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Strive 500 ETF STXF

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Market dataready · fetched 2026-10-22T20:47:27.891Z

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 · 2026-10-22T20:10:00.001669886Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T20:47:26.524447+00:00

Share price$49.39
1D-0.4%
AH$49.16$49.28$49.40$49.52$49.645:30 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$0.37$0.90$1.44$1.97$2.51$46.25$47.81$49.36$50.92$52.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STXF spot · $49.39STXF PRICE$0.42$0.46$0.51$0.57$0.64$0.72$0.85$0.97$1.10$1.32$1.58$1.83$2.29$0.49$0.54$0.59$0.64$0.70$0.79$0.88$0.96$1.09$1.31$1.53$1.75$2.36
PutsFair0.99×
CallsExpensive1.16×
SkewNeutral+0.13 pp
Implied moveBalanced±$1.73
TiltBalanced1.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.2228.5%8.6%46.2730.3%7.3%
25Δ51.8922.9%6.0%47.3225.4%5.3%
30Δ51.1620.0%4.6%48.0921.5%3.8%
35Δ50.6718.2%3.8%48.5619.4%3.0%
40Δ50.2616.6%3.0%49.0117.3%2.2%
45Δ49.8915.6%2.5%49.2816.4%1.8%
50Δ49.6215.4%2.2%49.5515.5%1.5%
55Δ49.3415.2%1.9%49.8214.5%1.1%
60Δ49.0615.0%1.6%50.0914.0%0.8%
65Δ48.7415.4%1.4%50.3914.2%0.6%
70Δ48.4015.9%1.2%50.6914.5%0.5%
75Δ48.0616.5%1.0%51.0014.7%0.3%
80Δ47.5317.6%0.9%51.6516.7%0.2%

20Δ

Calls
Pseudo strike
53.22
IV
28.5%
B/E move
8.6%
Puts
Pseudo strike
46.27
IV
30.3%
B/E move
7.3%

25Δ

Calls
Pseudo strike
51.89
IV
22.9%
B/E move
6.0%
Puts
Pseudo strike
47.32
IV
25.4%
B/E move
5.3%

30Δ

Calls
Pseudo strike
51.16
IV
20.0%
B/E move
4.6%
Puts
Pseudo strike
48.09
IV
21.5%
B/E move
3.8%

35Δ

Calls
Pseudo strike
50.67
IV
18.2%
B/E move
3.8%
Puts
Pseudo strike
48.56
IV
19.4%
B/E move
3.0%

40Δ

Calls
Pseudo strike
50.26
IV
16.6%
B/E move
3.0%
Puts
Pseudo strike
49.01
IV
17.3%
B/E move
2.2%

45Δ

Calls
Pseudo strike
49.89
IV
15.6%
B/E move
2.5%
Puts
Pseudo strike
49.28
IV
16.4%
B/E move
1.8%

50Δ

Calls
Pseudo strike
49.62
IV
15.4%
B/E move
2.2%
Puts
Pseudo strike
49.55
IV
15.5%
B/E move
1.5%

55Δ

Calls
Pseudo strike
49.34
IV
15.2%
B/E move
1.9%
Puts
Pseudo strike
49.82
IV
14.5%
B/E move
1.1%

60Δ

Calls
Pseudo strike
49.06
IV
15.0%
B/E move
1.6%
Puts
Pseudo strike
50.09
IV
14.0%
B/E move
0.8%

65Δ

Calls
Pseudo strike
48.74
IV
15.4%
B/E move
1.4%
Puts
Pseudo strike
50.39
IV
14.2%
B/E move
0.6%

70Δ

Calls
Pseudo strike
48.40
IV
15.9%
B/E move
1.2%
Puts
Pseudo strike
50.69
IV
14.5%
B/E move
0.5%

75Δ

Calls
Pseudo strike
48.06
IV
16.5%
B/E move
1.0%
Puts
Pseudo strike
51.00
IV
14.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
47.53
IV
17.6%
B/E move
0.9%
Puts
Pseudo strike
51.65
IV
16.7%
B/E move
0.2%

Options history

No recorded observations