VistaShares Target 15 Berkshire Select Income ETF OMAH
i
Market dataready · fetched 2026-11-13T02:09:54.007Z
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 · 2026-11-13T01:00:00.040828491Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:09:53.351774+00:00
VistaShares Target 15 Berkshire Select Income ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.56 | 200.3% | 36.6% | 15.45 | 161.2% | 18.8% |
| 25Δ | 21.74 | 145.9% | 21.2% | 16.19 | 134.5% | 14.8% |
| 30Δ | 16.48 | 124.1% | 13.3% | |||
| 35Δ | 16.78 | 113.7% | 11.9% | |||
| 40Δ | 17.08 | 103.3% | 10.4% | |||
| 45Δ | 17.38 | 92.8% | 8.9% | |||
| 50Δ | 17.67 | 82.4% | 7.4% | |||
| 55Δ | 17.97 | 72.0% | 5.9% | |||
| 60Δ | 18.27 | 61.6% | 4.5% | |||
| 65Δ | 18.56 | 51.1% | 3.0% | |||
| 70Δ | 18.86 | 40.7% | 1.5% | |||
| 75Δ | ||||||
| 80Δ | 17.83 | 23.0% | 0.4% | |||
20Δ
- Pseudo strike
- 24.56
- IV
- 200.3%
- B/E move
- 36.6%
- Pseudo strike
- 15.45
- IV
- 161.2%
- B/E move
- 18.8%
25Δ
- Pseudo strike
- 21.74
- IV
- 145.9%
- B/E move
- 21.2%
- Pseudo strike
- 16.19
- IV
- 134.5%
- B/E move
- 14.8%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 16.48
- IV
- 124.1%
- B/E move
- 13.3%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 16.78
- IV
- 113.7%
- B/E move
- 11.9%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 17.08
- IV
- 103.3%
- B/E move
- 10.4%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 17.38
- IV
- 92.8%
- B/E move
- 8.9%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 17.67
- IV
- 82.4%
- B/E move
- 7.4%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 17.97
- IV
- 72.0%
- B/E move
- 5.9%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 18.27
- IV
- 61.6%
- B/E move
- 4.5%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 18.56
- IV
- 51.1%
- B/E move
- 3.0%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 18.86
- IV
- 40.7%
- B/E move
- 1.5%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 17.83
- IV
- 23.0%
- B/E move
- 0.4%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 30.30% | |
| 25.33% | |
| 30.83% | |
| 26.94% | |
| 30.96% |