Strive Emerging Markets Ex-China ETF STXE
i
Market dataready · fetched 2026-11-11T14:56:39.688Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-11T14:39:29.624669021Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:56:38.952681+00:00
Strive Emerging Markets Ex-China ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 56.56 | 124.7% | 27.3% | |||
| 25Δ | 55.35 | 117.6% | 25.0% | |||
| 30Δ | 54.15 | 110.5% | 22.6% | |||
| 35Δ | 52.94 | 103.5% | 20.3% | |||
| 40Δ | 51.73 | 96.4% | 18.0% | |||
| 45Δ | 50.53 | 89.3% | 15.6% | |||
| 50Δ | 49.32 | 82.2% | 13.3% | 45.20 | 40.7% | 2.4% |
| 55Δ | 48.11 | 75.1% | 11.0% | 45.54 | 39.4% | 2.0% |
| 60Δ | 46.90 | 68.1% | 8.7% | 45.88 | 38.1% | 1.6% |
| 65Δ | 45.70 | 61.0% | 6.3% | 46.27 | 37.5% | 1.3% |
| 70Δ | 44.49 | 53.9% | 4.0% | 46.70 | 37.3% | 1.0% |
| 75Δ | 43.28 | 46.8% | 1.7% | 47.12 | 37.1% | 0.8% |
| 80Δ | 42.38 | 47.5% | 0.9% | 47.55 | 36.8% | 0.6% |
20Δ
- Pseudo strike
- 56.56
- IV
- 124.7%
- B/E move
- 27.3%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 55.35
- IV
- 117.6%
- B/E move
- 25.0%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 54.15
- IV
- 110.5%
- B/E move
- 22.6%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 52.94
- IV
- 103.5%
- B/E move
- 20.3%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 51.73
- IV
- 96.4%
- B/E move
- 18.0%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 50.53
- IV
- 89.3%
- B/E move
- 15.6%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 49.32
- IV
- 82.2%
- B/E move
- 13.3%
- Pseudo strike
- 45.20
- IV
- 40.7%
- B/E move
- 2.4%
55Δ
- Pseudo strike
- 48.11
- IV
- 75.1%
- B/E move
- 11.0%
- Pseudo strike
- 45.54
- IV
- 39.4%
- B/E move
- 2.0%
60Δ
- Pseudo strike
- 46.90
- IV
- 68.1%
- B/E move
- 8.7%
- Pseudo strike
- 45.88
- IV
- 38.1%
- B/E move
- 1.6%
65Δ
- Pseudo strike
- 45.70
- IV
- 61.0%
- B/E move
- 6.3%
- Pseudo strike
- 46.27
- IV
- 37.5%
- B/E move
- 1.3%
70Δ
- Pseudo strike
- 44.49
- IV
- 53.9%
- B/E move
- 4.0%
- Pseudo strike
- 46.70
- IV
- 37.3%
- B/E move
- 1.0%
75Δ
- Pseudo strike
- 43.28
- IV
- 46.8%
- B/E move
- 1.7%
- Pseudo strike
- 47.12
- IV
- 37.1%
- B/E move
- 0.8%
80Δ
- Pseudo strike
- 42.38
- IV
- 47.5%
- B/E move
- 0.9%
- Pseudo strike
- 47.55
- IV
- 36.8%
- B/E move
- 0.6%
Options history
Table
| Date | IV (%) |
|---|---|
| 31.71% | |
| 31.61% | |
| 31.33% | |
| 33.55% | |
| 33.58% | |
| 34.26% | |
| 32.71% | |
| 32.39% | |
| 33.15% | |
| 34.66% |