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Day Hagan Smart Sector ETF SSUS

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Market datapartial · fetched 2026-10-22T19:58:59.944Z

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 · 2026-10-22T19:35:41.656231883Z

FundamentalsAlpha Vantage · unavailable

Share price$56.16
1D-0.5%
$56.06$56.16$56.26$56.35$56.455:30 AM6:30 AM9:00 AM1:00 PMSSUS
Sold putSold call

Day Hagan Smart Sector ETF options

Live interpolated SSUS call and put midpoint premiums by absolute delta.Day Hagan Smart Sector ETF$1.07$1.49$1.90$2.32$2.74$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESSUS PRICE$1.11$1.24$1.36$1.49$1.61$1.74$1.87$1.99$2.12$2.24$2.37$2.49$2.62
PutsExpensive4.62×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.5177.8%20.9%
25Δ46.5173.1%19.4%
30Δ47.5268.3%17.8%
35Δ48.5263.6%16.3%
40Δ49.5258.9%14.7%
45Δ50.5254.2%13.1%
50Δ51.5249.4%11.6%
55Δ52.5244.7%10.0%
60Δ53.5240.0%8.5%
65Δ54.5335.2%6.9%
70Δ55.5330.5%5.3%
75Δ56.5325.8%3.8%
80Δ57.5321.1%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.51
IV
77.8%
B/E move
20.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.51
IV
73.1%
B/E move
19.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.52
IV
68.3%
B/E move
17.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.52
IV
63.6%
B/E move
16.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.52
IV
58.9%
B/E move
14.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.52
IV
54.2%
B/E move
13.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.52
IV
49.4%
B/E move
11.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.52
IV
44.7%
B/E move
10.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.52
IV
40.0%
B/E move
8.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.53
IV
35.2%
B/E move
6.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.53
IV
30.5%
B/E move
5.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.53
IV
25.8%
B/E move
3.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.53
IV
21.1%
B/E move
2.2%

Options history

No recorded observations