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Defiance S&P 500 Income Target ETF SPYT

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Market datapartial · fetched 2026-10-23T02:21:44.508Z

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 · 2026-10-23T00:00:00.024254528Z

FundamentalsAlpha Vantage · unavailable

Share price$16.87
1D+0.4%
AH$16.79$16.85$16.91$16.96$17.025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPYT
Sold putSold callAH

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$0.17$1.33$2.48$3.64$4.80$14.35$15.56$16.77$17.99$19.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPYT spot · $16.87SPYT PRICE$0.33$0.34$0.39$0.44$0.49$0.54$0.59$0.64$0.70$0.75$0.80$0.85$0.90$0.34$0.36$0.37$0.35$0.33$0.31$0.29$0.44$1.21$1.81$2.15$2.63$4.47
PutsExpensive2.35×
CallsExpensive2.20×
SkewBearish+4.07 pp
Implied moveBullish±$0.88
TiltBearish32.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.3868.6%22.8%14.6464.3%15.3%
25Δ18.9551.8%14.3%15.3951.4%10.9%
30Δ18.7149.1%13.2%16.0439.8%7.1%
35Δ18.4746.4%12.1%16.2434.1%5.8%
40Δ18.2443.6%11.0%16.4428.4%4.5%
45Δ18.0040.9%9.9%16.6422.7%3.2%
50Δ17.7638.2%8.8%16.8417.1%1.9%
55Δ17.5335.5%7.7%17.1217.4%1.1%
60Δ17.2932.7%6.6%17.6740.2%2.5%
65Δ17.0530.0%5.5%18.1854.2%3.0%
70Δ16.8227.3%4.4%18.6255.1%2.4%
75Δ16.5824.6%3.3%19.1858.3%1.9%
80Δ16.3421.8%2.2%21.0280.5%1.9%

20Δ

Calls
Pseudo strike
20.38
IV
68.6%
B/E move
22.8%
Puts
Pseudo strike
14.64
IV
64.3%
B/E move
15.3%

25Δ

Calls
Pseudo strike
18.95
IV
51.8%
B/E move
14.3%
Puts
Pseudo strike
15.39
IV
51.4%
B/E move
10.9%

30Δ

Calls
Pseudo strike
18.71
IV
49.1%
B/E move
13.2%
Puts
Pseudo strike
16.04
IV
39.8%
B/E move
7.1%

35Δ

Calls
Pseudo strike
18.47
IV
46.4%
B/E move
12.1%
Puts
Pseudo strike
16.24
IV
34.1%
B/E move
5.8%

40Δ

Calls
Pseudo strike
18.24
IV
43.6%
B/E move
11.0%
Puts
Pseudo strike
16.44
IV
28.4%
B/E move
4.5%

45Δ

Calls
Pseudo strike
18.00
IV
40.9%
B/E move
9.9%
Puts
Pseudo strike
16.64
IV
22.7%
B/E move
3.2%

50Δ

Calls
Pseudo strike
17.76
IV
38.2%
B/E move
8.8%
Puts
Pseudo strike
16.84
IV
17.1%
B/E move
1.9%

55Δ

Calls
Pseudo strike
17.53
IV
35.5%
B/E move
7.7%
Puts
Pseudo strike
17.12
IV
17.4%
B/E move
1.1%

60Δ

Calls
Pseudo strike
17.29
IV
32.7%
B/E move
6.6%
Puts
Pseudo strike
17.67
IV
40.2%
B/E move
2.5%

65Δ

Calls
Pseudo strike
17.05
IV
30.0%
B/E move
5.5%
Puts
Pseudo strike
18.18
IV
54.2%
B/E move
3.0%

70Δ

Calls
Pseudo strike
16.82
IV
27.3%
B/E move
4.4%
Puts
Pseudo strike
18.62
IV
55.1%
B/E move
2.4%

75Δ

Calls
Pseudo strike
16.58
IV
24.6%
B/E move
3.3%
Puts
Pseudo strike
19.18
IV
58.3%
B/E move
1.9%

80Δ

Calls
Pseudo strike
16.34
IV
21.8%
B/E move
2.2%
Puts
Pseudo strike
21.02
IV
80.5%
B/E move
1.9%

Options history

No recorded observations