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Main Sector Rotation ETF SECT

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Market datapartial · fetched 2026-10-22T21:35:06.352Z

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 · 2026-10-22T20:10:06.653276253Z

FundamentalsAlpha Vantage · unavailable

Share price$70.94
1D-0.3%
AH$70.63$70.81$70.99$71.17$71.355:30 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$0.41$1.38$2.35$3.32$4.29$66.52$68.72$70.92$73.12$75.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SECT spot · $70.94SECT PRICE$0.51$0.59$0.66$0.76$0.86$1.02$1.18$1.40$1.72$2.06$2.49$2.99$3.59$0.65$0.72$0.80$0.88$1.00$1.12$1.28$1.46$1.64$1.87$2.11$2.68$4.01
PutsExpensive1.42×
CallsExpensive1.43×
SkewNeutral+0.23 pp
Implied moveBearish±$2.46
TiltBalanced1.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ75.5123.8%7.2%66.8327.9%6.7%
25Δ74.1420.4%5.3%68.2323.4%4.8%
30Δ73.2117.9%4.1%69.1720.4%3.6%
35Δ72.5916.5%3.4%69.8418.2%2.8%
40Δ72.0615.5%2.8%70.3517.0%2.2%
45Δ71.6515.3%2.4%70.8116.1%1.8%
50Δ71.2415.1%2.1%71.2215.5%1.4%
55Δ70.8215.3%1.8%71.6015.2%1.1%
60Δ70.3816.2%1.6%71.9814.8%0.8%
65Δ69.9317.1%1.5%72.3614.5%0.6%
70Δ69.3617.9%1.3%72.7414.2%0.4%
75Δ68.7418.8%1.1%73.4115.3%0.3%
80Δ68.0219.7%0.9%74.7619.8%0.3%

20Δ

Calls
Pseudo strike
75.51
IV
23.8%
B/E move
7.2%
Puts
Pseudo strike
66.83
IV
27.9%
B/E move
6.7%

25Δ

Calls
Pseudo strike
74.14
IV
20.4%
B/E move
5.3%
Puts
Pseudo strike
68.23
IV
23.4%
B/E move
4.8%

30Δ

Calls
Pseudo strike
73.21
IV
17.9%
B/E move
4.1%
Puts
Pseudo strike
69.17
IV
20.4%
B/E move
3.6%

35Δ

Calls
Pseudo strike
72.59
IV
16.5%
B/E move
3.4%
Puts
Pseudo strike
69.84
IV
18.2%
B/E move
2.8%

40Δ

Calls
Pseudo strike
72.06
IV
15.5%
B/E move
2.8%
Puts
Pseudo strike
70.35
IV
17.0%
B/E move
2.2%

45Δ

Calls
Pseudo strike
71.65
IV
15.3%
B/E move
2.4%
Puts
Pseudo strike
70.81
IV
16.1%
B/E move
1.8%

50Δ

Calls
Pseudo strike
71.24
IV
15.1%
B/E move
2.1%
Puts
Pseudo strike
71.22
IV
15.5%
B/E move
1.4%

55Δ

Calls
Pseudo strike
70.82
IV
15.3%
B/E move
1.8%
Puts
Pseudo strike
71.60
IV
15.2%
B/E move
1.1%

60Δ

Calls
Pseudo strike
70.38
IV
16.2%
B/E move
1.6%
Puts
Pseudo strike
71.98
IV
14.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
69.93
IV
17.1%
B/E move
1.5%
Puts
Pseudo strike
72.36
IV
14.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
69.36
IV
17.9%
B/E move
1.3%
Puts
Pseudo strike
72.74
IV
14.2%
B/E move
0.4%

75Δ

Calls
Pseudo strike
68.74
IV
18.8%
B/E move
1.1%
Puts
Pseudo strike
73.41
IV
15.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
68.02
IV
19.7%
B/E move
0.9%
Puts
Pseudo strike
74.76
IV
19.8%
B/E move
0.3%

Options history

No recorded observations