Income ETF options

Live interpolated ODTE call and put midpoint premiums by absolute delta.VegaShares ETF Trust VegaShares SPX NDX RTY Premium Income ETF$0.27$1.03$1.80$2.57$3.34$21.22$22.59$23.96$25.33$26.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ODTE spot · $24.18ODTE PRICE$0.35$0.35$0.36$0.38$0.42$0.46$0.49$0.53$0.57$0.68$0.79$0.90$1.01$0.40$0.43$0.47$0.52$0.57$0.65$0.77$0.88$1.00$1.11$1.58$2.07$3.12
PutsCheap0.91×
CallsCheap0.78×
SkewBearish+9.56 pp
Implied moveBearish±$1.26
TiltBearish30.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.5749.4%15.5%21.5951.4%12.4%
25Δ26.1636.5%9.7%22.4541.9%8.9%
30Δ25.5130.0%7.0%23.1334.8%6.3%
35Δ24.9824.6%4.9%23.4731.6%5.1%
40Δ24.7922.9%4.3%23.8128.5%3.9%
45Δ24.6021.2%3.6%24.1026.6%3.0%
50Δ24.4019.5%3.0%24.3226.2%2.6%
55Δ24.2117.8%2.3%24.5425.8%2.1%
60Δ24.0116.1%1.7%24.7625.4%1.7%
65Δ23.8415.8%1.4%24.9825.0%1.3%
70Δ23.6715.5%1.2%25.4729.3%1.1%
75Δ23.5015.2%0.9%26.0034.2%1.0%
80Δ23.3314.9%0.7%27.0743.1%0.9%

20Δ

Calls
Pseudo strike
27.57
IV
49.4%
B/E move
15.5%
Puts
Pseudo strike
21.59
IV
51.4%
B/E move
12.4%

25Δ

Calls
Pseudo strike
26.16
IV
36.5%
B/E move
9.7%
Puts
Pseudo strike
22.45
IV
41.9%
B/E move
8.9%

30Δ

Calls
Pseudo strike
25.51
IV
30.0%
B/E move
7.0%
Puts
Pseudo strike
23.13
IV
34.8%
B/E move
6.3%

35Δ

Calls
Pseudo strike
24.98
IV
24.6%
B/E move
4.9%
Puts
Pseudo strike
23.47
IV
31.6%
B/E move
5.1%

40Δ

Calls
Pseudo strike
24.79
IV
22.9%
B/E move
4.3%
Puts
Pseudo strike
23.81
IV
28.5%
B/E move
3.9%

45Δ

Calls
Pseudo strike
24.60
IV
21.2%
B/E move
3.6%
Puts
Pseudo strike
24.10
IV
26.6%
B/E move
3.0%

50Δ

Calls
Pseudo strike
24.40
IV
19.5%
B/E move
3.0%
Puts
Pseudo strike
24.32
IV
26.2%
B/E move
2.6%

55Δ

Calls
Pseudo strike
24.21
IV
17.8%
B/E move
2.3%
Puts
Pseudo strike
24.54
IV
25.8%
B/E move
2.1%

60Δ

Calls
Pseudo strike
24.01
IV
16.1%
B/E move
1.7%
Puts
Pseudo strike
24.76
IV
25.4%
B/E move
1.7%

65Δ

Calls
Pseudo strike
23.84
IV
15.8%
B/E move
1.4%
Puts
Pseudo strike
24.98
IV
25.0%
B/E move
1.3%

70Δ

Calls
Pseudo strike
23.67
IV
15.5%
B/E move
1.2%
Puts
Pseudo strike
25.47
IV
29.3%
B/E move
1.1%

75Δ

Calls
Pseudo strike
23.50
IV
15.2%
B/E move
0.9%
Puts
Pseudo strike
26.00
IV
34.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
23.33
IV
14.9%
B/E move
0.7%
Puts
Pseudo strike
27.07
IV
43.1%
B/E move
0.9%

Options history

No recorded observations