IntraAlpha
Create free account Start free

Main Sector Rotation ETF SECT

i

Market dataready · fetched 2026-11-13T00:47:12.809Z

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 · 2026-11-12T23:30:06.471684178Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T00:47:12.155216+00:00

Share price$70.29
1D+0.6%
AH$69.75$70.06$70.38$70.69$71.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSECT
Sold putSold callAH

Main Sector Rotation ETF options

Live interpolated SECT call and put midpoint premiums by absolute delta.Main Sector Rotation ETF$0.40$2.28$4.17$6.05$7.94$66.87$68.65$70.42$72.20$73.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SECT spot · $70.29SECT PRICE$0.60$0.60$0.63$0.70$0.78$0.84$0.91$0.97$1.15$1.46$1.77$2.29$2.97$0.63$0.66$0.70$0.75$0.81$0.87$0.93$1.00$1.06$3.90$7.39
Puts——
CallsExpensive1.21×
Skew——
Implied moveBalanced±$1.84
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ75.4954.3%8.2%66.1252.7%6.8%
25Δ73.3840.4%5.2%67.5942.2%4.8%
30Δ72.3133.4%3.8%68.5335.2%3.5%
35Δ71.6629.8%2.9%69.1930.4%2.6%
40Δ71.1527.2%2.3%69.6627.2%2.0%
45Δ70.7825.0%1.9%70.0724.4%1.6%
50Δ70.4722.9%1.5%70.3222.6%1.3%
55Δ70.1620.8%1.2%70.5820.8%1.0%
60Δ69.8220.6%1.0%70.8418.9%0.7%
65Δ69.4422.4%0.9%
70Δ69.0724.2%0.8%
75Δ68.4827.1%0.7%73.6143.0%0.8%
80Δ67.7330.3%0.6%76.9968.3%1.0%

20Δ

Calls
Pseudo strike
75.49
IV
54.3%
B/E move
8.2%
Puts
Pseudo strike
66.12
IV
52.7%
B/E move
6.8%

25Δ

Calls
Pseudo strike
73.38
IV
40.4%
B/E move
5.2%
Puts
Pseudo strike
67.59
IV
42.2%
B/E move
4.8%

30Δ

Calls
Pseudo strike
72.31
IV
33.4%
B/E move
3.8%
Puts
Pseudo strike
68.53
IV
35.2%
B/E move
3.5%

35Δ

Calls
Pseudo strike
71.66
IV
29.8%
B/E move
2.9%
Puts
Pseudo strike
69.19
IV
30.4%
B/E move
2.6%

40Δ

Calls
Pseudo strike
71.15
IV
27.2%
B/E move
2.3%
Puts
Pseudo strike
69.66
IV
27.2%
B/E move
2.0%

45Δ

Calls
Pseudo strike
70.78
IV
25.0%
B/E move
1.9%
Puts
Pseudo strike
70.07
IV
24.4%
B/E move
1.6%

50Δ

Calls
Pseudo strike
70.47
IV
22.9%
B/E move
1.5%
Puts
Pseudo strike
70.32
IV
22.6%
B/E move
1.3%

55Δ

Calls
Pseudo strike
70.16
IV
20.8%
B/E move
1.2%
Puts
Pseudo strike
70.58
IV
20.8%
B/E move
1.0%

60Δ

Calls
Pseudo strike
69.82
IV
20.6%
B/E move
1.0%
Puts
Pseudo strike
70.84
IV
18.9%
B/E move
0.7%

65Δ

Calls
Pseudo strike
69.44
IV
22.4%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
69.07
IV
24.2%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
68.48
IV
27.1%
B/E move
0.7%
Puts
Pseudo strike
73.61
IV
43.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
67.73
IV
30.3%
B/E move
0.6%
Puts
Pseudo strike
76.99
IV
68.3%
B/E move
1.0%

Options history

IV · four-Friday blend24.03%
Daily EOD
SECT15.3%25.5%35.8%2026-10-19: 31.16%2026-10-20: 31.58%2026-10-21: 24.31%2026-10-22: 28.42%2026-10-23: 23.62%2026-10-26: 17.74%2026-10-27: 23.47%2026-10-28: 34.35%2026-10-29: 16.69%2026-10-30: 24.03%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
31.16%
31.58%
24.31%
28.42%
23.62%
17.74%
23.47%
34.35%
16.69%
24.03%