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ALPS O'Shares U.S. Quality Dividend ETF OUSA

i

Market dataready · fetched 2026-11-12T00:48:54.566Z

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 · 2026-11-11T23:30:00.003841595Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:48:54.217069+00:00

Share price$64.66
1D+0.6%
AH$64.16$64.27$64.39$64.51$64.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOUSA
Sold putSold callAH

ALPS O'Shares U.S. Quality Dividend ETF options

Live interpolated OUSA call and put midpoint premiums by absolute delta.ALPS O'Shares U.S. Quality Dividend ETF$0.91$1.29$1.68$2.06$2.44$62.06$63.42$64.78$66.14$67.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive OUSA spot · $64.66OUSA PRICE$0.95$0.95$0.95$0.96$0.99$1.04$1.10$1.17$0.95$0.95$0.98$1.02$1.07$1.14$1.21$1.31$1.47$1.63$1.85$2.33
Puts——
Calls——
Skew——
Implied moveBearish±$2.24
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.7579.8%10.6%
25Δ69.8166.7%9.4%61.0260.4%7.1%
30Δ67.7751.9%6.3%62.3249.6%5.1%
35Δ66.5541.9%4.4%63.2341.7%3.8%
40Δ65.7734.9%3.2%63.9036.2%2.8%
45Δ65.2230.1%2.4%64.3532.6%2.2%
50Δ64.8326.8%1.9%64.7529.5%1.7%
55Δ64.5524.6%1.5%65.1227.2%1.3%
60Δ64.2622.3%1.2%65.4426.2%1.1%
65Δ65.7525.2%0.8%
70Δ66.1224.8%0.6%
75Δ66.6726.6%0.5%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.75
IV
79.8%
B/E move
10.6%

25Δ

Calls
Pseudo strike
69.81
IV
66.7%
B/E move
9.4%
Puts
Pseudo strike
61.02
IV
60.4%
B/E move
7.1%

30Δ

Calls
Pseudo strike
67.77
IV
51.9%
B/E move
6.3%
Puts
Pseudo strike
62.32
IV
49.6%
B/E move
5.1%

35Δ

Calls
Pseudo strike
66.55
IV
41.9%
B/E move
4.4%
Puts
Pseudo strike
63.23
IV
41.7%
B/E move
3.8%

40Δ

Calls
Pseudo strike
65.77
IV
34.9%
B/E move
3.2%
Puts
Pseudo strike
63.90
IV
36.2%
B/E move
2.8%

45Δ

Calls
Pseudo strike
65.22
IV
30.1%
B/E move
2.4%
Puts
Pseudo strike
64.35
IV
32.6%
B/E move
2.2%

50Δ

Calls
Pseudo strike
64.83
IV
26.8%
B/E move
1.9%
Puts
Pseudo strike
64.75
IV
29.5%
B/E move
1.7%

55Δ

Calls
Pseudo strike
64.55
IV
24.6%
B/E move
1.5%
Puts
Pseudo strike
65.12
IV
27.2%
B/E move
1.3%

60Δ

Calls
Pseudo strike
64.26
IV
22.3%
B/E move
1.2%
Puts
Pseudo strike
65.44
IV
26.2%
B/E move
1.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.75
IV
25.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.12
IV
24.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.67
IV
26.6%
B/E move
0.5%

80Δ

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

Options history

IV · four-Friday blend20.13%
Daily EOD
OUSA15.9%46.4%76.9%2026-10-19: 45.39%2026-10-21: 48.47%2026-10-22: 46.37%2026-10-23: 41.27%2026-10-26: 45.42%2026-10-28: 72.72%2026-10-29: 30.36%2026-10-30: 20.13%Oct 19Oct 23Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
45.39%
48.47%
46.37%
41.27%
45.42%
72.72%
30.36%
20.13%