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Investment Managers Series Trust II Astoria Real Assets ETF PPI

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Market datapartial · fetched 2026-10-23T01:59:10.370Z

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 · 2026-10-22T20:00:00.422609252Z

FundamentalsAlpha Vantage · unavailable

Share price$19.74
1D-0.6%
AH$19.67$19.72$19.77$19.81$19.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPPI
Sold putSold callAH

Investment Managers Series Trust II Astoria Real Assets ETF options

Live interpolated PPI call and put midpoint premiums by absolute delta.Investment Managers Series Trust II Astoria Real Assets ETF$0.55$0.77$0.98$1.20$1.41$16.91$18.37$19.84$21.30$22.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PPI spot · $19.74PPI PRICE$0.57$0.57$0.57$0.57$0.62$0.67$0.73$0.80$0.87$0.94$1.01$1.13$1.35$0.57$0.59$0.62$0.65$0.70$0.75$0.80$0.87$0.96$1.05$1.13$1.22$1.31
PutsExpensive1.92×
CallsExpensive2.83×
SkewBullish-3.56 pp
Implied moveBearish±$1.53
TiltBearish3.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.65106.5%37.9%16.7083.4%18.3%
25Δ23.5177.5%22.0%17.7666.0%13.0%
30Δ21.9459.5%14.1%18.4355.3%9.8%
35Δ21.0447.4%9.5%19.0046.3%7.0%
40Δ20.6342.7%7.7%19.2942.4%5.8%
45Δ20.2538.4%6.0%19.5838.5%4.6%
50Δ19.9334.9%4.6%19.8734.5%3.4%
55Δ19.7332.9%4.0%20.0931.8%2.6%
60Δ19.5230.9%3.3%20.2730.1%2.2%
65Δ19.3228.9%2.6%20.4428.4%1.7%
70Δ19.1226.9%2.0%20.6226.7%1.3%
75Δ18.8925.7%1.5%20.7925.0%0.9%
80Δ18.6325.5%1.2%20.9623.3%0.4%

20Δ

Calls
Pseudo strike
26.65
IV
106.5%
B/E move
37.9%
Puts
Pseudo strike
16.70
IV
83.4%
B/E move
18.3%

25Δ

Calls
Pseudo strike
23.51
IV
77.5%
B/E move
22.0%
Puts
Pseudo strike
17.76
IV
66.0%
B/E move
13.0%

30Δ

Calls
Pseudo strike
21.94
IV
59.5%
B/E move
14.1%
Puts
Pseudo strike
18.43
IV
55.3%
B/E move
9.8%

35Δ

Calls
Pseudo strike
21.04
IV
47.4%
B/E move
9.5%
Puts
Pseudo strike
19.00
IV
46.3%
B/E move
7.0%

40Δ

Calls
Pseudo strike
20.63
IV
42.7%
B/E move
7.7%
Puts
Pseudo strike
19.29
IV
42.4%
B/E move
5.8%

45Δ

Calls
Pseudo strike
20.25
IV
38.4%
B/E move
6.0%
Puts
Pseudo strike
19.58
IV
38.5%
B/E move
4.6%

50Δ

Calls
Pseudo strike
19.93
IV
34.9%
B/E move
4.6%
Puts
Pseudo strike
19.87
IV
34.5%
B/E move
3.4%

55Δ

Calls
Pseudo strike
19.73
IV
32.9%
B/E move
4.0%
Puts
Pseudo strike
20.09
IV
31.8%
B/E move
2.6%

60Δ

Calls
Pseudo strike
19.52
IV
30.9%
B/E move
3.3%
Puts
Pseudo strike
20.27
IV
30.1%
B/E move
2.2%

65Δ

Calls
Pseudo strike
19.32
IV
28.9%
B/E move
2.6%
Puts
Pseudo strike
20.44
IV
28.4%
B/E move
1.7%

70Δ

Calls
Pseudo strike
19.12
IV
26.9%
B/E move
2.0%
Puts
Pseudo strike
20.62
IV
26.7%
B/E move
1.3%

75Δ

Calls
Pseudo strike
18.89
IV
25.7%
B/E move
1.5%
Puts
Pseudo strike
20.79
IV
25.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
18.63
IV
25.5%
B/E move
1.2%
Puts
Pseudo strike
20.96
IV
23.3%
B/E move
0.4%

Options history

No recorded observations