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Harbor Active Small Cap ETF SMLL

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Market datapartial · fetched 2026-10-22T21:03:26.162Z

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 · 2026-10-22T20:10:00.00286059Z

FundamentalsAlpha Vantage · unavailable

Share price$21.89
1D-0.6%
AH$21.32$21.35$21.39$21.43$21.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSMLL
Sold putSold callAH

Harbor Active Small Cap ETF options

Live interpolated SMLL call and put midpoint premiums by absolute delta.Harbor Active Small Cap ETF$0.34$0.78$1.23$1.67$2.12$19.39$20.56$21.73$22.91$24.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMLL spot · $21.89SMLL PRICE$0.40$0.40$0.41$0.42$0.40$0.39$0.38$0.53$0.67$0.81$0.95$1.09$1.62$0.44$0.45$0.38$0.44$0.50$0.55$0.62$0.80$0.98$1.16$1.33$1.65$1.99
PutsExpensive1.99×
CallsExpensive1.27×
SkewBearish+3.48 pp
Implied moveBearish±$1.00
TiltBearish14.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.9363.1%20.3%19.3259.6%13.8%
25Δ24.2446.6%12.5%20.2546.6%9.6%
30Δ23.4237.9%8.9%21.0431.4%5.6%
35Δ22.8831.3%6.4%21.2929.4%4.8%
40Δ22.5826.0%5.0%21.5427.5%3.9%
45Δ22.2820.7%3.6%21.7825.5%3.0%
50Δ21.9915.9%2.2%22.0323.9%2.2%
55Δ21.8117.1%2.0%22.2625.0%1.9%
60Δ21.6218.3%1.8%22.5026.1%1.7%
65Δ21.4419.6%1.6%22.7427.2%1.4%
70Δ21.2520.8%1.4%22.9828.3%1.1%
75Δ21.0722.0%1.3%23.3629.5%0.9%
80Δ20.5125.9%1.1%23.7530.6%0.6%

20Δ

Calls
Pseudo strike
25.93
IV
63.1%
B/E move
20.3%
Puts
Pseudo strike
19.32
IV
59.6%
B/E move
13.8%

25Δ

Calls
Pseudo strike
24.24
IV
46.6%
B/E move
12.5%
Puts
Pseudo strike
20.25
IV
46.6%
B/E move
9.6%

30Δ

Calls
Pseudo strike
23.42
IV
37.9%
B/E move
8.9%
Puts
Pseudo strike
21.04
IV
31.4%
B/E move
5.6%

35Δ

Calls
Pseudo strike
22.88
IV
31.3%
B/E move
6.4%
Puts
Pseudo strike
21.29
IV
29.4%
B/E move
4.8%

40Δ

Calls
Pseudo strike
22.58
IV
26.0%
B/E move
5.0%
Puts
Pseudo strike
21.54
IV
27.5%
B/E move
3.9%

45Δ

Calls
Pseudo strike
22.28
IV
20.7%
B/E move
3.6%
Puts
Pseudo strike
21.78
IV
25.5%
B/E move
3.0%

50Δ

Calls
Pseudo strike
21.99
IV
15.9%
B/E move
2.2%
Puts
Pseudo strike
22.03
IV
23.9%
B/E move
2.2%

55Δ

Calls
Pseudo strike
21.81
IV
17.1%
B/E move
2.0%
Puts
Pseudo strike
22.26
IV
25.0%
B/E move
1.9%

60Δ

Calls
Pseudo strike
21.62
IV
18.3%
B/E move
1.8%
Puts
Pseudo strike
22.50
IV
26.1%
B/E move
1.7%

65Δ

Calls
Pseudo strike
21.44
IV
19.6%
B/E move
1.6%
Puts
Pseudo strike
22.74
IV
27.2%
B/E move
1.4%

70Δ

Calls
Pseudo strike
21.25
IV
20.8%
B/E move
1.4%
Puts
Pseudo strike
22.98
IV
28.3%
B/E move
1.1%

75Δ

Calls
Pseudo strike
21.07
IV
22.0%
B/E move
1.3%
Puts
Pseudo strike
23.36
IV
29.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
20.51
IV
25.9%
B/E move
1.1%
Puts
Pseudo strike
23.75
IV
30.6%
B/E move
0.6%

Options history

No recorded observations