IntraAlpha
Create free account Start free

Strive 500 ETF STXF

i

Market datapartial · fetched 2026-10-22T18:33:12.567Z

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 · 2026-10-22T18:27:59.899954753Z

FundamentalsAlpha Vantage · unavailable

Share price$49.28
1D-0.6%
$49.23$49.33$49.43$49.54$49.645:30 AM6:30 AM9:00 AM1:00 PMSTXF
Sold putSold call

Strive 500 ETF options

Live interpolated STXF call and put midpoint premiums by absolute delta.Strive 500 ETF$0.36$0.98$1.60$2.23$2.85$46.11$47.72$49.34$50.95$52.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STXF spot · $49.28STXF PRICE$0.42$0.46$0.52$0.59$0.65$0.76$0.90$1.03$1.20$1.47$1.75$2.15$2.67$0.48$0.54$0.58$0.63$0.69$0.76$0.84$0.92$1.00$1.13$1.28$1.44$1.60
PutsCheap0.92×
CallsExpensive1.24×
SkewBullish-2.35 pp
Implied moveBullish±$1.74
TiltBullish10.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.1128.5%8.6%46.1930.1%7.2%
25Δ51.8223.2%6.1%47.2325.2%5.2%
30Δ51.0620.3%4.7%48.0221.1%3.7%
35Δ50.5918.6%3.8%48.4619.0%3.0%
40Δ50.1517.0%3.1%48.9017.0%2.2%
45Δ49.8016.4%2.6%49.1915.8%1.7%
50Δ49.5116.3%2.3%49.4314.8%1.4%
55Δ49.2116.2%1.9%49.6713.9%1.1%
60Δ48.9016.4%1.7%49.9113.0%0.7%
65Δ48.5317.2%1.5%50.1512.5%0.5%
70Δ48.1718.0%1.3%50.3812.2%0.4%
75Δ47.6919.3%1.1%50.6211.8%0.2%
80Δ47.0921.1%1.0%50.8511.5%0.1%

20Δ

Calls
Pseudo strike
53.11
IV
28.5%
B/E move
8.6%
Puts
Pseudo strike
46.19
IV
30.1%
B/E move
7.2%

25Δ

Calls
Pseudo strike
51.82
IV
23.2%
B/E move
6.1%
Puts
Pseudo strike
47.23
IV
25.2%
B/E move
5.2%

30Δ

Calls
Pseudo strike
51.06
IV
20.3%
B/E move
4.7%
Puts
Pseudo strike
48.02
IV
21.1%
B/E move
3.7%

35Δ

Calls
Pseudo strike
50.59
IV
18.6%
B/E move
3.8%
Puts
Pseudo strike
48.46
IV
19.0%
B/E move
3.0%

40Δ

Calls
Pseudo strike
50.15
IV
17.0%
B/E move
3.1%
Puts
Pseudo strike
48.90
IV
17.0%
B/E move
2.2%

45Δ

Calls
Pseudo strike
49.80
IV
16.4%
B/E move
2.6%
Puts
Pseudo strike
49.19
IV
15.8%
B/E move
1.7%

50Δ

Calls
Pseudo strike
49.51
IV
16.3%
B/E move
2.3%
Puts
Pseudo strike
49.43
IV
14.8%
B/E move
1.4%

55Δ

Calls
Pseudo strike
49.21
IV
16.2%
B/E move
1.9%
Puts
Pseudo strike
49.67
IV
13.9%
B/E move
1.1%

60Δ

Calls
Pseudo strike
48.90
IV
16.4%
B/E move
1.7%
Puts
Pseudo strike
49.91
IV
13.0%
B/E move
0.7%

65Δ

Calls
Pseudo strike
48.53
IV
17.2%
B/E move
1.5%
Puts
Pseudo strike
50.15
IV
12.5%
B/E move
0.5%

70Δ

Calls
Pseudo strike
48.17
IV
18.0%
B/E move
1.3%
Puts
Pseudo strike
50.38
IV
12.2%
B/E move
0.4%

75Δ

Calls
Pseudo strike
47.69
IV
19.3%
B/E move
1.1%
Puts
Pseudo strike
50.62
IV
11.8%
B/E move
0.2%

80Δ

Calls
Pseudo strike
47.09
IV
21.1%
B/E move
1.0%
Puts
Pseudo strike
50.85
IV
11.5%
B/E move
0.1%

Options history

No recorded observations