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Defiance S&P 500 Income Target ETF SPYT

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Market datapartial · fetched 2026-10-22T16:38:12.815Z

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 · 2026-10-22T16:36:11.463603781Z

FundamentalsAlpha Vantage · unavailable

Share price$16.87
1D-0.4%
$16.82$16.85$16.88$16.91$16.945:30 AM6:30 AM9:00 AM1:00 PMSPYT
Sold putSold call

Defiance S&P 500 Income Target ETF options

Live interpolated SPYT call and put midpoint premiums by absolute delta.Defiance S&P 500 Income Target ETF$0.09$1.25$2.41$3.57$4.73$13.32$15.33$17.34$19.34$21.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPYT spot · $16.87SPYT PRICE$0.49$0.98$1.07$1.07$0.85$0.22$0.65$1.07$1.50$1.93$2.36$1.58$3.63$0.80$0.58$0.44$0.64$0.85$1.06$1.27$1.48$1.69$1.90$2.13$2.35$4.40
PutsExpensive3.16×
CallsExpensive4.52×
SkewBullish-19.75 pp
Implied moveBearish±$1.91
TiltBearish5.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.3699.7%35.5%13.63116.4%23.9%
25Δ26.27169.7%61.6%15.1971.8%13.4%
30Δ23.12146.3%43.5%16.2535.7%6.2%
35Δ20.46115.6%27.7%16.5239.2%5.8%
40Δ18.5175.2%14.8%16.8042.8%5.4%
45Δ16.9511.7%1.8%17.0846.3%5.0%
50Δ16.6024.5%2.3%17.3649.8%4.6%
55Δ16.2637.3%2.8%17.6453.3%4.2%
60Δ15.9250.1%3.3%17.9156.9%3.8%
65Δ15.5862.9%3.8%18.2456.6%3.2%
70Δ15.2375.7%4.3%18.5854.7%2.5%
75Δ15.6644.0%2.2%18.9252.8%1.7%
80Δ13.8999.8%3.9%20.9579.5%1.9%

20Δ

Calls
Pseudo strike
22.36
IV
99.7%
B/E move
35.5%
Puts
Pseudo strike
13.63
IV
116.4%
B/E move
23.9%

25Δ

Calls
Pseudo strike
26.27
IV
169.7%
B/E move
61.6%
Puts
Pseudo strike
15.19
IV
71.8%
B/E move
13.4%

30Δ

Calls
Pseudo strike
23.12
IV
146.3%
B/E move
43.5%
Puts
Pseudo strike
16.25
IV
35.7%
B/E move
6.2%

35Δ

Calls
Pseudo strike
20.46
IV
115.6%
B/E move
27.7%
Puts
Pseudo strike
16.52
IV
39.2%
B/E move
5.8%

40Δ

Calls
Pseudo strike
18.51
IV
75.2%
B/E move
14.8%
Puts
Pseudo strike
16.80
IV
42.8%
B/E move
5.4%

45Δ

Calls
Pseudo strike
16.95
IV
11.7%
B/E move
1.8%
Puts
Pseudo strike
17.08
IV
46.3%
B/E move
5.0%

50Δ

Calls
Pseudo strike
16.60
IV
24.5%
B/E move
2.3%
Puts
Pseudo strike
17.36
IV
49.8%
B/E move
4.6%

55Δ

Calls
Pseudo strike
16.26
IV
37.3%
B/E move
2.8%
Puts
Pseudo strike
17.64
IV
53.3%
B/E move
4.2%

60Δ

Calls
Pseudo strike
15.92
IV
50.1%
B/E move
3.3%
Puts
Pseudo strike
17.91
IV
56.9%
B/E move
3.8%

65Δ

Calls
Pseudo strike
15.58
IV
62.9%
B/E move
3.8%
Puts
Pseudo strike
18.24
IV
56.6%
B/E move
3.2%

70Δ

Calls
Pseudo strike
15.23
IV
75.7%
B/E move
4.3%
Puts
Pseudo strike
18.58
IV
54.7%
B/E move
2.5%

75Δ

Calls
Pseudo strike
15.66
IV
44.0%
B/E move
2.2%
Puts
Pseudo strike
18.92
IV
52.8%
B/E move
1.7%

80Δ

Calls
Pseudo strike
13.89
IV
99.8%
B/E move
3.9%
Puts
Pseudo strike
20.95
IV
79.5%
B/E move
1.9%

Options history

No recorded observations