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SoFi Social 50 ETF SFYF

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Market datapartial · fetched 2026-10-22T21:28:39.694Z

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 · 2026-10-22T20:10:00.003051453Z

FundamentalsAlpha Vantage · unavailable

Share price$63.37
1D+0.0%
AH$63.17$63.19$63.21$63.22$63.245:30 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$0.91$2.08$3.25$4.42$5.60$56.60$60.08$63.57$67.06$70.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SFYF spot · $63.37SFYF PRICE$1.04$1.10$1.23$1.37$1.51$1.76$2.08$2.39$2.70$3.02$3.33$3.64$3.96$1.08$1.18$1.32$1.46$1.61$1.75$1.90$2.04$2.19$2.51$3.43$4.34$5.26
PutsExpensive1.61×
CallsExpensive2.66×
SkewBullish-2.21 pp
Implied moveBullish±$3.97
TiltBalanced1.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ73.8756.7%18.2%57.0150.3%11.7%
25Δ69.7844.0%11.8%59.0642.1%8.7%
30Δ68.3439.9%9.8%60.3137.5%6.9%
35Δ66.9035.7%7.7%61.0035.0%6.0%
40Δ65.4531.5%5.7%61.7032.5%5.2%
45Δ64.5729.7%4.7%62.3930.0%4.3%
50Δ63.9328.9%4.2%63.0827.5%3.5%
55Δ63.3028.2%3.7%63.7725.0%2.6%
60Δ62.6727.4%3.2%64.4722.5%1.7%
65Δ62.0426.7%2.6%65.2420.9%1.0%
70Δ61.4025.9%2.1%66.2822.5%0.8%
75Δ60.7725.1%1.6%67.3224.1%0.6%
80Δ60.1424.4%1.1%68.3625.7%0.4%

20Δ

Calls
Pseudo strike
73.87
IV
56.7%
B/E move
18.2%
Puts
Pseudo strike
57.01
IV
50.3%
B/E move
11.7%

25Δ

Calls
Pseudo strike
69.78
IV
44.0%
B/E move
11.8%
Puts
Pseudo strike
59.06
IV
42.1%
B/E move
8.7%

30Δ

Calls
Pseudo strike
68.34
IV
39.9%
B/E move
9.8%
Puts
Pseudo strike
60.31
IV
37.5%
B/E move
6.9%

35Δ

Calls
Pseudo strike
66.90
IV
35.7%
B/E move
7.7%
Puts
Pseudo strike
61.00
IV
35.0%
B/E move
6.0%

40Δ

Calls
Pseudo strike
65.45
IV
31.5%
B/E move
5.7%
Puts
Pseudo strike
61.70
IV
32.5%
B/E move
5.2%

45Δ

Calls
Pseudo strike
64.57
IV
29.7%
B/E move
4.7%
Puts
Pseudo strike
62.39
IV
30.0%
B/E move
4.3%

50Δ

Calls
Pseudo strike
63.93
IV
28.9%
B/E move
4.2%
Puts
Pseudo strike
63.08
IV
27.5%
B/E move
3.5%

55Δ

Calls
Pseudo strike
63.30
IV
28.2%
B/E move
3.7%
Puts
Pseudo strike
63.77
IV
25.0%
B/E move
2.6%

60Δ

Calls
Pseudo strike
62.67
IV
27.4%
B/E move
3.2%
Puts
Pseudo strike
64.47
IV
22.5%
B/E move
1.7%

65Δ

Calls
Pseudo strike
62.04
IV
26.7%
B/E move
2.6%
Puts
Pseudo strike
65.24
IV
20.9%
B/E move
1.0%

70Δ

Calls
Pseudo strike
61.40
IV
25.9%
B/E move
2.1%
Puts
Pseudo strike
66.28
IV
22.5%
B/E move
0.8%

75Δ

Calls
Pseudo strike
60.77
IV
25.1%
B/E move
1.6%
Puts
Pseudo strike
67.32
IV
24.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
60.14
IV
24.4%
B/E move
1.1%
Puts
Pseudo strike
68.36
IV
25.7%
B/E move
0.4%

Options history

No recorded observations