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EA Series Trust Astoria US Equal Weight Quality Kings ETF ROE

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Market datapartial · fetched 2026-10-23T04:06:20.394Z

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 · 2026-10-22T20:00:00.183701429Z

FundamentalsAlpha Vantage · unavailable

Share price$42.97
1D-0.3%
AH$42.78$42.86$42.95$43.04$43.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMROE
Sold putSold callAH

EA Series Trust Astoria US Equal Weight Quality Kings ETF options

Live interpolated ROE call and put midpoint premiums by absolute delta.EA Series Trust Astoria US Equal Weight Quality Kings ETF$0.38$0.80$1.23$1.65$2.07$39.80$41.31$42.82$44.33$45.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROE spot · $42.97ROE PRICE$0.42$0.44$0.48$0.54$0.60$0.66$0.73$0.82$0.99$1.16$1.33$1.59$1.95$0.51$0.57$0.62$0.67$0.71$0.76$0.87$1.01$1.15$1.28$1.56$1.89
PutsExpensive1.82×
CallsExpensive1.56×
SkewBearish+2.54 pp
Implied moveBearish±$1.60
TiltBalanced0.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.8433.1%10.0%39.7636.5%8.7%
25Δ45.4125.6%6.7%40.8530.4%6.3%
30Δ44.6722.0%5.1%41.5626.2%4.7%
35Δ44.1419.6%4.0%42.1322.9%3.5%
40Δ43.7818.1%3.3%42.5020.5%2.8%
45Δ43.5016.9%2.8%42.8718.2%2.0%
50Δ43.2115.7%2.2%43.1717.3%1.6%
55Δ42.9314.9%1.8%43.4217.1%1.3%
60Δ42.6715.2%1.6%43.6716.9%1.0%
65Δ42.4015.5%1.4%43.9316.7%0.8%
70Δ42.1415.9%1.2%44.2817.2%0.6%
75Δ41.8116.5%1.0%44.6818.0%0.4%
80Δ41.3817.4%0.8%

20Δ

Calls
Pseudo strike
46.84
IV
33.1%
B/E move
10.0%
Puts
Pseudo strike
39.76
IV
36.5%
B/E move
8.7%

25Δ

Calls
Pseudo strike
45.41
IV
25.6%
B/E move
6.7%
Puts
Pseudo strike
40.85
IV
30.4%
B/E move
6.3%

30Δ

Calls
Pseudo strike
44.67
IV
22.0%
B/E move
5.1%
Puts
Pseudo strike
41.56
IV
26.2%
B/E move
4.7%

35Δ

Calls
Pseudo strike
44.14
IV
19.6%
B/E move
4.0%
Puts
Pseudo strike
42.13
IV
22.9%
B/E move
3.5%

40Δ

Calls
Pseudo strike
43.78
IV
18.1%
B/E move
3.3%
Puts
Pseudo strike
42.50
IV
20.5%
B/E move
2.8%

45Δ

Calls
Pseudo strike
43.50
IV
16.9%
B/E move
2.8%
Puts
Pseudo strike
42.87
IV
18.2%
B/E move
2.0%

50Δ

Calls
Pseudo strike
43.21
IV
15.7%
B/E move
2.2%
Puts
Pseudo strike
43.17
IV
17.3%
B/E move
1.6%

55Δ

Calls
Pseudo strike
42.93
IV
14.9%
B/E move
1.8%
Puts
Pseudo strike
43.42
IV
17.1%
B/E move
1.3%

60Δ

Calls
Pseudo strike
42.67
IV
15.2%
B/E move
1.6%
Puts
Pseudo strike
43.67
IV
16.9%
B/E move
1.0%

65Δ

Calls
Pseudo strike
42.40
IV
15.5%
B/E move
1.4%
Puts
Pseudo strike
43.93
IV
16.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
42.14
IV
15.9%
B/E move
1.2%
Puts
Pseudo strike
44.28
IV
17.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
41.81
IV
16.5%
B/E move
1.0%
Puts
Pseudo strike
44.68
IV
18.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
41.38
IV
17.4%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations