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RPAR Risk Parity ETF RPAR

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Market datapartial · fetched 2026-10-22T23:28:58.909Z

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 · 2026-10-22T22:30:00.002898204Z

FundamentalsAlpha Vantage · unavailable

Share price$21.66
1D+0.4%
AH$21.55$21.58$21.62$21.65$21.685:30 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$0.60$1.07$1.53$2.00$2.46$18.23$20.05$21.87$23.69$25.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RPAR spot · $21.66RPAR PRICE$0.66$0.78$0.78$0.78$0.78$0.79$0.85$0.95$1.04$1.14$1.46$1.90$2.33$0.78$0.65$0.78$0.79$0.83$0.89$0.94$1.02$1.12$1.23$1.34$1.44$1.89
PutsExpensive2.93×
CallsExpensive4.47×
SkewBullish-7.09 pp
Implied moveBearish±$1.79
TiltBalanced1.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.70110.0%40.2%17.8699.4%21.1%
25Δ27.1497.2%28.9%19.5165.1%12.9%
30Δ24.8574.8%18.3%20.1261.6%10.7%
35Δ23.6760.5%12.9%20.7351.7%8.0%
40Δ22.7849.2%8.8%21.1745.0%6.1%
45Δ22.2641.7%6.5%21.4940.9%4.9%
50Δ21.8737.1%4.9%21.8036.8%3.7%
55Δ21.6135.4%4.2%22.0833.6%2.7%
60Δ21.3533.8%3.4%22.2931.9%2.2%
65Δ21.0932.1%2.6%22.5130.3%1.7%
70Δ20.6632.4%2.1%22.7228.6%1.3%
75Δ20.1433.8%1.8%22.9427.0%0.8%
80Δ19.6335.1%1.4%23.4329.4%0.5%

20Δ

Calls
Pseudo strike
29.70
IV
110.0%
B/E move
40.2%
Puts
Pseudo strike
17.86
IV
99.4%
B/E move
21.1%

25Δ

Calls
Pseudo strike
27.14
IV
97.2%
B/E move
28.9%
Puts
Pseudo strike
19.51
IV
65.1%
B/E move
12.9%

30Δ

Calls
Pseudo strike
24.85
IV
74.8%
B/E move
18.3%
Puts
Pseudo strike
20.12
IV
61.6%
B/E move
10.7%

35Δ

Calls
Pseudo strike
23.67
IV
60.5%
B/E move
12.9%
Puts
Pseudo strike
20.73
IV
51.7%
B/E move
8.0%

40Δ

Calls
Pseudo strike
22.78
IV
49.2%
B/E move
8.8%
Puts
Pseudo strike
21.17
IV
45.0%
B/E move
6.1%

45Δ

Calls
Pseudo strike
22.26
IV
41.7%
B/E move
6.5%
Puts
Pseudo strike
21.49
IV
40.9%
B/E move
4.9%

50Δ

Calls
Pseudo strike
21.87
IV
37.1%
B/E move
4.9%
Puts
Pseudo strike
21.80
IV
36.8%
B/E move
3.7%

55Δ

Calls
Pseudo strike
21.61
IV
35.4%
B/E move
4.2%
Puts
Pseudo strike
22.08
IV
33.6%
B/E move
2.7%

60Δ

Calls
Pseudo strike
21.35
IV
33.8%
B/E move
3.4%
Puts
Pseudo strike
22.29
IV
31.9%
B/E move
2.2%

65Δ

Calls
Pseudo strike
21.09
IV
32.1%
B/E move
2.6%
Puts
Pseudo strike
22.51
IV
30.3%
B/E move
1.7%

70Δ

Calls
Pseudo strike
20.66
IV
32.4%
B/E move
2.1%
Puts
Pseudo strike
22.72
IV
28.6%
B/E move
1.3%

75Δ

Calls
Pseudo strike
20.14
IV
33.8%
B/E move
1.8%
Puts
Pseudo strike
22.94
IV
27.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
19.63
IV
35.1%
B/E move
1.4%
Puts
Pseudo strike
23.43
IV
29.4%
B/E move
0.5%

Options history

No recorded observations