Share price$6.51
1D+1.4%
Sold putSold callAH
ETF Opportunities Trust Tuttle Capital Daily 2X Inverse Regional Banks ETF SKRE
i
Market dataready · fetched 2026-11-13T01:28:27.665Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-12T21:00:00.109951221Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-13T01:28:27.301318+00:00
ETF Opportunities Trust Tuttle Capital Daily 2X Inverse Regional Banks ETF options
PutsExpensive2.64×
CallsExpensive3.07×
SkewBullish-37.36 pp
Implied moveBullish±$0.92
TiltBullish19.3% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.75 | 317.6% | 69.4% | 5.16 | 228.6% | 24.9% |
| 25Δ | 8.82 | 235.4% | 39.8% | 5.57 | 182.7% | 18.7% |
| 30Δ | 8.16 | 196.4% | 29.7% | 5.98 | 136.9% | 12.4% |
| 35Δ | 7.49 | 157.4% | 19.6% | 6.10 | 127.2% | 11.0% |
| 40Δ | 6.96 | 127.8% | 11.9% | 6.20 | 119.3% | 9.8% |
| 45Δ | 6.78 | 125.1% | 10.9% | 6.31 | 111.5% | 8.6% |
| 50Δ | 6.61 | 122.5% | 9.8% | 6.41 | 103.6% | 7.5% |
| 55Δ | 6.44 | 119.8% | 8.8% | 6.51 | 95.8% | 6.3% |
| 60Δ | 6.27 | 117.1% | 7.8% | 6.62 | 87.9% | 5.2% |
| 65Δ | 6.10 | 114.5% | 6.8% | 6.72 | 80.1% | 4.0% |
| 70Δ | 5.93 | 111.8% | 5.8% | 6.83 | 72.3% | 2.9% |
| 75Δ | 5.76 | 109.2% | 4.7% | 6.93 | 64.4% | 1.7% |
| 80Δ | 5.59 | 106.5% | 3.7% | 7.19 | 65.0% | 0.8% |
20Δ
- Pseudo strike
- 10.75
- IV
- 317.6%
- B/E move
- 69.4%
- Pseudo strike
- 5.16
- IV
- 228.6%
- B/E move
- 24.9%
25Δ
- Pseudo strike
- 8.82
- IV
- 235.4%
- B/E move
- 39.8%
- Pseudo strike
- 5.57
- IV
- 182.7%
- B/E move
- 18.7%
30Δ
- Pseudo strike
- 8.16
- IV
- 196.4%
- B/E move
- 29.7%
- Pseudo strike
- 5.98
- IV
- 136.9%
- B/E move
- 12.4%
35Δ
- Pseudo strike
- 7.49
- IV
- 157.4%
- B/E move
- 19.6%
- Pseudo strike
- 6.10
- IV
- 127.2%
- B/E move
- 11.0%
40Δ
- Pseudo strike
- 6.96
- IV
- 127.8%
- B/E move
- 11.9%
- Pseudo strike
- 6.20
- IV
- 119.3%
- B/E move
- 9.8%
45Δ
- Pseudo strike
- 6.78
- IV
- 125.1%
- B/E move
- 10.9%
- Pseudo strike
- 6.31
- IV
- 111.5%
- B/E move
- 8.6%
50Δ
- Pseudo strike
- 6.61
- IV
- 122.5%
- B/E move
- 9.8%
- Pseudo strike
- 6.41
- IV
- 103.6%
- B/E move
- 7.5%
55Δ
- Pseudo strike
- 6.44
- IV
- 119.8%
- B/E move
- 8.8%
- Pseudo strike
- 6.51
- IV
- 95.8%
- B/E move
- 6.3%
60Δ
- Pseudo strike
- 6.27
- IV
- 117.1%
- B/E move
- 7.8%
- Pseudo strike
- 6.62
- IV
- 87.9%
- B/E move
- 5.2%
65Δ
- Pseudo strike
- 6.10
- IV
- 114.5%
- B/E move
- 6.8%
- Pseudo strike
- 6.72
- IV
- 80.1%
- B/E move
- 4.0%
70Δ
- Pseudo strike
- 5.93
- IV
- 111.8%
- B/E move
- 5.8%
- Pseudo strike
- 6.83
- IV
- 72.3%
- B/E move
- 2.9%
75Δ
- Pseudo strike
- 5.76
- IV
- 109.2%
- B/E move
- 4.7%
- Pseudo strike
- 6.93
- IV
- 64.4%
- B/E move
- 1.7%
80Δ
- Pseudo strike
- 5.59
- IV
- 106.5%
- B/E move
- 3.7%
- Pseudo strike
- 7.19
- IV
- 65.0%
- B/E move
- 0.8%
Options history
IV · four-Friday blend—
Daily EOD
No recorded observations
0 observations