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SoFi Select 500 ETF SFY

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Market dataready · fetched 2026-11-12T02:53:56.698Z

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 · 2026-11-12T01:00:00.048459885Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:53:56.328434+00:00

Share price$147.61
1D+0.7%
AH$146.19$146.86$147.53$148.21$148.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSFY
Sold putSold callAH

SoFi Select 500 ETF options

Live interpolated SFY call and put midpoint premiums by absolute delta.SoFi Select 500 ETF$0.49$1.80$3.12$4.43$5.74$138.48$143.12$147.77$152.41$157.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SFY spot · $147.61SFY PRICE$0.63$0.82$0.99$1.19$1.48$1.82$2.26$2.67$3.07$3.51$4.36$5.36$0.72$0.85$1.02$1.18$1.43$1.74$2.02$2.28$2.54$2.80$3.44
Puts——
Calls——
Skew——
Implied moveBullish±$3.56
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ150.7318.4%2.5%144.6320.5%2.5%
30Δ150.1118.7%2.3%145.5119.0%2.0%
35Δ149.4918.4%1.9%146.1618.4%1.7%
40Δ148.8818.2%1.7%146.7617.6%1.4%
45Δ148.3618.9%1.5%147.3117.7%1.2%
50Δ147.8019.9%1.4%147.8218.4%1.0%
55Δ147.2021.3%1.3%148.3418.3%0.9%
60Δ146.5521.8%1.1%148.8617.9%0.7%
65Δ145.9021.8%0.9%149.3517.3%0.5%
70Δ145.2221.7%0.8%149.8316.6%0.4%
75Δ144.2123.5%0.7%150.6017.5%0.3%
80Δ143.0425.1%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
150.73
IV
18.4%
B/E move
2.5%
Puts
Pseudo strike
144.63
IV
20.5%
B/E move
2.5%

30Δ

Calls
Pseudo strike
150.11
IV
18.7%
B/E move
2.3%
Puts
Pseudo strike
145.51
IV
19.0%
B/E move
2.0%

35Δ

Calls
Pseudo strike
149.49
IV
18.4%
B/E move
1.9%
Puts
Pseudo strike
146.16
IV
18.4%
B/E move
1.7%

40Δ

Calls
Pseudo strike
148.88
IV
18.2%
B/E move
1.7%
Puts
Pseudo strike
146.76
IV
17.6%
B/E move
1.4%

45Δ

Calls
Pseudo strike
148.36
IV
18.9%
B/E move
1.5%
Puts
Pseudo strike
147.31
IV
17.7%
B/E move
1.2%

50Δ

Calls
Pseudo strike
147.80
IV
19.9%
B/E move
1.4%
Puts
Pseudo strike
147.82
IV
18.4%
B/E move
1.0%

55Δ

Calls
Pseudo strike
147.20
IV
21.3%
B/E move
1.3%
Puts
Pseudo strike
148.34
IV
18.3%
B/E move
0.9%

60Δ

Calls
Pseudo strike
146.55
IV
21.8%
B/E move
1.1%
Puts
Pseudo strike
148.86
IV
17.9%
B/E move
0.7%

65Δ

Calls
Pseudo strike
145.90
IV
21.8%
B/E move
0.9%
Puts
Pseudo strike
149.35
IV
17.3%
B/E move
0.5%

70Δ

Calls
Pseudo strike
145.22
IV
21.7%
B/E move
0.8%
Puts
Pseudo strike
149.83
IV
16.6%
B/E move
0.4%

75Δ

Calls
Pseudo strike
144.21
IV
23.5%
B/E move
0.7%
Puts
Pseudo strike
150.60
IV
17.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
143.04
IV
25.1%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend18.07%
Daily EOD
SFY15.4%16.8%18.3%2026-10-19: 15.58%2026-10-20: 16.01%2026-10-21: 15.88%2026-10-22: 17.25%2026-10-23: 17.47%2026-10-26: 16.52%2026-10-27: 16.20%2026-10-28: 16.00%2026-10-29: 16.07%2026-10-30: 18.07%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
15.58%
16.01%
15.88%
17.25%
17.47%
16.52%
16.20%
16.00%
16.07%
18.07%