Invesco Alerian Galaxy Crypto Economy ETF SATO
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Market dataready · fetched 2026-11-13T02:53:52.063Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-13T01:00:06.594473903Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-13T02:53:51.633826+00:00
Invesco Alerian Galaxy Crypto Economy ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.66 | 400.4% | 36.3% | |||
| 25Δ | 10.84 | 321.0% | 27.6% | |||
| 30Δ | 22.37 | 425.1% | 76.7% | 11.69 | 272.5% | 21.7% |
| 35Δ | 17.94 | 326.2% | 43.5% | 12.35 | 237.8% | 17.2% |
| 40Δ | 15.91 | 268.2% | 28.4% | 12.92 | 209.1% | 13.5% |
| 45Δ | 14.79 | 235.0% | 20.6% | 13.35 | 192.6% | 11.1% |
| 50Δ | 14.00 | 213.1% | 15.4% | 13.76 | 178.0% | 8.9% |
| 55Δ | 13.45 | 198.7% | 12.2% | 14.12 | 164.8% | 7.1% |
| 60Δ | 12.93 | 185.3% | 9.2% | 14.42 | 153.3% | 5.8% |
| 65Δ | 12.51 | 176.6% | 7.4% | |||
| 70Δ | 12.10 | 167.9% | 5.5% | 21.00 | 386.5% | 8.1% |
| 75Δ | 11.72 | 159.4% | 4.2% | 23.03 | 390.7% | 6.5% |
| 80Δ | 11.35 | 150.9% | 3.0% | 23.49 | 350.4% | 5.0% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 9.66
- IV
- 400.4%
- B/E move
- 36.3%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 10.84
- IV
- 321.0%
- B/E move
- 27.6%
30Δ
- Pseudo strike
- 22.37
- IV
- 425.1%
- B/E move
- 76.7%
- Pseudo strike
- 11.69
- IV
- 272.5%
- B/E move
- 21.7%
35Δ
- Pseudo strike
- 17.94
- IV
- 326.2%
- B/E move
- 43.5%
- Pseudo strike
- 12.35
- IV
- 237.8%
- B/E move
- 17.2%
40Δ
- Pseudo strike
- 15.91
- IV
- 268.2%
- B/E move
- 28.4%
- Pseudo strike
- 12.92
- IV
- 209.1%
- B/E move
- 13.5%
45Δ
- Pseudo strike
- 14.79
- IV
- 235.0%
- B/E move
- 20.6%
- Pseudo strike
- 13.35
- IV
- 192.6%
- B/E move
- 11.1%
50Δ
- Pseudo strike
- 14.00
- IV
- 213.1%
- B/E move
- 15.4%
- Pseudo strike
- 13.76
- IV
- 178.0%
- B/E move
- 8.9%
55Δ
- Pseudo strike
- 13.45
- IV
- 198.7%
- B/E move
- 12.2%
- Pseudo strike
- 14.12
- IV
- 164.8%
- B/E move
- 7.1%
60Δ
- Pseudo strike
- 12.93
- IV
- 185.3%
- B/E move
- 9.2%
- Pseudo strike
- 14.42
- IV
- 153.3%
- B/E move
- 5.8%
65Δ
- Pseudo strike
- 12.51
- IV
- 176.6%
- B/E move
- 7.4%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 12.10
- IV
- 167.9%
- B/E move
- 5.5%
- Pseudo strike
- 21.00
- IV
- 386.5%
- B/E move
- 8.1%
75Δ
- Pseudo strike
- 11.72
- IV
- 159.4%
- B/E move
- 4.2%
- Pseudo strike
- 23.03
- IV
- 390.7%
- B/E move
- 6.5%
80Δ
- Pseudo strike
- 11.35
- IV
- 150.9%
- B/E move
- 3.0%
- Pseudo strike
- 23.49
- IV
- 350.4%
- B/E move
- 5.0%
Options history
Table
| Date | IV (%) |
|---|---|
| 105.85% | |
| 162.10% | |
| 167.89% | |
| 131.95% | |
| 148.13% | |
| 111.69% | |
| 167.53% | |
| 141.78% |