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SoFi Social 50 ETF SFYF

i

Market dataready · fetched 2026-11-13T04:11:31.952Z

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 · 2026-11-13T01:00:00.094137984Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T04:11:31.595875+00:00

Share price$63.00
1D+0.7%
AH$62.57$62.78$62.98$63.18$63.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSFYF
Sold putSold callAH

SoFi Social 50 ETF options

Live interpolated SFYF call and put midpoint premiums by absolute delta.SoFi Social 50 ETF$0.79$1.39$1.99$2.59$3.19$57.99$60.60$63.22$65.83$68.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SFYF spot · $63.00SFYF PRICE$0.85$0.89$0.93$1.00$1.22$1.45$1.67$1.89$2.12$2.34$2.57$2.79$3.01$0.85$0.90$1.00$1.12$1.25$1.37$1.49$1.61$1.73$1.85$1.97$2.09
Puts——
CallsExpensive1.40×
Skew——
Implied moveBullish±$3.16
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.1189.6%14.2%57.6378.9%9.9%
25Δ68.5172.4%10.1%59.4364.0%7.1%
30Δ66.6659.5%7.3%60.3157.1%5.9%
35Δ64.9547.8%4.7%60.7853.8%5.3%
40Δ64.4646.3%4.3%61.2650.5%4.7%
45Δ63.9844.7%3.8%61.7347.2%4.2%
50Δ63.4943.1%3.4%62.2143.9%3.6%
55Δ63.0041.6%3.0%62.6840.6%3.1%
60Δ62.5140.0%2.6%63.1537.3%2.5%
65Δ62.0338.5%2.2%63.6334.0%1.9%
70Δ61.5436.9%1.8%64.1030.7%1.4%
75Δ61.0535.4%1.3%64.5827.3%0.8%
80Δ60.5733.8%0.9%

20Δ

Calls
Pseudo strike
71.11
IV
89.6%
B/E move
14.2%
Puts
Pseudo strike
57.63
IV
78.9%
B/E move
9.9%

25Δ

Calls
Pseudo strike
68.51
IV
72.4%
B/E move
10.1%
Puts
Pseudo strike
59.43
IV
64.0%
B/E move
7.1%

30Δ

Calls
Pseudo strike
66.66
IV
59.5%
B/E move
7.3%
Puts
Pseudo strike
60.31
IV
57.1%
B/E move
5.9%

35Δ

Calls
Pseudo strike
64.95
IV
47.8%
B/E move
4.7%
Puts
Pseudo strike
60.78
IV
53.8%
B/E move
5.3%

40Δ

Calls
Pseudo strike
64.46
IV
46.3%
B/E move
4.3%
Puts
Pseudo strike
61.26
IV
50.5%
B/E move
4.7%

45Δ

Calls
Pseudo strike
63.98
IV
44.7%
B/E move
3.8%
Puts
Pseudo strike
61.73
IV
47.2%
B/E move
4.2%

50Δ

Calls
Pseudo strike
63.49
IV
43.1%
B/E move
3.4%
Puts
Pseudo strike
62.21
IV
43.9%
B/E move
3.6%

55Δ

Calls
Pseudo strike
63.00
IV
41.6%
B/E move
3.0%
Puts
Pseudo strike
62.68
IV
40.6%
B/E move
3.1%

60Δ

Calls
Pseudo strike
62.51
IV
40.0%
B/E move
2.6%
Puts
Pseudo strike
63.15
IV
37.3%
B/E move
2.5%

65Δ

Calls
Pseudo strike
62.03
IV
38.5%
B/E move
2.2%
Puts
Pseudo strike
63.63
IV
34.0%
B/E move
1.9%

70Δ

Calls
Pseudo strike
61.54
IV
36.9%
B/E move
1.8%
Puts
Pseudo strike
64.10
IV
30.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
61.05
IV
35.4%
B/E move
1.3%
Puts
Pseudo strike
64.58
IV
27.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
60.57
IV
33.8%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend25.16%
Daily EOD
SFYF22.9%24.3%25.7%2026-10-19: 23.92%2026-10-20: 23.54%2026-10-21: 23.26%2026-10-22: 23.07%2026-10-23: 24.47%2026-10-26: 25.46%2026-10-27: 24.27%2026-10-28: 24.52%2026-10-29: 25.49%2026-10-30: 25.16%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.92%
23.54%
23.26%
23.07%
24.47%
25.46%
24.27%
24.52%
25.49%
25.16%