ALPS Sector Dividend Dogs ETF SDOG
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Market dataready · fetched 2026-11-12T01:00:47.491Z
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 · 2026-11-12T01:00:00.121163983Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-12T01:00:46.231811+00:00
ALPS Sector Dividend Dogs ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 67.95 | 65.2% | 8.8% | |||
| 25Δ | 77.99 | 51.8% | 7.2% | 70.02 | 50.7% | 6.0% |
| 30Δ | 76.26 | 40.5% | 4.9% | 71.30 | 41.3% | 4.3% |
| 35Δ | 75.27 | 34.1% | 3.6% | 72.19 | 34.4% | 3.1% |
| 40Δ | 74.62 | 29.6% | 2.7% | 72.79 | 30.7% | 2.4% |
| 45Δ | 74.06 | 25.7% | 2.0% | 73.25 | 28.0% | 1.9% |
| 50Δ | 73.73 | 23.4% | 1.7% | 73.63 | 25.7% | 1.5% |
| 55Δ | 73.43 | 21.3% | 1.3% | 74.01 | 23.5% | 1.1% |
| 60Δ | 73.14 | 19.2% | 1.0% | 74.33 | 22.9% | 0.9% |
| 65Δ | 72.92 | 17.4% | 0.8% | 74.66 | 22.3% | 0.7% |
| 70Δ | 72.78 | 15.8% | 0.7% | 74.98 | 21.7% | 0.5% |
| 75Δ | 72.63 | 14.2% | 0.6% | 75.80 | 26.5% | 0.5% |
| 80Δ | 72.49 | 12.6% | 0.4% | 77.13 | 34.2% | 0.5% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 67.95
- IV
- 65.2%
- B/E move
- 8.8%
25Δ
- Pseudo strike
- 77.99
- IV
- 51.8%
- B/E move
- 7.2%
- Pseudo strike
- 70.02
- IV
- 50.7%
- B/E move
- 6.0%
30Δ
- Pseudo strike
- 76.26
- IV
- 40.5%
- B/E move
- 4.9%
- Pseudo strike
- 71.30
- IV
- 41.3%
- B/E move
- 4.3%
35Δ
- Pseudo strike
- 75.27
- IV
- 34.1%
- B/E move
- 3.6%
- Pseudo strike
- 72.19
- IV
- 34.4%
- B/E move
- 3.1%
40Δ
- Pseudo strike
- 74.62
- IV
- 29.6%
- B/E move
- 2.7%
- Pseudo strike
- 72.79
- IV
- 30.7%
- B/E move
- 2.4%
45Δ
- Pseudo strike
- 74.06
- IV
- 25.7%
- B/E move
- 2.0%
- Pseudo strike
- 73.25
- IV
- 28.0%
- B/E move
- 1.9%
50Δ
- Pseudo strike
- 73.73
- IV
- 23.4%
- B/E move
- 1.7%
- Pseudo strike
- 73.63
- IV
- 25.7%
- B/E move
- 1.5%
55Δ
- Pseudo strike
- 73.43
- IV
- 21.3%
- B/E move
- 1.3%
- Pseudo strike
- 74.01
- IV
- 23.5%
- B/E move
- 1.1%
60Δ
- Pseudo strike
- 73.14
- IV
- 19.2%
- B/E move
- 1.0%
- Pseudo strike
- 74.33
- IV
- 22.9%
- B/E move
- 0.9%
65Δ
- Pseudo strike
- 72.92
- IV
- 17.4%
- B/E move
- 0.8%
- Pseudo strike
- 74.66
- IV
- 22.3%
- B/E move
- 0.7%
70Δ
- Pseudo strike
- 72.78
- IV
- 15.8%
- B/E move
- 0.7%
- Pseudo strike
- 74.98
- IV
- 21.7%
- B/E move
- 0.5%
75Δ
- Pseudo strike
- 72.63
- IV
- 14.2%
- B/E move
- 0.6%
- Pseudo strike
- 75.80
- IV
- 26.5%
- B/E move
- 0.5%
80Δ
- Pseudo strike
- 72.49
- IV
- 12.6%
- B/E move
- 0.4%
- Pseudo strike
- 77.13
- IV
- 34.2%
- B/E move
- 0.5%
Options history
Table
| Date | IV (%) |
|---|---|
| 15.96% | |
| 15.53% | |
| 15.32% | |
| 16.03% | |
| 15.38% | |
| 18.10% | |
| 18.45% | |
| 18.28% | |
| 19.08% | |
| 18.39% |