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EA Series Trust Alpha Architect U.S. Quantitative Momentum ETF QMOM

i

Market dataready · fetched 2026-11-12T03:22:11.144Z

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 · 2026-11-11T21:00:00.618689572Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:22:10.787885+00:00

Share price$69.30
1D+0.2%
AH$68.91$69.08$69.26$69.43$69.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQMOM
Sold putSold callAH

EA Series Trust Alpha Architect U.S. Quantitative Momentum ETF options

Live interpolated QMOM call and put midpoint premiums by absolute delta.EA Series Trust Alpha Architect U.S. Quantitative Momentum ETF$0.75$1.46$2.17$2.88$3.59$63.98$66.62$69.27$71.91$74.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QMOM spot · $69.30QMOM PRICE$0.82$0.86$0.92$1.01$1.12$1.24$1.36$1.49$1.75$2.03$2.39$2.79$3.38$0.89$0.93$1.04$1.11$1.20$1.30$1.44$1.57$1.78$2.02$2.28$2.65$3.03
PutsExpensive1.12×
CallsFair1.03×
SkewBullish-1.35 pp
Implied moveBearish±$2.80
TiltBalanced0.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ76.7572.7%11.9%63.6470.8%9.5%
25Δ73.8456.1%7.8%65.6656.0%6.6%
30Δ72.2746.9%5.6%66.8648.8%5.0%
35Δ71.2941.7%4.3%67.7642.5%3.8%
40Δ70.5838.2%3.5%68.4338.2%3.0%
45Δ69.9635.1%2.7%69.0134.7%2.3%
50Δ69.5033.0%2.3%69.4332.5%1.9%
55Δ69.0530.8%1.8%69.8430.3%1.5%
60Δ68.6030.7%1.5%70.2529.2%1.2%
65Δ68.1630.9%1.3%70.6628.7%1.0%
70Δ67.6531.5%1.1%71.0828.3%0.7%
75Δ67.1132.2%0.9%71.5628.2%0.6%
80Δ66.4033.8%0.7%72.0728.1%0.4%

20Δ

Calls
Pseudo strike
76.75
IV
72.7%
B/E move
11.9%
Puts
Pseudo strike
63.64
IV
70.8%
B/E move
9.5%

25Δ

Calls
Pseudo strike
73.84
IV
56.1%
B/E move
7.8%
Puts
Pseudo strike
65.66
IV
56.0%
B/E move
6.6%

30Δ

Calls
Pseudo strike
72.27
IV
46.9%
B/E move
5.6%
Puts
Pseudo strike
66.86
IV
48.8%
B/E move
5.0%

35Δ

Calls
Pseudo strike
71.29
IV
41.7%
B/E move
4.3%
Puts
Pseudo strike
67.76
IV
42.5%
B/E move
3.8%

40Δ

Calls
Pseudo strike
70.58
IV
38.2%
B/E move
3.5%
Puts
Pseudo strike
68.43
IV
38.2%
B/E move
3.0%

45Δ

Calls
Pseudo strike
69.96
IV
35.1%
B/E move
2.7%
Puts
Pseudo strike
69.01
IV
34.7%
B/E move
2.3%

50Δ

Calls
Pseudo strike
69.50
IV
33.0%
B/E move
2.3%
Puts
Pseudo strike
69.43
IV
32.5%
B/E move
1.9%

55Δ

Calls
Pseudo strike
69.05
IV
30.8%
B/E move
1.8%
Puts
Pseudo strike
69.84
IV
30.3%
B/E move
1.5%

60Δ

Calls
Pseudo strike
68.60
IV
30.7%
B/E move
1.5%
Puts
Pseudo strike
70.25
IV
29.2%
B/E move
1.2%

65Δ

Calls
Pseudo strike
68.16
IV
30.9%
B/E move
1.3%
Puts
Pseudo strike
70.66
IV
28.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
67.65
IV
31.5%
B/E move
1.1%
Puts
Pseudo strike
71.08
IV
28.3%
B/E move
0.7%

75Δ

Calls
Pseudo strike
67.11
IV
32.2%
B/E move
0.9%
Puts
Pseudo strike
71.56
IV
28.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
66.40
IV
33.8%
B/E move
0.7%
Puts
Pseudo strike
72.07
IV
28.1%
B/E move
0.4%

Options history

IV · four-Friday blend27.09%
Daily EOD
QMOM26.4%31.2%36.0%2026-10-19: 35.10%2026-10-20: 33.89%2026-10-21: 30.59%2026-10-22: 28.69%2026-10-23: 35.32%2026-10-26: 35.08%2026-10-27: 28.79%2026-10-28: 28.26%2026-10-29: 31.24%2026-10-30: 27.09%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
35.10%
33.89%
30.59%
28.69%
35.32%
35.08%
28.79%
28.26%
31.24%
27.09%