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Strive 500 ETF STXF

i

Market dataready · fetched 2026-11-12T02:41:24.087Z

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: 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 data

PriceAlpaca · sip · 2026-11-12T00:00:00.002279387Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:41:23.705348+00:00

Share price$49.10
1D+0.5%
AH$48.79$48.92$49.05$49.18$49.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTXF
Sold putSold callAH

Strive 500 ETF options

Live interpolated STXF call and put midpoint premiums by absolute delta.Strive 500 ETF$0.48$0.70$0.93$1.16$1.39$45.37$47.16$48.96$50.75$52.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STXF spot · $49.10STXF PRICE$0.50$0.50$0.51$0.52$0.56$0.60$0.64$0.68$0.78$0.88$0.98$1.08$1.18$0.50$0.53$0.56$0.59$0.62$0.65$0.70$0.77$0.83$0.89$0.96$1.02$1.32
PutsCheap0.69×
CallsCheap0.75×
SkewNeutral+0.25 pp
Implied moveBearish±$1.34
TiltBearish2.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.5461.8%10.1%45.8256.7%7.7%
25Δ51.7346.0%6.4%47.0244.8%5.3%
30Δ50.7636.5%4.4%47.7138.0%4.0%
35Δ50.1230.1%3.1%48.2132.8%3.0%
40Δ49.7826.9%2.5%48.5728.7%2.3%
45Δ49.5224.4%2.1%48.9324.6%1.7%
50Δ49.2522.0%1.6%49.1422.7%1.4%
55Δ48.9919.6%1.2%49.3121.3%1.1%
60Δ48.8218.9%1.0%49.4820.0%0.9%
65Δ48.6518.2%0.9%49.6518.6%0.7%
70Δ48.4717.4%0.7%49.8217.2%0.5%
75Δ48.3016.7%0.6%49.9915.8%0.3%
80Δ48.1316.0%0.4%50.3316.7%0.2%

20Δ

Calls
Pseudo strike
53.54
IV
61.8%
B/E move
10.1%
Puts
Pseudo strike
45.82
IV
56.7%
B/E move
7.7%

25Δ

Calls
Pseudo strike
51.73
IV
46.0%
B/E move
6.4%
Puts
Pseudo strike
47.02
IV
44.8%
B/E move
5.3%

30Δ

Calls
Pseudo strike
50.76
IV
36.5%
B/E move
4.4%
Puts
Pseudo strike
47.71
IV
38.0%
B/E move
4.0%

35Δ

Calls
Pseudo strike
50.12
IV
30.1%
B/E move
3.1%
Puts
Pseudo strike
48.21
IV
32.8%
B/E move
3.0%

40Δ

Calls
Pseudo strike
49.78
IV
26.9%
B/E move
2.5%
Puts
Pseudo strike
48.57
IV
28.7%
B/E move
2.3%

45Δ

Calls
Pseudo strike
49.52
IV
24.4%
B/E move
2.1%
Puts
Pseudo strike
48.93
IV
24.6%
B/E move
1.7%

50Δ

Calls
Pseudo strike
49.25
IV
22.0%
B/E move
1.6%
Puts
Pseudo strike
49.14
IV
22.7%
B/E move
1.4%

55Δ

Calls
Pseudo strike
48.99
IV
19.6%
B/E move
1.2%
Puts
Pseudo strike
49.31
IV
21.3%
B/E move
1.1%

60Δ

Calls
Pseudo strike
48.82
IV
18.9%
B/E move
1.0%
Puts
Pseudo strike
49.48
IV
20.0%
B/E move
0.9%

65Δ

Calls
Pseudo strike
48.65
IV
18.2%
B/E move
0.9%
Puts
Pseudo strike
49.65
IV
18.6%
B/E move
0.7%

70Δ

Calls
Pseudo strike
48.47
IV
17.4%
B/E move
0.7%
Puts
Pseudo strike
49.82
IV
17.2%
B/E move
0.5%

75Δ

Calls
Pseudo strike
48.30
IV
16.7%
B/E move
0.6%
Puts
Pseudo strike
49.99
IV
15.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
48.13
IV
16.0%
B/E move
0.4%
Puts
Pseudo strike
50.33
IV
16.7%
B/E move
0.2%

Options history

IV · four-Friday blend16.84%
Daily EOD
STXF14.5%15.8%17.0%2026-10-19: 15.04%2026-10-20: 14.85%2026-10-21: 14.68%2026-10-22: 15.72%2026-10-23: 16.43%2026-10-26: 15.36%2026-10-27: 15.31%2026-10-28: 15.41%2026-10-29: 15.24%2026-10-30: 16.84%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
15.04%
14.85%
14.68%
15.72%
16.43%
15.36%
15.31%
15.41%
15.24%
16.84%