Share price$28.60
1D+0.3%
Sold putSold call
-1x Short VIX Futures ETF SVIX
i
Market dataready · fetched 2026-10-21T16:59:46.576Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 dataPriceAlpaca · sip · 2026-10-21T16:58:55.837179401Z
FundamentalsAlpha Vantage · ready
-1x Short VIX Futures ETF options
PutsExpensive1.47×
CallsExpensive1.71×
SkewBullish-24.91 pp
Implied moveBearish±$0.96
TiltBearish12.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 32.26 | 171.7% | 14.2% | 26.04 | 150.3% | 10.1% |
| 25Δ | 36.26 | 379.1% | 30.6% | 27.58 | 76.4% | 4.5% |
| 30Δ | 32.87 | 260.0% | 18.1% | 27.80 | 77.7% | 4.0% |
| 35Δ | 30.07 | 109.7% | 6.7% | 28.02 | 78.3% | 3.4% |
| 40Δ | 28.91 | 51.8% | 2.2% | 28.24 | 71.0% | 2.8% |
| 45Δ | 28.77 | 51.1% | 1.9% | 28.46 | 63.7% | 2.1% |
| 50Δ | 28.63 | 50.5% | 1.6% | 28.63 | 61.6% | 1.8% |
| 55Δ | 28.49 | 49.9% | 1.3% | 28.79 | 60.6% | 1.5% |
| 60Δ | 28.34 | 51.5% | 1.1% | 28.95 | 59.5% | 1.2% |
| 65Δ | 28.18 | 53.2% | 1.0% | 29.47 | 78.1% | 1.2% |
| 70Δ | 28.02 | 54.8% | 0.8% | 30.13 | 104.2% | 1.2% |
| 75Δ | 27.71 | 64.4% | 0.7% | 30.78 | 130.4% | 1.3% |
| 80Δ | 27.37 | 72.1% | 0.6% | 30.19 | 84.0% | 0.7% |
20Δ
- Pseudo strike
- 32.26
- IV
- 171.7%
- B/E move
- 14.2%
- Pseudo strike
- 26.04
- IV
- 150.3%
- B/E move
- 10.1%
25Δ
- Pseudo strike
- 36.26
- IV
- 379.1%
- B/E move
- 30.6%
- Pseudo strike
- 27.58
- IV
- 76.4%
- B/E move
- 4.5%
30Δ
- Pseudo strike
- 32.87
- IV
- 260.0%
- B/E move
- 18.1%
- Pseudo strike
- 27.80
- IV
- 77.7%
- B/E move
- 4.0%
35Δ
- Pseudo strike
- 30.07
- IV
- 109.7%
- B/E move
- 6.7%
- Pseudo strike
- 28.02
- IV
- 78.3%
- B/E move
- 3.4%
40Δ
- Pseudo strike
- 28.91
- IV
- 51.8%
- B/E move
- 2.2%
- Pseudo strike
- 28.24
- IV
- 71.0%
- B/E move
- 2.8%
45Δ
- Pseudo strike
- 28.77
- IV
- 51.1%
- B/E move
- 1.9%
- Pseudo strike
- 28.46
- IV
- 63.7%
- B/E move
- 2.1%
50Δ
- Pseudo strike
- 28.63
- IV
- 50.5%
- B/E move
- 1.6%
- Pseudo strike
- 28.63
- IV
- 61.6%
- B/E move
- 1.8%
55Δ
- Pseudo strike
- 28.49
- IV
- 49.9%
- B/E move
- 1.3%
- Pseudo strike
- 28.79
- IV
- 60.6%
- B/E move
- 1.5%
60Δ
- Pseudo strike
- 28.34
- IV
- 51.5%
- B/E move
- 1.1%
- Pseudo strike
- 28.95
- IV
- 59.5%
- B/E move
- 1.2%
65Δ
- Pseudo strike
- 28.18
- IV
- 53.2%
- B/E move
- 1.0%
- Pseudo strike
- 29.47
- IV
- 78.1%
- B/E move
- 1.2%
70Δ
- Pseudo strike
- 28.02
- IV
- 54.8%
- B/E move
- 0.8%
- Pseudo strike
- 30.13
- IV
- 104.2%
- B/E move
- 1.2%
75Δ
- Pseudo strike
- 27.71
- IV
- 64.4%
- B/E move
- 0.7%
- Pseudo strike
- 30.78
- IV
- 130.4%
- B/E move
- 1.3%
80Δ
- Pseudo strike
- 27.37
- IV
- 72.1%
- B/E move
- 0.6%
- Pseudo strike
- 30.19
- IV
- 84.0%
- B/E move
- 0.7%
Options history
Table
| Date | IV |
|---|---|
| 65.14% | |
| 64.28% |