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Day Hagan Smart Sector ETF SSUS

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Market datapartial · fetched 2026-10-23T17:42:31.541Z

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 · 2026-10-23T17:30:38.245016854Z

FundamentalsAlpha Vantage · unavailable

Share price$56.04
1D+0.2%
$55.89$55.98$56.08$56.17$56.265:30 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$0.88$1.31$1.74$2.17$2.60$51.20$53.48$55.76$58.04$60.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SSUS spot · $56.04SSUS PRICE$0.93$0.97$1.06$1.17$1.30$1.43$1.57$1.70$1.89$2.18$2.47$0.97$1.02$1.08$1.15$1.22$1.31$1.41$1.51$1.62$1.71$1.80$1.90$1.99
PutsExpensive2.30×
CallsExpensive2.15×
SkewBearish+3.56 pp
Implied moveBearish±$2.70
TiltBearish5.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.2752.4%12.0%
25Δ52.3641.5%8.4%
30Δ59.2532.8%7.4%53.6834.9%6.1%
35Δ58.1027.6%5.4%54.6130.0%4.6%
40Δ57.4125.1%4.3%55.3126.6%3.5%
45Δ56.8323.1%3.5%55.8723.8%2.6%
50Δ56.3721.8%2.9%56.3021.9%2.1%
55Δ55.9320.5%2.4%56.6820.3%1.6%
60Δ55.5919.4%2.0%57.0418.6%1.1%
65Δ55.2418.3%1.6%57.2717.2%0.8%
70Δ54.8717.5%1.3%57.5115.9%0.6%
75Δ54.4617.4%1.1%57.7414.5%0.3%
80Δ54.0417.3%0.8%57.9813.1%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.27
IV
52.4%
B/E move
12.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.36
IV
41.5%
B/E move
8.4%

30Δ

Calls
Pseudo strike
59.25
IV
32.8%
B/E move
7.4%
Puts
Pseudo strike
53.68
IV
34.9%
B/E move
6.1%

35Δ

Calls
Pseudo strike
58.10
IV
27.6%
B/E move
5.4%
Puts
Pseudo strike
54.61
IV
30.0%
B/E move
4.6%

40Δ

Calls
Pseudo strike
57.41
IV
25.1%
B/E move
4.3%
Puts
Pseudo strike
55.31
IV
26.6%
B/E move
3.5%

45Δ

Calls
Pseudo strike
56.83
IV
23.1%
B/E move
3.5%
Puts
Pseudo strike
55.87
IV
23.8%
B/E move
2.6%

50Δ

Calls
Pseudo strike
56.37
IV
21.8%
B/E move
2.9%
Puts
Pseudo strike
56.30
IV
21.9%
B/E move
2.1%

55Δ

Calls
Pseudo strike
55.93
IV
20.5%
B/E move
2.4%
Puts
Pseudo strike
56.68
IV
20.3%
B/E move
1.6%

60Δ

Calls
Pseudo strike
55.59
IV
19.4%
B/E move
2.0%
Puts
Pseudo strike
57.04
IV
18.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
55.24
IV
18.3%
B/E move
1.6%
Puts
Pseudo strike
57.27
IV
17.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
54.87
IV
17.5%
B/E move
1.3%
Puts
Pseudo strike
57.51
IV
15.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
54.46
IV
17.4%
B/E move
1.1%
Puts
Pseudo strike
57.74
IV
14.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
54.04
IV
17.3%
B/E move
0.8%
Puts
Pseudo strike
57.98
IV
13.1%
B/E move
0.1%

Options history

No recorded observations