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Strategic Trust Running Oak Efficient Growth ETF RUNN

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Market datapartial · fetched 2026-10-22T23:30:45.389Z

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 · 2026-10-22T20:00:00.338426288Z

FundamentalsAlpha Vantage · unavailable

Share price$35.28
1D+1.4%
AH$34.75$34.90$35.06$35.22$35.375:30 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$0.69$1.27$1.86$2.44$3.03$31.15$33.21$35.26$37.31$39.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RUNN spot · $35.28RUNN PRICE$0.75$0.75$0.77$0.82$0.88$0.95$1.03$1.12$1.22$1.33$1.44$1.55$1.71$0.75$0.80$0.87$0.94$1.01$1.08$1.16$1.25$1.37$1.57$1.78$2.07$2.86
PutsExpensive2.31×
CallsExpensive1.77×
SkewBearish+0.40 pp
Implied moveBearish±$2.20
TiltBearish10.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.1974.5%24.5%31.0362.2%14.2%
25Δ39.7654.7%14.8%32.4750.5%10.2%
30Δ38.0543.6%10.0%33.4343.3%7.7%
35Δ37.0837.2%7.4%34.1438.2%5.9%
40Δ36.4633.1%5.8%34.6734.1%4.6%
45Δ35.9229.5%4.5%35.1330.6%3.5%
50Δ35.5727.6%3.7%35.4628.3%2.8%
55Δ35.2125.6%3.0%35.7926.0%2.1%
60Δ34.9023.8%2.4%36.1124.3%1.5%
65Δ34.6622.5%2.0%36.4223.9%1.2%
70Δ34.4121.1%1.6%36.7423.5%0.9%
75Δ34.1619.7%1.2%37.1323.8%0.6%
80Δ33.8918.6%0.9%37.9628.1%0.5%

20Δ

Calls
Pseudo strike
43.19
IV
74.5%
B/E move
24.5%
Puts
Pseudo strike
31.03
IV
62.2%
B/E move
14.2%

25Δ

Calls
Pseudo strike
39.76
IV
54.7%
B/E move
14.8%
Puts
Pseudo strike
32.47
IV
50.5%
B/E move
10.2%

30Δ

Calls
Pseudo strike
38.05
IV
43.6%
B/E move
10.0%
Puts
Pseudo strike
33.43
IV
43.3%
B/E move
7.7%

35Δ

Calls
Pseudo strike
37.08
IV
37.2%
B/E move
7.4%
Puts
Pseudo strike
34.14
IV
38.2%
B/E move
5.9%

40Δ

Calls
Pseudo strike
36.46
IV
33.1%
B/E move
5.8%
Puts
Pseudo strike
34.67
IV
34.1%
B/E move
4.6%

45Δ

Calls
Pseudo strike
35.92
IV
29.5%
B/E move
4.5%
Puts
Pseudo strike
35.13
IV
30.6%
B/E move
3.5%

50Δ

Calls
Pseudo strike
35.57
IV
27.6%
B/E move
3.7%
Puts
Pseudo strike
35.46
IV
28.3%
B/E move
2.8%

55Δ

Calls
Pseudo strike
35.21
IV
25.6%
B/E move
3.0%
Puts
Pseudo strike
35.79
IV
26.0%
B/E move
2.1%

60Δ

Calls
Pseudo strike
34.90
IV
23.8%
B/E move
2.4%
Puts
Pseudo strike
36.11
IV
24.3%
B/E move
1.5%

65Δ

Calls
Pseudo strike
34.66
IV
22.5%
B/E move
2.0%
Puts
Pseudo strike
36.42
IV
23.9%
B/E move
1.2%

70Δ

Calls
Pseudo strike
34.41
IV
21.1%
B/E move
1.6%
Puts
Pseudo strike
36.74
IV
23.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
34.16
IV
19.7%
B/E move
1.2%
Puts
Pseudo strike
37.13
IV
23.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
33.89
IV
18.6%
B/E move
0.9%
Puts
Pseudo strike
37.96
IV
28.1%
B/E move
0.5%

Options history

No recorded observations