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Main Sector Rotation ETF SECT

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Market datapartial · fetched 2026-10-23T22:24:06.995Z

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 · 2026-10-23T20:10:06.713931846Z

FundamentalsAlpha Vantage · unavailable

Share price$70.64
1D-0.2%
AH$70.38$70.52$70.65$70.79$70.925:30 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$1.47$2.54$3.61$4.68$66.16$68.46$70.76$73.06$75.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SECT spot · $70.64SECT PRICE$0.52$0.59$0.68$0.79$0.92$1.07$1.26$1.57$1.88$2.35$2.83$3.32$4.37$0.67$0.76$0.82$0.93$1.06$1.20$1.35$1.52$1.70$1.89$2.14$2.39$2.80
PutsExpensive1.49×
CallsExpensive1.61×
SkewBullish-1.24 pp
Implied moveBearish±$2.61
TiltBullish7.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ75.2524.6%7.3%66.3729.6%7.0%
25Δ73.8420.9%5.4%67.7825.2%5.1%
30Δ72.9618.9%4.2%68.8221.3%3.7%
35Δ72.3517.7%3.5%69.4719.7%3.0%
40Δ71.8116.8%3.0%70.0318.4%2.4%
45Δ71.3616.5%2.5%70.4817.6%1.9%
50Δ70.9216.5%2.2%70.9216.8%1.5%
55Δ70.4717.5%2.0%71.3116.2%1.2%
60Δ70.0318.4%1.8%71.6915.6%0.9%
65Δ69.4419.8%1.6%72.0715.1%0.7%
70Δ68.8321.0%1.4%72.4514.7%0.5%
75Δ68.1721.5%1.2%72.8314.3%0.3%
80Δ67.0324.8%1.1%73.3514.3%0.1%

20Δ

Calls
Pseudo strike
75.25
IV
24.6%
B/E move
7.3%
Puts
Pseudo strike
66.37
IV
29.6%
B/E move
7.0%

25Δ

Calls
Pseudo strike
73.84
IV
20.9%
B/E move
5.4%
Puts
Pseudo strike
67.78
IV
25.2%
B/E move
5.1%

30Δ

Calls
Pseudo strike
72.96
IV
18.9%
B/E move
4.2%
Puts
Pseudo strike
68.82
IV
21.3%
B/E move
3.7%

35Δ

Calls
Pseudo strike
72.35
IV
17.7%
B/E move
3.5%
Puts
Pseudo strike
69.47
IV
19.7%
B/E move
3.0%

40Δ

Calls
Pseudo strike
71.81
IV
16.8%
B/E move
3.0%
Puts
Pseudo strike
70.03
IV
18.4%
B/E move
2.4%

45Δ

Calls
Pseudo strike
71.36
IV
16.5%
B/E move
2.5%
Puts
Pseudo strike
70.48
IV
17.6%
B/E move
1.9%

50Δ

Calls
Pseudo strike
70.92
IV
16.5%
B/E move
2.2%
Puts
Pseudo strike
70.92
IV
16.8%
B/E move
1.5%

55Δ

Calls
Pseudo strike
70.47
IV
17.5%
B/E move
2.0%
Puts
Pseudo strike
71.31
IV
16.2%
B/E move
1.2%

60Δ

Calls
Pseudo strike
70.03
IV
18.4%
B/E move
1.8%
Puts
Pseudo strike
71.69
IV
15.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
69.44
IV
19.8%
B/E move
1.6%
Puts
Pseudo strike
72.07
IV
15.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
68.83
IV
21.0%
B/E move
1.4%
Puts
Pseudo strike
72.45
IV
14.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
68.17
IV
21.5%
B/E move
1.2%
Puts
Pseudo strike
72.83
IV
14.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
67.03
IV
24.8%
B/E move
1.1%
Puts
Pseudo strike
73.35
IV
14.3%
B/E move
0.1%

Options history

No recorded observations