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Main Sector Rotation ETF SECT

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Market datapartial · fetched 2026-10-22T16:34:51.468Z

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 · 2026-10-22T16:33:13.661242519Z

FundamentalsAlpha Vantage · unavailable

Share price$71.01
1D-0.2%
$70.73$70.88$71.04$71.19$71.345:30 AM6:30 AM9:00 AM1:00 PMSECT
Sold putSold call

Main Sector Rotation ETF options

Live interpolated SECT call and put midpoint premiums by absolute delta.Main Sector Rotation ETF$0.40$1.39$2.38$3.36$4.35$66.65$68.87$71.09$73.30$75.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SECT spot · $71.01SECT PRICE$0.51$0.59$0.65$0.75$0.85$1.04$1.26$1.50$1.81$2.14$2.59$3.20$4.06$0.65$0.72$0.80$0.87$1.00$1.12$1.30$1.49$1.69$1.90$2.11$2.44$2.90
PutsExpensive1.35×
CallsExpensive1.48×
SkewBullish-0.78 pp
Implied moveBalanced±$2.56
TiltBullish4.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ75.5723.6%7.1%66.9027.8%6.7%
25Δ74.2020.2%5.3%68.2823.4%4.9%
30Δ73.2817.7%4.1%69.2320.4%3.6%
35Δ72.6516.2%3.4%69.9717.9%2.7%
40Δ72.1315.2%2.8%70.4417.0%2.2%
45Δ71.7015.4%2.4%70.8916.1%1.7%
50Δ71.3016.0%2.2%71.3015.7%1.4%
55Δ70.8816.5%1.9%71.6915.5%1.1%
60Δ70.4217.1%1.7%72.0715.2%0.9%
65Δ69.9517.8%1.5%72.4414.7%0.7%
70Δ69.3618.7%1.3%72.8114.3%0.4%
75Δ68.6420.1%1.2%73.2614.2%0.3%
80Δ67.6722.3%1.0%73.8214.6%0.1%

20Δ

Calls
Pseudo strike
75.57
IV
23.6%
B/E move
7.1%
Puts
Pseudo strike
66.90
IV
27.8%
B/E move
6.7%

25Δ

Calls
Pseudo strike
74.20
IV
20.2%
B/E move
5.3%
Puts
Pseudo strike
68.28
IV
23.4%
B/E move
4.9%

30Δ

Calls
Pseudo strike
73.28
IV
17.7%
B/E move
4.1%
Puts
Pseudo strike
69.23
IV
20.4%
B/E move
3.6%

35Δ

Calls
Pseudo strike
72.65
IV
16.2%
B/E move
3.4%
Puts
Pseudo strike
69.97
IV
17.9%
B/E move
2.7%

40Δ

Calls
Pseudo strike
72.13
IV
15.2%
B/E move
2.8%
Puts
Pseudo strike
70.44
IV
17.0%
B/E move
2.2%

45Δ

Calls
Pseudo strike
71.70
IV
15.4%
B/E move
2.4%
Puts
Pseudo strike
70.89
IV
16.1%
B/E move
1.7%

50Δ

Calls
Pseudo strike
71.30
IV
16.0%
B/E move
2.2%
Puts
Pseudo strike
71.30
IV
15.7%
B/E move
1.4%

55Δ

Calls
Pseudo strike
70.88
IV
16.5%
B/E move
1.9%
Puts
Pseudo strike
71.69
IV
15.5%
B/E move
1.1%

60Δ

Calls
Pseudo strike
70.42
IV
17.1%
B/E move
1.7%
Puts
Pseudo strike
72.07
IV
15.2%
B/E move
0.9%

65Δ

Calls
Pseudo strike
69.95
IV
17.8%
B/E move
1.5%
Puts
Pseudo strike
72.44
IV
14.7%
B/E move
0.7%

70Δ

Calls
Pseudo strike
69.36
IV
18.7%
B/E move
1.3%
Puts
Pseudo strike
72.81
IV
14.3%
B/E move
0.4%

75Δ

Calls
Pseudo strike
68.64
IV
20.1%
B/E move
1.2%
Puts
Pseudo strike
73.26
IV
14.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
67.67
IV
22.3%
B/E move
1.0%
Puts
Pseudo strike
73.82
IV
14.6%
B/E move
0.1%

Options history

No recorded observations