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VistaShares Electrification Supercycle ETF POW

i

Market dataready · fetched 2026-11-12T00:48:56.646Z

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 · 2026-11-11T23:30:00.001549545Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:48:56.220697+00:00

Share price$22.38
1D-0.2%
AH$22.11$22.25$22.39$22.54$22.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPOW
Sold putSold callAH

VistaShares Electrification Supercycle ETF options

Live interpolated POW call and put midpoint premiums by absolute delta.VistaShares Electrification Supercycle ETF$0.24$0.77$1.30$1.83$2.35$19.28$20.82$22.37$23.91$25.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive POW spot · $22.38POW PRICE$0.30$0.35$0.40$0.45$0.51$0.63$0.74$0.86$0.97$1.21$1.44$1.68$2.20$0.36$0.39$0.46$0.53$0.60$0.68$0.75$0.82$0.89$0.97$1.11$1.24$1.38
PutsCheap0.76×
CallsCheap0.86×
SkewBullish-6.67 pp
Implied moveBalanced±$1.49
TiltBullish7.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.1781.9%13.8%20.1587.0%11.5%
25Δ24.3471.6%10.3%20.8872.2%8.4%
30Δ23.7864.6%8.1%21.2266.9%7.2%
35Δ23.3658.9%6.4%21.4863.3%6.4%
40Δ22.9754.1%4.9%21.7459.7%5.6%
45Δ22.7354.2%4.4%22.0056.2%4.7%
50Δ22.4954.3%3.8%22.2652.6%3.9%
55Δ22.2454.4%3.2%22.5249.0%3.0%
60Δ22.0054.5%2.7%22.7945.5%2.2%
65Δ21.6957.0%2.3%23.0342.2%1.4%
70Δ21.3859.5%2.0%23.2340.5%1.2%
75Δ21.0761.9%1.6%23.4238.7%0.9%
80Δ20.4970.6%1.4%23.6136.9%0.7%

20Δ

Calls
Pseudo strike
25.17
IV
81.9%
B/E move
13.8%
Puts
Pseudo strike
20.15
IV
87.0%
B/E move
11.5%

25Δ

Calls
Pseudo strike
24.34
IV
71.6%
B/E move
10.3%
Puts
Pseudo strike
20.88
IV
72.2%
B/E move
8.4%

30Δ

Calls
Pseudo strike
23.78
IV
64.6%
B/E move
8.1%
Puts
Pseudo strike
21.22
IV
66.9%
B/E move
7.2%

35Δ

Calls
Pseudo strike
23.36
IV
58.9%
B/E move
6.4%
Puts
Pseudo strike
21.48
IV
63.3%
B/E move
6.4%

40Δ

Calls
Pseudo strike
22.97
IV
54.1%
B/E move
4.9%
Puts
Pseudo strike
21.74
IV
59.7%
B/E move
5.6%

45Δ

Calls
Pseudo strike
22.73
IV
54.2%
B/E move
4.4%
Puts
Pseudo strike
22.00
IV
56.2%
B/E move
4.7%

50Δ

Calls
Pseudo strike
22.49
IV
54.3%
B/E move
3.8%
Puts
Pseudo strike
22.26
IV
52.6%
B/E move
3.9%

55Δ

Calls
Pseudo strike
22.24
IV
54.4%
B/E move
3.2%
Puts
Pseudo strike
22.52
IV
49.0%
B/E move
3.0%

60Δ

Calls
Pseudo strike
22.00
IV
54.5%
B/E move
2.7%
Puts
Pseudo strike
22.79
IV
45.5%
B/E move
2.2%

65Δ

Calls
Pseudo strike
21.69
IV
57.0%
B/E move
2.3%
Puts
Pseudo strike
23.03
IV
42.2%
B/E move
1.4%

70Δ

Calls
Pseudo strike
21.38
IV
59.5%
B/E move
2.0%
Puts
Pseudo strike
23.23
IV
40.5%
B/E move
1.2%

75Δ

Calls
Pseudo strike
21.07
IV
61.9%
B/E move
1.6%
Puts
Pseudo strike
23.42
IV
38.7%
B/E move
0.9%

80Δ

Calls
Pseudo strike
20.49
IV
70.6%
B/E move
1.4%
Puts
Pseudo strike
23.61
IV
36.9%
B/E move
0.7%

Options history

IV · four-Friday blend39.26%
Daily EOD
POW33.2%36.5%39.7%2026-10-19: 33.68%2026-10-20: 34.20%2026-10-21: 34.02%2026-10-22: 37.48%2026-10-23: 36.52%2026-10-26: 36.36%2026-10-27: 35.61%2026-10-28: 34.98%2026-10-29: 35.64%2026-10-30: 39.26%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
33.68%
34.20%
34.02%
37.48%
36.52%
36.36%
35.61%
34.98%
35.64%
39.26%