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Day Hagan Smart Sector ETF SSUS

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Market datapartial · fetched 2026-10-23T23:08:22.371Z

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 · 2026-10-23T22:30:00.003002939Z

FundamentalsAlpha Vantage · unavailable

Share price$56.01
1D+0.2%
AH$55.89$55.98$56.08$56.17$56.265:30 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$0.88$1.33$1.79$2.25$2.71$51.17$53.46$55.75$58.04$60.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SSUS spot · $56.01SSUS PRICE$0.93$0.97$1.07$1.18$1.31$1.44$1.58$1.72$1.93$2.23$2.57$0.97$1.02$1.08$1.14$1.22$1.30$1.40$1.50$1.61$1.72$1.83$1.94$2.09
PutsExpensive2.39×
CallsExpensive2.20×
SkewBearish+3.36 pp
Implied moveBearish±$2.71
TiltBearish5.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.2452.6%12.0%
25Δ52.3341.6%8.4%
30Δ59.2233.0%7.4%53.6535.0%6.2%
35Δ58.0727.8%5.4%54.5830.1%4.6%
40Δ57.3825.3%4.4%55.2826.6%3.5%
45Δ56.8023.4%3.5%55.8423.9%2.6%
50Δ56.3422.0%2.9%56.2721.9%2.0%
55Δ55.9020.7%2.4%56.6420.2%1.6%
60Δ55.5519.6%2.0%57.0118.6%1.1%
65Δ55.1918.6%1.6%57.2617.3%0.8%
70Δ54.8117.9%1.3%57.5116.0%0.6%
75Δ54.3817.9%1.1%57.7614.7%0.3%
80Δ53.9218.1%0.9%58.0413.6%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.24
IV
52.6%
B/E move
12.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.33
IV
41.6%
B/E move
8.4%

30Δ

Calls
Pseudo strike
59.22
IV
33.0%
B/E move
7.4%
Puts
Pseudo strike
53.65
IV
35.0%
B/E move
6.2%

35Δ

Calls
Pseudo strike
58.07
IV
27.8%
B/E move
5.4%
Puts
Pseudo strike
54.58
IV
30.1%
B/E move
4.6%

40Δ

Calls
Pseudo strike
57.38
IV
25.3%
B/E move
4.4%
Puts
Pseudo strike
55.28
IV
26.6%
B/E move
3.5%

45Δ

Calls
Pseudo strike
56.80
IV
23.4%
B/E move
3.5%
Puts
Pseudo strike
55.84
IV
23.9%
B/E move
2.6%

50Δ

Calls
Pseudo strike
56.34
IV
22.0%
B/E move
2.9%
Puts
Pseudo strike
56.27
IV
21.9%
B/E move
2.0%

55Δ

Calls
Pseudo strike
55.90
IV
20.7%
B/E move
2.4%
Puts
Pseudo strike
56.64
IV
20.2%
B/E move
1.6%

60Δ

Calls
Pseudo strike
55.55
IV
19.6%
B/E move
2.0%
Puts
Pseudo strike
57.01
IV
18.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
55.19
IV
18.6%
B/E move
1.6%
Puts
Pseudo strike
57.26
IV
17.3%
B/E move
0.8%

70Δ

Calls
Pseudo strike
54.81
IV
17.9%
B/E move
1.3%
Puts
Pseudo strike
57.51
IV
16.0%
B/E move
0.6%

75Δ

Calls
Pseudo strike
54.38
IV
17.9%
B/E move
1.1%
Puts
Pseudo strike
57.76
IV
14.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
53.92
IV
18.1%
B/E move
0.9%
Puts
Pseudo strike
58.04
IV
13.6%
B/E move
0.1%

Options history

No recorded observations