Hoya Capital High Dividend Yield ETF RIET
i
Market dataready · fetched 2026-11-13T02:09:27.855Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-13T01:00:00.063313161Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:09:27.307199+00:00
Hoya Capital High Dividend Yield ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.09 | 306.3% | 30.5% | |||
| 25Δ | 6.71 | 243.3% | 22.8% | |||
| 30Δ | 9.60 | 149.8% | 23.4% | 7.15 | 199.5% | 17.3% |
| 35Δ | 9.38 | 144.0% | 21.5% | 7.43 | 172.6% | 14.0% |
| 40Δ | 9.16 | 138.1% | 19.5% | 7.71 | 145.6% | 10.6% |
| 45Δ | 8.94 | 132.3% | 17.6% | 7.99 | 118.7% | 7.2% |
| 50Δ | 8.72 | 126.4% | 15.7% | 8.13 | 112.2% | 6.2% |
| 55Δ | 8.50 | 120.6% | 13.8% | 8.26 | 106.6% | 5.4% |
| 60Δ | 8.28 | 114.7% | 11.9% | 8.39 | 101.0% | 4.6% |
| 65Δ | 8.06 | 108.9% | 9.9% | 8.52 | 95.4% | 3.8% |
| 70Δ | 7.84 | 103.0% | 8.0% | 8.65 | 89.8% | 3.0% |
| 75Δ | 7.62 | 97.1% | 6.1% | 8.78 | 84.1% | 2.2% |
| 80Δ | 7.40 | 91.3% | 4.2% | 8.91 | 78.5% | 1.4% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.09
- IV
- 306.3%
- B/E move
- 30.5%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.71
- IV
- 243.3%
- B/E move
- 22.8%
30Δ
- Pseudo strike
- 9.60
- IV
- 149.8%
- B/E move
- 23.4%
- Pseudo strike
- 7.15
- IV
- 199.5%
- B/E move
- 17.3%
35Δ
- Pseudo strike
- 9.38
- IV
- 144.0%
- B/E move
- 21.5%
- Pseudo strike
- 7.43
- IV
- 172.6%
- B/E move
- 14.0%
40Δ
- Pseudo strike
- 9.16
- IV
- 138.1%
- B/E move
- 19.5%
- Pseudo strike
- 7.71
- IV
- 145.6%
- B/E move
- 10.6%
45Δ
- Pseudo strike
- 8.94
- IV
- 132.3%
- B/E move
- 17.6%
- Pseudo strike
- 7.99
- IV
- 118.7%
- B/E move
- 7.2%
50Δ
- Pseudo strike
- 8.72
- IV
- 126.4%
- B/E move
- 15.7%
- Pseudo strike
- 8.13
- IV
- 112.2%
- B/E move
- 6.2%
55Δ
- Pseudo strike
- 8.50
- IV
- 120.6%
- B/E move
- 13.8%
- Pseudo strike
- 8.26
- IV
- 106.6%
- B/E move
- 5.4%
60Δ
- Pseudo strike
- 8.28
- IV
- 114.7%
- B/E move
- 11.9%
- Pseudo strike
- 8.39
- IV
- 101.0%
- B/E move
- 4.6%
65Δ
- Pseudo strike
- 8.06
- IV
- 108.9%
- B/E move
- 9.9%
- Pseudo strike
- 8.52
- IV
- 95.4%
- B/E move
- 3.8%
70Δ
- Pseudo strike
- 7.84
- IV
- 103.0%
- B/E move
- 8.0%
- Pseudo strike
- 8.65
- IV
- 89.8%
- B/E move
- 3.0%
75Δ
- Pseudo strike
- 7.62
- IV
- 97.1%
- B/E move
- 6.1%
- Pseudo strike
- 8.78
- IV
- 84.1%
- B/E move
- 2.2%
80Δ
- Pseudo strike
- 7.40
- IV
- 91.3%
- B/E move
- 4.2%
- Pseudo strike
- 8.91
- IV
- 78.5%
- B/E move
- 1.4%
Options history
Table
| Date | IV (%) |
|---|---|
| 219.27% | |
| 250.97% | |
| 186.70% | |
| 99.39% |