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Strategic Trust Running Oak Efficient Growth ETF RUNN

i

Market dataready · fetched 2026-11-12T03:20:05.998Z

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 · 2026-11-11T21:00:00.149503033Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T03:20:05.516170+00:00

Share price$35.89
1D+0.7%
AH$35.59$35.68$35.78$35.87$35.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRUNN
Sold putSold callAH

Strategic Trust Running Oak Efficient Growth ETF options

Live interpolated RUNN call and put midpoint premiums by absolute delta.Strategic Trust Running Oak Efficient Growth ETF$0.71$1.08$1.45$1.81$2.18$32.52$33.82$35.13$36.43$37.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive RUNN spot · $35.89RUNN PRICE$0.75$0.75$0.75$0.76$0.80$0.86$0.92$0.98$1.04$1.10$1.16$0.75$0.75$0.78$0.78$0.83$0.90$0.98$1.05$1.13$1.20$1.28$1.52$2.08
PutsExpensive2.26×
Calls——
Skew——
Implied moveBearish±$1.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.66133.1%23.7%31.52111.7%14.3%
25Δ40.2697.6%14.2%33.1485.4%9.8%
30Δ38.5175.8%9.4%34.1369.7%7.1%
35Δ37.5062.0%6.6%34.8556.9%5.1%
40Δ36.8953.6%5.0%35.2950.8%4.0%
45Δ36.6149.8%4.4%35.6546.6%3.2%
50Δ36.3246.0%3.8%36.0142.4%2.4%
55Δ36.0442.3%3.1%36.2239.6%2.0%
60Δ35.7538.5%2.5%36.4336.8%1.6%
65Δ35.4634.8%1.9%36.6534.0%1.3%
70Δ35.1831.0%1.2%36.8631.2%0.9%
75Δ37.2031.1%0.6%
80Δ37.7936.2%0.5%

20Δ

Calls
Pseudo strike
43.66
IV
133.1%
B/E move
23.7%
Puts
Pseudo strike
31.52
IV
111.7%
B/E move
14.3%

25Δ

Calls
Pseudo strike
40.26
IV
97.6%
B/E move
14.2%
Puts
Pseudo strike
33.14
IV
85.4%
B/E move
9.8%

30Δ

Calls
Pseudo strike
38.51
IV
75.8%
B/E move
9.4%
Puts
Pseudo strike
34.13
IV
69.7%
B/E move
7.1%

35Δ

Calls
Pseudo strike
37.50
IV
62.0%
B/E move
6.6%
Puts
Pseudo strike
34.85
IV
56.9%
B/E move
5.1%

40Δ

Calls
Pseudo strike
36.89
IV
53.6%
B/E move
5.0%
Puts
Pseudo strike
35.29
IV
50.8%
B/E move
4.0%

45Δ

Calls
Pseudo strike
36.61
IV
49.8%
B/E move
4.4%
Puts
Pseudo strike
35.65
IV
46.6%
B/E move
3.2%

50Δ

Calls
Pseudo strike
36.32
IV
46.0%
B/E move
3.8%
Puts
Pseudo strike
36.01
IV
42.4%
B/E move
2.4%

55Δ

Calls
Pseudo strike
36.04
IV
42.3%
B/E move
3.1%
Puts
Pseudo strike
36.22
IV
39.6%
B/E move
2.0%

60Δ

Calls
Pseudo strike
35.75
IV
38.5%
B/E move
2.5%
Puts
Pseudo strike
36.43
IV
36.8%
B/E move
1.6%

65Δ

Calls
Pseudo strike
35.46
IV
34.8%
B/E move
1.9%
Puts
Pseudo strike
36.65
IV
34.0%
B/E move
1.3%

70Δ

Calls
Pseudo strike
35.18
IV
31.0%
B/E move
1.2%
Puts
Pseudo strike
36.86
IV
31.2%
B/E move
0.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.20
IV
31.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.79
IV
36.2%
B/E move
0.5%

Options history

IV · four-Friday blend26.30%
Daily EOD
RUNN24.0%25.2%26.5%2026-10-19: 24.69%2026-10-20: 24.13%2026-10-21: 24.39%2026-10-22: 25.32%2026-10-23: 25.36%2026-10-26: 25.62%2026-10-27: 26.07%2026-10-28: 26.07%2026-10-29: 26.01%2026-10-30: 26.30%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
24.69%
24.13%
24.39%
25.32%
25.36%
25.62%
26.07%
26.07%
26.01%
26.30%