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

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Market datapartial · fetched 2026-10-22T21:53:51.494Z

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 · 2026-10-22T20:00:00.450558153Z

FundamentalsAlpha Vantage · unavailable

Share price$70.81
1D-1.9%
AH$70.45$70.92$71.40$71.87$72.345:30 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$1.06$2.64$4.23$5.81$7.39$64.27$67.95$71.63$75.32$79.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QMOM spot · $70.81QMOM PRICE$1.23$1.35$1.53$1.71$1.92$2.27$2.48$2.74$3.81$4.65$5.72$6.94$1.35$1.46$1.59$1.68$1.79$1.92$2.09$2.30$2.56$2.83$3.14$4.33
PutsExpensive1.36×
CallsExpensive1.95×
SkewBullish-8.27 pp
Implied moveBullish±$4.18
TiltBullish14.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ77.8543.9%11.7%66.0042.7%8.7%
30Δ75.5437.5%8.6%67.6836.5%6.5%
35Δ74.1234.4%6.8%68.9032.2%4.9%
40Δ72.9731.6%5.5%69.8528.4%3.7%
45Δ72.0429.7%4.4%70.5725.4%2.9%
50Δ71.2829.9%3.9%71.1923.1%2.2%
55Δ70.5828.3%3.2%71.7021.7%1.7%
60Δ69.8726.7%2.5%72.2020.5%1.3%
65Δ68.8432.7%2.6%72.6819.7%1.0%
70Δ67.7735.0%2.3%73.1619.0%0.7%
75Δ66.4837.6%2.0%73.6418.2%0.4%
80Δ65.0240.0%1.6%74.9520.6%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
77.85
IV
43.9%
B/E move
11.7%
Puts
Pseudo strike
66.00
IV
42.7%
B/E move
8.7%

30Δ

Calls
Pseudo strike
75.54
IV
37.5%
B/E move
8.6%
Puts
Pseudo strike
67.68
IV
36.5%
B/E move
6.5%

35Δ

Calls
Pseudo strike
74.12
IV
34.4%
B/E move
6.8%
Puts
Pseudo strike
68.90
IV
32.2%
B/E move
4.9%

40Δ

Calls
Pseudo strike
72.97
IV
31.6%
B/E move
5.5%
Puts
Pseudo strike
69.85
IV
28.4%
B/E move
3.7%

45Δ

Calls
Pseudo strike
72.04
IV
29.7%
B/E move
4.4%
Puts
Pseudo strike
70.57
IV
25.4%
B/E move
2.9%

50Δ

Calls
Pseudo strike
71.28
IV
29.9%
B/E move
3.9%
Puts
Pseudo strike
71.19
IV
23.1%
B/E move
2.2%

55Δ

Calls
Pseudo strike
70.58
IV
28.3%
B/E move
3.2%
Puts
Pseudo strike
71.70
IV
21.7%
B/E move
1.7%

60Δ

Calls
Pseudo strike
69.87
IV
26.7%
B/E move
2.5%
Puts
Pseudo strike
72.20
IV
20.5%
B/E move
1.3%

65Δ

Calls
Pseudo strike
68.84
IV
32.7%
B/E move
2.6%
Puts
Pseudo strike
72.68
IV
19.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
67.77
IV
35.0%
B/E move
2.3%
Puts
Pseudo strike
73.16
IV
19.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
66.48
IV
37.6%
B/E move
2.0%
Puts
Pseudo strike
73.64
IV
18.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
65.02
IV
40.0%
B/E move
1.6%
Puts
Pseudo strike
74.95
IV
20.6%
B/E move
0.3%

Options history

No recorded observations