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Day Hagan Smart Sector ETF SSUS

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Market datapartial · fetched 2026-11-13T00:47:01.771Z

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 · 2026-11-12T23:30:00.002936281Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-13T00:47:00.475879+00:00

Share price$55.60
1D+0.4%
AH$55.34$55.51$55.68$55.86$56.035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSSUS
Sold putSold callAH

Day Hagan Smart Sector ETF options

Live interpolated SSUS call and put midpoint premiums by absolute delta.Day Hagan Smart Sector ETF$2.24$3.03$3.82$4.60$5.39$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICESSUS PRICE$2.32$2.61$2.89$3.18$3.46$3.74$4.03$4.31$4.60$4.88$5.17
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ50.56138.7%13.3%
35Δ51.46131.2%12.1%
40Δ52.37123.6%11.0%
45Δ53.27116.1%9.9%
50Δ54.18108.6%8.8%
55Δ55.09101.0%7.7%
60Δ55.9993.5%6.5%
65Δ56.9086.0%5.4%
70Δ57.8078.5%4.3%
75Δ58.7170.9%3.2%
80Δ59.6163.4%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.56
IV
138.7%
B/E move
13.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.46
IV
131.2%
B/E move
12.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.37
IV
123.6%
B/E move
11.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.27
IV
116.1%
B/E move
9.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.18
IV
108.6%
B/E move
8.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.09
IV
101.0%
B/E move
7.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.99
IV
93.5%
B/E move
6.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.90
IV
86.0%
B/E move
5.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.80
IV
78.5%
B/E move
4.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.71
IV
70.9%
B/E move
3.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.61
IV
63.4%
B/E move
2.1%

Options history

IV · four-Friday blend19.61%
Daily EOD
SSUS17.5%19.8%22.1%2026-10-19: 17.81%2026-10-20: 17.81%2026-10-21: 19.31%2026-10-22: 19.57%2026-10-23: 19.79%2026-10-26: 21.80%2026-10-27: 18.33%2026-10-28: 18.50%2026-10-29: 18.58%2026-10-30: 19.61%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
17.81%
17.81%
19.31%
19.57%
19.79%
21.80%
18.33%
18.50%
18.58%
19.61%