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Day Hagan Smart Sector ETF SSUS

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Market datapartial · fetched 2026-10-22T15:35:57.770Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-05-21

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 · 2026-10-22T15:13:47.043468189Z

FundamentalsAlpha Vantage · unavailable

Share price$56.15
1D-0.5%
$56.12$56.20$56.29$56.37$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$2.66$3.67$4.68$5.68$6.69$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESSUS PRICE$5.03$6.40$2.77$2.85
PutsExpensive2.36×
CallsExpensive1.74×
SkewBearish+6.77 pp
Implied move——
TiltBullish34.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ54.4124.9%8.0%
40Δ55.9521.3%5.4%
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ53.4515.4%4.1%
80Δ51.8717.2%3.8%

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
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.41
IV
24.9%
B/E move
8.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.95
IV
21.3%
B/E move
5.4%

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

Calls
Pseudo strike
53.45
IV
15.4%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
51.87
IV
17.2%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations