IntraAlpha
Create free account Start free

RPAR Risk Parity ETF RPAR

i

Market dataready · fetched 2026-11-12T03:02:48.585Z

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 · 2026-11-12T01:00:00.068189909Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:02:48.118581+00:00

Share price$21.43
1D+0.3%
AH$21.36$21.38$21.41$21.43$21.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRPAR
Sold putSold callAH

RPAR Risk Parity ETF options

Live interpolated RPAR call and put midpoint premiums by absolute delta.RPAR Risk Parity ETF$0.81$1.19$1.58$1.96$2.35$17.57$18.76$19.96$21.15$22.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive RPAR spot · $21.43RPAR PRICE$0.85$0.97$0.97$1.06$1.16$1.27$1.41$1.55$1.69$0.97$0.97$0.97$0.97$0.97$1.06$1.18$1.30$1.46$1.63$1.80$2.00$2.24
PutsExpensive6.38×
Calls——
Skew——
Implied moveBearish±$2.24
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.05221.5%25.0%
25Δ18.54172.5%18.0%
30Δ19.58138.8%13.2%
35Δ23.15110.8%12.0%20.30114.8%9.8%
40Δ22.83114.5%11.1%20.8695.4%7.2%
45Δ22.1194.8%7.7%21.2687.2%5.8%
50Δ21.6987.2%6.2%21.5982.5%4.8%
55Δ21.3281.8%4.9%21.9377.8%3.7%
60Δ20.9776.6%3.8%22.2374.5%3.1%
65Δ20.6973.2%3.1%22.5371.5%2.5%
70Δ20.4169.8%2.4%22.8268.6%1.9%
75Δ20.1366.5%1.8%23.1365.6%1.4%
80Δ23.4562.5%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.05
IV
221.5%
B/E move
25.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.54
IV
172.5%
B/E move
18.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.58
IV
138.8%
B/E move
13.2%

35Δ

Calls
Pseudo strike
23.15
IV
110.8%
B/E move
12.0%
Puts
Pseudo strike
20.30
IV
114.8%
B/E move
9.8%

40Δ

Calls
Pseudo strike
22.83
IV
114.5%
B/E move
11.1%
Puts
Pseudo strike
20.86
IV
95.4%
B/E move
7.2%

45Δ

Calls
Pseudo strike
22.11
IV
94.8%
B/E move
7.7%
Puts
Pseudo strike
21.26
IV
87.2%
B/E move
5.8%

50Δ

Calls
Pseudo strike
21.69
IV
87.2%
B/E move
6.2%
Puts
Pseudo strike
21.59
IV
82.5%
B/E move
4.8%

55Δ

Calls
Pseudo strike
21.32
IV
81.8%
B/E move
4.9%
Puts
Pseudo strike
21.93
IV
77.8%
B/E move
3.7%

60Δ

Calls
Pseudo strike
20.97
IV
76.6%
B/E move
3.8%
Puts
Pseudo strike
22.23
IV
74.5%
B/E move
3.1%

65Δ

Calls
Pseudo strike
20.69
IV
73.2%
B/E move
3.1%
Puts
Pseudo strike
22.53
IV
71.5%
B/E move
2.5%

70Δ

Calls
Pseudo strike
20.41
IV
69.8%
B/E move
2.4%
Puts
Pseudo strike
22.82
IV
68.6%
B/E move
1.9%

75Δ

Calls
Pseudo strike
20.13
IV
66.5%
B/E move
1.8%
Puts
Pseudo strike
23.13
IV
65.6%
B/E move
1.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.45
IV
62.5%
B/E move
1.0%

Options history

IV · four-Friday blend37.37%
Daily EOD
RPAR29.1%33.5%38.0%2026-10-19: 30.09%2026-10-20: 29.70%2026-10-21: 30.07%2026-10-22: 30.04%2026-10-23: 31.24%2026-10-26: 36.00%2026-10-27: 35.85%2026-10-28: 36.16%2026-10-29: 36.34%2026-10-30: 37.37%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
30.09%
29.70%
30.07%
30.04%
31.24%
36.00%
35.85%
36.16%
36.34%
37.37%