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Harbor Active Small Cap ETF SMLL

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Market dataready · fetched 2026-11-12T00:52:52.741Z

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 · 2026-11-11T23:30:00.00312079Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T00:52:52.399021+00:00

Share price$22.75
1D+0.3%
AH$22.63$22.66$22.68$22.71$22.735:30 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$0.35$0.60$0.85$1.10$1.35$20.94$21.85$22.76$23.67$24.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SMLL spot · $22.75SMLL PRICE$0.38$0.38$0.38$0.38$0.38$0.39$0.43$0.48$0.52$0.57$0.61$0.65$0.70$0.38$0.38$0.38$0.38$0.39$0.40$0.41$0.41$0.42$0.60$0.82$1.05$1.28
PutsExpensive1.80×
CallsExpensive2.07×
SkewBullish-0.45 pp
Implied moveBullish±$0.84
TiltBearish7.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.41102.6%17.7%20.4190.1%11.9%
25Δ24.8675.8%10.9%21.2669.1%8.2%
30Δ23.9958.4%7.1%21.8454.3%5.7%
35Δ23.6349.4%5.5%22.1246.6%4.5%
40Δ23.2740.3%3.9%22.2941.7%3.8%
45Δ22.9733.2%2.7%22.4636.8%3.1%
50Δ22.8731.4%2.4%22.6231.9%2.4%
55Δ22.7629.6%2.1%22.7927.0%1.7%
60Δ22.6627.8%1.9%22.9622.0%1.0%
65Δ22.5526.0%1.6%23.1923.6%0.7%
70Δ22.4524.2%1.3%23.4327.3%0.6%
75Δ22.3422.4%1.1%23.6831.0%0.6%
80Δ22.2420.6%0.8%23.9234.7%0.5%

20Δ

Calls
Pseudo strike
26.41
IV
102.6%
B/E move
17.7%
Puts
Pseudo strike
20.41
IV
90.1%
B/E move
11.9%

25Δ

Calls
Pseudo strike
24.86
IV
75.8%
B/E move
10.9%
Puts
Pseudo strike
21.26
IV
69.1%
B/E move
8.2%

30Δ

Calls
Pseudo strike
23.99
IV
58.4%
B/E move
7.1%
Puts
Pseudo strike
21.84
IV
54.3%
B/E move
5.7%

35Δ

Calls
Pseudo strike
23.63
IV
49.4%
B/E move
5.5%
Puts
Pseudo strike
22.12
IV
46.6%
B/E move
4.5%

40Δ

Calls
Pseudo strike
23.27
IV
40.3%
B/E move
3.9%
Puts
Pseudo strike
22.29
IV
41.7%
B/E move
3.8%

45Δ

Calls
Pseudo strike
22.97
IV
33.2%
B/E move
2.7%
Puts
Pseudo strike
22.46
IV
36.8%
B/E move
3.1%

50Δ

Calls
Pseudo strike
22.87
IV
31.4%
B/E move
2.4%
Puts
Pseudo strike
22.62
IV
31.9%
B/E move
2.4%

55Δ

Calls
Pseudo strike
22.76
IV
29.6%
B/E move
2.1%
Puts
Pseudo strike
22.79
IV
27.0%
B/E move
1.7%

60Δ

Calls
Pseudo strike
22.66
IV
27.8%
B/E move
1.9%
Puts
Pseudo strike
22.96
IV
22.0%
B/E move
1.0%

65Δ

Calls
Pseudo strike
22.55
IV
26.0%
B/E move
1.6%
Puts
Pseudo strike
23.19
IV
23.6%
B/E move
0.7%

70Δ

Calls
Pseudo strike
22.45
IV
24.2%
B/E move
1.3%
Puts
Pseudo strike
23.43
IV
27.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
22.34
IV
22.4%
B/E move
1.1%
Puts
Pseudo strike
23.68
IV
31.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
22.24
IV
20.6%
B/E move
0.8%
Puts
Pseudo strike
23.92
IV
34.7%
B/E move
0.5%

Options history

IV · four-Friday blend26.08%
Daily EOD
SMLL20.2%23.4%26.5%2026-10-19: 21.39%2026-10-20: 24.70%2026-10-21: 23.61%2026-10-22: 22.44%2026-10-23: 21.52%2026-10-26: 23.82%2026-10-27: 20.64%2026-10-28: 21.56%2026-10-29: 23.56%2026-10-30: 26.08%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
21.39%
24.70%
23.61%
22.44%
21.52%
23.82%
20.64%
21.56%
23.56%
26.08%