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EA Series Trust Militia Long/Short Equity ETF ORR

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Market datapartial · fetched 2026-10-23T02:23:33.361Z

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 · 2026-10-22T20:00:00.405663357Z

FundamentalsAlpha Vantage · unavailable

Share price$38.80
1D-0.7%
AH$38.53$38.68$38.83$38.97$39.125:30 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$0.54$1.06$1.58$2.10$2.62$34.94$36.87$38.81$40.74$42.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ORR spot · $38.80ORR PRICE$0.60$0.60$0.65$0.73$0.81$0.92$1.02$1.17$1.32$1.47$1.75$2.05$2.44$0.65$0.72$0.79$0.87$0.94$1.01$1.09$1.22$1.36$1.49$1.75$2.08$2.47
PutsExpensive1.58×
CallsExpensive1.57×
SkewNeutral-0.11 pp
Implied moveBearish±$2.10
TiltBearish2.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.6352.9%16.6%34.7851.2%12.0%
25Δ42.2039.1%10.3%36.2141.7%8.5%
30Δ41.0432.8%7.4%37.1036.1%6.4%
35Δ40.3929.8%6.0%37.7232.3%5.0%
40Δ39.8527.4%4.8%38.2329.1%3.9%
45Δ39.4425.9%4.0%38.6326.5%3.0%
50Δ39.0324.4%3.2%39.0223.9%2.2%
55Δ38.7023.8%2.8%39.3123.0%1.8%
60Δ38.3823.2%2.3%39.6022.0%1.4%
65Δ38.0622.7%1.9%39.8821.0%1.1%
70Δ37.6723.0%1.6%40.2521.0%0.8%
75Δ37.2723.6%1.3%40.6621.6%0.6%
80Δ36.7824.5%1.1%41.1422.3%0.4%

20Δ

Calls
Pseudo strike
44.63
IV
52.9%
B/E move
16.6%
Puts
Pseudo strike
34.78
IV
51.2%
B/E move
12.0%

25Δ

Calls
Pseudo strike
42.20
IV
39.1%
B/E move
10.3%
Puts
Pseudo strike
36.21
IV
41.7%
B/E move
8.5%

30Δ

Calls
Pseudo strike
41.04
IV
32.8%
B/E move
7.4%
Puts
Pseudo strike
37.10
IV
36.1%
B/E move
6.4%

35Δ

Calls
Pseudo strike
40.39
IV
29.8%
B/E move
6.0%
Puts
Pseudo strike
37.72
IV
32.3%
B/E move
5.0%

40Δ

Calls
Pseudo strike
39.85
IV
27.4%
B/E move
4.8%
Puts
Pseudo strike
38.23
IV
29.1%
B/E move
3.9%

45Δ

Calls
Pseudo strike
39.44
IV
25.9%
B/E move
4.0%
Puts
Pseudo strike
38.63
IV
26.5%
B/E move
3.0%

50Δ

Calls
Pseudo strike
39.03
IV
24.4%
B/E move
3.2%
Puts
Pseudo strike
39.02
IV
23.9%
B/E move
2.2%

55Δ

Calls
Pseudo strike
38.70
IV
23.8%
B/E move
2.8%
Puts
Pseudo strike
39.31
IV
23.0%
B/E move
1.8%

60Δ

Calls
Pseudo strike
38.38
IV
23.2%
B/E move
2.3%
Puts
Pseudo strike
39.60
IV
22.0%
B/E move
1.4%

65Δ

Calls
Pseudo strike
38.06
IV
22.7%
B/E move
1.9%
Puts
Pseudo strike
39.88
IV
21.0%
B/E move
1.1%

70Δ

Calls
Pseudo strike
37.67
IV
23.0%
B/E move
1.6%
Puts
Pseudo strike
40.25
IV
21.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
37.27
IV
23.6%
B/E move
1.3%
Puts
Pseudo strike
40.66
IV
21.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
36.78
IV
24.5%
B/E move
1.1%
Puts
Pseudo strike
41.14
IV
22.3%
B/E move
0.4%

Options history

No recorded observations