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EA Series Trust Militia Long/Short Equity ETF ORR

i

Market dataready · fetched 2026-11-12T00:58:07.336Z

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 · 2026-11-12T00:42:32.018072488Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:58:06.986248+00:00

Share price$39.59
1D-0.0%
AH$39.42$39.48$39.55$39.62$39.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMORR
Sold putSold callAH

EA Series Trust Militia Long/Short Equity ETF options

Live interpolated ORR call and put midpoint premiums by absolute delta.EA Series Trust Militia Long/Short Equity ETF$0.50$0.82$1.14$1.46$1.78$38.14$39.00$39.86$40.73$41.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive ORR spot · $39.59ORR PRICE$0.65$0.55$0.66$0.69$0.73$0.81$0.89$0.97$1.05$1.26$1.47$1.69$0.65$0.54$0.63$0.72$0.79$0.86$0.93$1.00$1.07$1.14$1.22$1.29
Puts——
Calls——
Skew——
Implied moveBearish±$1.67
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.86101.8%17.5%35.5689.5%11.8%
25Δ
30Δ41.3447.8%5.8%38.2844.3%4.7%
35Δ40.9147.4%5.0%38.7042.1%3.9%
40Δ40.4441.7%3.9%39.0739.7%3.1%
45Δ39.9836.2%2.8%39.3536.9%2.6%
50Δ39.7434.2%2.4%39.6334.2%2.1%
55Δ39.4932.2%2.0%39.9031.5%1.5%
60Δ39.2530.3%1.6%40.1029.2%1.2%
65Δ39.0128.3%1.2%40.2527.1%1.0%
70Δ38.7228.5%1.0%40.4125.1%0.8%
75Δ38.4328.8%0.8%40.5623.1%0.6%
80Δ38.1529.1%0.6%40.7121.0%0.4%

20Δ

Calls
Pseudo strike
45.86
IV
101.8%
B/E move
17.5%
Puts
Pseudo strike
35.56
IV
89.5%
B/E move
11.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
41.34
IV
47.8%
B/E move
5.8%
Puts
Pseudo strike
38.28
IV
44.3%
B/E move
4.7%

35Δ

Calls
Pseudo strike
40.91
IV
47.4%
B/E move
5.0%
Puts
Pseudo strike
38.70
IV
42.1%
B/E move
3.9%

40Δ

Calls
Pseudo strike
40.44
IV
41.7%
B/E move
3.9%
Puts
Pseudo strike
39.07
IV
39.7%
B/E move
3.1%

45Δ

Calls
Pseudo strike
39.98
IV
36.2%
B/E move
2.8%
Puts
Pseudo strike
39.35
IV
36.9%
B/E move
2.6%

50Δ

Calls
Pseudo strike
39.74
IV
34.2%
B/E move
2.4%
Puts
Pseudo strike
39.63
IV
34.2%
B/E move
2.1%

55Δ

Calls
Pseudo strike
39.49
IV
32.2%
B/E move
2.0%
Puts
Pseudo strike
39.90
IV
31.5%
B/E move
1.5%

60Δ

Calls
Pseudo strike
39.25
IV
30.3%
B/E move
1.6%
Puts
Pseudo strike
40.10
IV
29.2%
B/E move
1.2%

65Δ

Calls
Pseudo strike
39.01
IV
28.3%
B/E move
1.2%
Puts
Pseudo strike
40.25
IV
27.1%
B/E move
1.0%

70Δ

Calls
Pseudo strike
38.72
IV
28.5%
B/E move
1.0%
Puts
Pseudo strike
40.41
IV
25.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
38.43
IV
28.8%
B/E move
0.8%
Puts
Pseudo strike
40.56
IV
23.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
38.15
IV
29.1%
B/E move
0.6%
Puts
Pseudo strike
40.71
IV
21.0%
B/E move
0.4%

Options history

IV · four-Friday blend23.34%
Daily EOD
ORR19.3%21.5%23.6%2026-10-19: 19.62%2026-10-20: 19.56%2026-10-21: 19.75%2026-10-22: 21.58%2026-10-23: 21.52%2026-10-26: 21.26%2026-10-27: 20.44%2026-10-28: 21.07%2026-10-29: 21.15%2026-10-30: 23.34%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.62%
19.56%
19.75%
21.58%
21.52%
21.26%
20.44%
21.07%
21.15%
23.34%