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SoFi Select 500 ETF SFY

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Market dataready · fetched 2026-10-22T23:50:32.340Z

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 · 2026-10-22T22:30:00.003189279Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:50:30.854782+00:00

Share price$150.49
1D-0.7%
AH$150.27$150.72$151.17$151.62$152.065:30 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$0.52$2.60$4.69$6.78$8.86$138.83$145.00$151.17$157.34$163.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SFY spot · $150.49SFY PRICE$0.74$1.00$1.31$1.63$2.02$2.48$2.99$3.55$4.22$5.01$5.79$6.88$1.40$1.83$2.22$2.48$2.93$3.19$3.75$4.43$5.13$5.86$6.92$8.26
PutsCheap0.89×
CallsCheap0.72×
SkewBearish+1.55 pp
Implied moveBearish±$6.18
TiltBearish12.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ157.0616.1%4.9%
25Δ155.8016.0%4.2%145.2321.3%4.4%
30Δ154.8816.6%3.8%146.4221.9%3.9%
35Δ153.8916.7%3.3%147.7521.4%3.3%
40Δ153.0117.2%3.0%149.0719.8%2.6%
45Δ152.1017.7%2.7%150.1319.7%2.2%
50Δ151.1618.2%2.4%151.1618.2%1.7%
55Δ150.1718.6%2.1%152.1518.3%1.4%
60Δ149.1219.1%1.9%153.2018.7%1.1%
65Δ147.9819.8%1.7%154.2818.7%0.9%
70Δ146.8119.9%1.4%155.3818.5%0.6%
75Δ145.4120.6%1.2%156.7319.0%0.5%
80Δ158.3419.5%0.3%

20Δ

Calls
Pseudo strike
157.06
IV
16.1%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
155.80
IV
16.0%
B/E move
4.2%
Puts
Pseudo strike
145.23
IV
21.3%
B/E move
4.4%

30Δ

Calls
Pseudo strike
154.88
IV
16.6%
B/E move
3.8%
Puts
Pseudo strike
146.42
IV
21.9%
B/E move
3.9%

35Δ

Calls
Pseudo strike
153.89
IV
16.7%
B/E move
3.3%
Puts
Pseudo strike
147.75
IV
21.4%
B/E move
3.3%

40Δ

Calls
Pseudo strike
153.01
IV
17.2%
B/E move
3.0%
Puts
Pseudo strike
149.07
IV
19.8%
B/E move
2.6%

45Δ

Calls
Pseudo strike
152.10
IV
17.7%
B/E move
2.7%
Puts
Pseudo strike
150.13
IV
19.7%
B/E move
2.2%

50Δ

Calls
Pseudo strike
151.16
IV
18.2%
B/E move
2.4%
Puts
Pseudo strike
151.16
IV
18.2%
B/E move
1.7%

55Δ

Calls
Pseudo strike
150.17
IV
18.6%
B/E move
2.1%
Puts
Pseudo strike
152.15
IV
18.3%
B/E move
1.4%

60Δ

Calls
Pseudo strike
149.12
IV
19.1%
B/E move
1.9%
Puts
Pseudo strike
153.20
IV
18.7%
B/E move
1.1%

65Δ

Calls
Pseudo strike
147.98
IV
19.8%
B/E move
1.7%
Puts
Pseudo strike
154.28
IV
18.7%
B/E move
0.9%

70Δ

Calls
Pseudo strike
146.81
IV
19.9%
B/E move
1.4%
Puts
Pseudo strike
155.38
IV
18.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
145.41
IV
20.6%
B/E move
1.2%
Puts
Pseudo strike
156.73
IV
19.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
158.34
IV
19.5%
B/E move
0.3%

Options history

No recorded observations