IntraAlpha
Create free account Start free

Main Sector Rotation ETF SECT

i

Market datapartial · fetched 2026-10-23T16:47:45.463Z

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 · 2026-10-23T16:33:10.96713676Z

FundamentalsAlpha Vantage · unavailable

Share price$70.77
1D+0.0%
$70.38$70.52$70.65$70.79$70.925:30 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$0.37$1.74$3.12$4.50$5.88$65.60$68.15$70.71$73.26$75.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SECT spot · $70.77SECT PRICE$0.52$0.62$1.06$1.50$1.94$2.38$2.83$3.27$3.71$4.15$4.60$5.04$5.48$0.67$0.77$0.87$0.98$1.15$1.52$1.89$2.26$2.63$3.00$3.37$3.74$4.11
PutsExpensive1.66×
CallsExpensive1.68×
SkewBearish+0.60 pp
Implied moveBullish±$4.72
TiltBullish15.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ75.3624.4%7.2%66.4729.6%7.0%
25Δ73.9420.7%5.4%67.6126.2%5.6%
30Δ73.2520.6%5.0%68.4823.6%4.5%
35Δ72.5620.6%4.7%69.3621.0%3.4%
40Δ71.8720.5%4.3%70.1519.2%2.5%
45Δ71.1820.5%4.0%70.7119.3%2.2%
50Δ70.5020.4%3.6%71.2719.4%2.0%
55Δ69.8120.3%3.3%71.8319.5%1.7%
60Δ69.1220.3%2.9%72.3919.6%1.4%
65Δ68.4320.2%2.6%72.9519.7%1.1%
70Δ67.7420.2%2.2%73.5119.8%0.9%
75Δ67.0520.1%1.9%74.0719.9%0.6%
80Δ66.3720.0%1.5%74.6320.0%0.3%

20Δ

Calls
Pseudo strike
75.36
IV
24.4%
B/E move
7.2%
Puts
Pseudo strike
66.47
IV
29.6%
B/E move
7.0%

25Δ

Calls
Pseudo strike
73.94
IV
20.7%
B/E move
5.4%
Puts
Pseudo strike
67.61
IV
26.2%
B/E move
5.6%

30Δ

Calls
Pseudo strike
73.25
IV
20.6%
B/E move
5.0%
Puts
Pseudo strike
68.48
IV
23.6%
B/E move
4.5%

35Δ

Calls
Pseudo strike
72.56
IV
20.6%
B/E move
4.7%
Puts
Pseudo strike
69.36
IV
21.0%
B/E move
3.4%

40Δ

Calls
Pseudo strike
71.87
IV
20.5%
B/E move
4.3%
Puts
Pseudo strike
70.15
IV
19.2%
B/E move
2.5%

45Δ

Calls
Pseudo strike
71.18
IV
20.5%
B/E move
4.0%
Puts
Pseudo strike
70.71
IV
19.3%
B/E move
2.2%

50Δ

Calls
Pseudo strike
70.50
IV
20.4%
B/E move
3.6%
Puts
Pseudo strike
71.27
IV
19.4%
B/E move
2.0%

55Δ

Calls
Pseudo strike
69.81
IV
20.3%
B/E move
3.3%
Puts
Pseudo strike
71.83
IV
19.5%
B/E move
1.7%

60Δ

Calls
Pseudo strike
69.12
IV
20.3%
B/E move
2.9%
Puts
Pseudo strike
72.39
IV
19.6%
B/E move
1.4%

65Δ

Calls
Pseudo strike
68.43
IV
20.2%
B/E move
2.6%
Puts
Pseudo strike
72.95
IV
19.7%
B/E move
1.1%

70Δ

Calls
Pseudo strike
67.74
IV
20.2%
B/E move
2.2%
Puts
Pseudo strike
73.51
IV
19.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
67.05
IV
20.1%
B/E move
1.9%
Puts
Pseudo strike
74.07
IV
19.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
66.37
IV
20.0%
B/E move
1.5%
Puts
Pseudo strike
74.63
IV
20.0%
B/E move
0.3%

Options history

No recorded observations