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

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Market dataready · fetched 2026-10-23T03:29:49.174Z

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 · 2026-10-23T00:00:00.106314261Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-23T03:26:09.186382+00:00

Share price$63.30
1D+1.3%
AH$62.39$62.64$62.88$63.12$63.375:30 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$0.75$1.23$1.72$2.20$2.69$58.54$60.69$62.84$64.98$67.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OUSA spot · $63.30OUSA PRICE$0.80$0.80$0.82$0.89$0.96$1.06$1.16$1.27$1.40$1.54$1.67$1.93$0.83$0.88$0.94$1.01$1.05$1.11$1.20$1.28$1.41$1.57$1.73$1.98$2.55
PutsExpensive2.57×
CallsExpensive1.57×
SkewBearish+3.08 pp
Implied moveBearish±$2.26
TiltBearish10.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.1939.7%9.4%
25Δ67.7331.6%8.3%60.0631.7%6.5%
30Δ66.0224.5%5.6%61.2126.9%4.8%
35Δ65.0520.3%4.1%62.0723.2%3.5%
40Δ64.4918.3%3.3%62.6720.3%2.6%
45Δ63.9716.4%2.6%63.1718.0%2.0%
50Δ63.6315.4%2.2%63.5316.6%1.5%
55Δ63.2914.5%1.8%63.9015.1%1.1%
60Δ62.9613.6%1.5%64.2114.3%0.8%
65Δ62.6912.9%1.3%64.5013.7%0.6%
70Δ62.4312.3%1.0%64.7813.1%0.4%
75Δ62.1611.6%0.8%65.1513.0%0.2%
80Δ61.7911.5%0.7%65.7714.3%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.19
IV
39.7%
B/E move
9.4%

25Δ

Calls
Pseudo strike
67.73
IV
31.6%
B/E move
8.3%
Puts
Pseudo strike
60.06
IV
31.7%
B/E move
6.5%

30Δ

Calls
Pseudo strike
66.02
IV
24.5%
B/E move
5.6%
Puts
Pseudo strike
61.21
IV
26.9%
B/E move
4.8%

35Δ

Calls
Pseudo strike
65.05
IV
20.3%
B/E move
4.1%
Puts
Pseudo strike
62.07
IV
23.2%
B/E move
3.5%

40Δ

Calls
Pseudo strike
64.49
IV
18.3%
B/E move
3.3%
Puts
Pseudo strike
62.67
IV
20.3%
B/E move
2.6%

45Δ

Calls
Pseudo strike
63.97
IV
16.4%
B/E move
2.6%
Puts
Pseudo strike
63.17
IV
18.0%
B/E move
2.0%

50Δ

Calls
Pseudo strike
63.63
IV
15.4%
B/E move
2.2%
Puts
Pseudo strike
63.53
IV
16.6%
B/E move
1.5%

55Δ

Calls
Pseudo strike
63.29
IV
14.5%
B/E move
1.8%
Puts
Pseudo strike
63.90
IV
15.1%
B/E move
1.1%

60Δ

Calls
Pseudo strike
62.96
IV
13.6%
B/E move
1.5%
Puts
Pseudo strike
64.21
IV
14.3%
B/E move
0.8%

65Δ

Calls
Pseudo strike
62.69
IV
12.9%
B/E move
1.3%
Puts
Pseudo strike
64.50
IV
13.7%
B/E move
0.6%

70Δ

Calls
Pseudo strike
62.43
IV
12.3%
B/E move
1.0%
Puts
Pseudo strike
64.78
IV
13.1%
B/E move
0.4%

75Δ

Calls
Pseudo strike
62.16
IV
11.6%
B/E move
0.8%
Puts
Pseudo strike
65.15
IV
13.0%
B/E move
0.2%

80Δ

Calls
Pseudo strike
61.79
IV
11.5%
B/E move
0.7%
Puts
Pseudo strike
65.77
IV
14.3%
B/E move
0.1%

Options history

No recorded observations