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ALPS O'Shares U.S. Small-Cap Quality Dividend ETF OUSM

i

Market dataready · fetched 2026-10-22T23:45:11.052Z

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 · 2026-10-22T22:30:00.003933725Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:45:09.577363+00:00

Share price$48.87
1D+2.0%
AH$47.79$48.08$48.37$48.66$48.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOUSM
Sold putSold callAH

ALPS O'Shares U.S. Small-Cap Quality Dividend ETF options

Live interpolated OUSM call and put midpoint premiums by absolute delta.ALPS O'Shares U.S. Small-Cap Quality Dividend ETF$0.62$1.35$2.08$2.82$3.55$44.76$46.57$48.37$50.18$51.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OUSM spot · $48.87OUSM PRICE$0.70$0.72$0.74$0.76$0.80$0.84$0.87$0.91$0.94$0.98$1.01$1.05$0.75$0.80$0.83$0.90$0.98$1.07$1.16$1.26$1.36$1.46$1.89$2.40$3.34
PutsExpensive1.91×
CallsExpensive1.11×
SkewBearish+7.23 pp
Implied moveBearish±$2.00
TiltBearish27.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.3446.1%10.8%
25Δ52.7936.0%9.5%45.9736.9%7.6%
30Δ51.3628.7%6.6%47.0630.4%5.4%
35Δ50.4923.9%4.8%47.7526.8%4.1%
40Δ49.8820.3%3.6%48.2824.2%3.2%
45Δ49.5018.1%2.9%48.7222.2%2.5%
50Δ49.1315.9%2.2%49.1020.5%1.9%
55Δ48.9114.3%1.9%49.3919.1%1.5%
60Δ48.7713.2%1.6%49.6717.8%1.1%
65Δ48.6312.0%1.4%49.9616.5%0.8%
70Δ48.4910.8%1.2%50.4618.1%0.6%
75Δ48.359.6%1.0%51.0220.2%0.5%
80Δ48.208.5%0.8%52.0124.0%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.34
IV
46.1%
B/E move
10.8%

25Δ

Calls
Pseudo strike
52.79
IV
36.0%
B/E move
9.5%
Puts
Pseudo strike
45.97
IV
36.9%
B/E move
7.6%

30Δ

Calls
Pseudo strike
51.36
IV
28.7%
B/E move
6.6%
Puts
Pseudo strike
47.06
IV
30.4%
B/E move
5.4%

35Δ

Calls
Pseudo strike
50.49
IV
23.9%
B/E move
4.8%
Puts
Pseudo strike
47.75
IV
26.8%
B/E move
4.1%

40Δ

Calls
Pseudo strike
49.88
IV
20.3%
B/E move
3.6%
Puts
Pseudo strike
48.28
IV
24.2%
B/E move
3.2%

45Δ

Calls
Pseudo strike
49.50
IV
18.1%
B/E move
2.9%
Puts
Pseudo strike
48.72
IV
22.2%
B/E move
2.5%

50Δ

Calls
Pseudo strike
49.13
IV
15.9%
B/E move
2.2%
Puts
Pseudo strike
49.10
IV
20.5%
B/E move
1.9%

55Δ

Calls
Pseudo strike
48.91
IV
14.3%
B/E move
1.9%
Puts
Pseudo strike
49.39
IV
19.1%
B/E move
1.5%

60Δ

Calls
Pseudo strike
48.77
IV
13.2%
B/E move
1.6%
Puts
Pseudo strike
49.67
IV
17.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
48.63
IV
12.0%
B/E move
1.4%
Puts
Pseudo strike
49.96
IV
16.5%
B/E move
0.8%

70Δ

Calls
Pseudo strike
48.49
IV
10.8%
B/E move
1.2%
Puts
Pseudo strike
50.46
IV
18.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
48.35
IV
9.6%
B/E move
1.0%
Puts
Pseudo strike
51.02
IV
20.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
48.20
IV
8.5%
B/E move
0.8%
Puts
Pseudo strike
52.01
IV
24.0%
B/E move
0.4%

Options history

No recorded observations