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Cambria Shareholder Yield ETF SYLD

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Market datapartial · fetched 2026-10-22T14:48:44.723Z

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 · 2026-10-22T14:47:13.523114076Z

FundamentalsAlpha Vantage · unavailable

Share price$84.55
1D+0.1%
$84.42$84.56$84.70$84.84$84.985:30 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$1.15$1.24$1.34$1.43$1.53$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESYLD PRICE$1.16$1.25$1.35$1.50
PutsExpensive2.86×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.2941.6%10.0%
25Δ79.9833.3%6.9%
30Δ81.5228.6%5.2%
35Δ82.6425.8%4.0%
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
77.29
IV
41.6%
B/E move
10.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
79.98
IV
33.3%
B/E move
6.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
81.52
IV
28.6%
B/E move
5.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
82.64
IV
25.8%
B/E move
4.0%

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

No recorded observations