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Cambria Shareholder Yield ETF SYLD

i

Market dataready · fetched 2026-11-11T15:51:23.073Z

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 · 2026-11-11T15:46:10.001447702Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T15:51:22.190826+00:00

Share price$85.63
1D-0.0%
$85.52$85.63$85.75$85.86$85.975:30 AM6:30 AM9:00 AM1:00 PMSYLD
Sold putSold call

Cambria Shareholder Yield ETF options

Live interpolated SYLD call and put midpoint premiums by absolute delta.Cambria Shareholder Yield ETF$1.12$1.16$1.19$1.23$1.26$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICESYLD PRICE$1.13$1.14$1.19$1.25
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.3771.1%9.8%
25Δ80.9355.5%6.8%
30Δ82.8144.4%4.7%
35Δ83.9137.7%3.5%
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
78.37
IV
71.1%
B/E move
9.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.93
IV
55.5%
B/E move
6.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.81
IV
44.4%
B/E move
4.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.91
IV
37.7%
B/E move
3.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend24.63%
Daily EOD
SYLD16.5%25.8%35.0%2026-10-19: 33.77%2026-10-20: 17.82%2026-10-21: 19.43%2026-10-23: 18.72%2026-10-26: 20.84%2026-10-27: 32.67%2026-10-28: 21.33%2026-10-29: 24.11%2026-10-30: 24.63%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
33.77%
17.82%
19.43%
18.72%
20.84%
32.67%
21.33%
24.11%
24.63%