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Cambria Shareholder Yield ETF SYLD

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Market datapartial · fetched 2026-10-23T21:11:50.085Z

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 · 2026-10-23T20:10:06.877191638Z

FundamentalsAlpha Vantage · unavailable

Share price$85.33
1D+0.3%
AH$84.52$84.78$85.04$85.29$85.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSYLD
Sold putSold callAH

Cambria Shareholder Yield ETF options

Live interpolated SYLD call and put midpoint premiums by absolute delta.Cambria Shareholder Yield ETF$0.99$2.00$3.02$4.03$5.04$77.94$81.46$84.97$88.49$92.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SYLD spot · $85.33SYLD PRICE$1.10$1.14$1.21$1.33$1.45$1.56$1.68$1.79$1.95$2.13$2.39$2.87$3.29$1.18$1.25$1.35$1.45$1.58$1.81$2.30$2.79$3.28$3.77$4.26$4.75
PutsExpensive2.14×
CallsExpensive1.50×
SkewBearish+3.05 pp
Implied moveBearish±$3.98
TiltBearish11.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ95.7844.4%13.5%77.9742.8%10.0%
25Δ92.1535.0%9.3%80.7233.9%6.9%
30Δ89.7228.6%6.6%82.3528.9%5.1%
35Δ88.8626.3%5.7%83.5325.2%3.8%
40Δ87.9924.1%4.8%84.4122.7%2.9%
45Δ87.1321.8%3.9%85.1621.3%2.3%
50Δ86.2719.5%3.1%85.8921.5%2.0%
55Δ85.4117.2%2.2%86.6321.7%1.8%
60Δ84.7715.7%1.6%87.3621.9%1.5%
65Δ84.3414.9%1.3%88.0922.0%1.2%
70Δ83.8614.5%1.1%88.8222.2%0.9%
75Δ83.2515.1%0.9%89.5522.4%0.6%
80Δ82.7015.0%0.8%

20Δ

Calls
Pseudo strike
95.78
IV
44.4%
B/E move
13.5%
Puts
Pseudo strike
77.97
IV
42.8%
B/E move
10.0%

25Δ

Calls
Pseudo strike
92.15
IV
35.0%
B/E move
9.3%
Puts
Pseudo strike
80.72
IV
33.9%
B/E move
6.9%

30Δ

Calls
Pseudo strike
89.72
IV
28.6%
B/E move
6.6%
Puts
Pseudo strike
82.35
IV
28.9%
B/E move
5.1%

35Δ

Calls
Pseudo strike
88.86
IV
26.3%
B/E move
5.7%
Puts
Pseudo strike
83.53
IV
25.2%
B/E move
3.8%

40Δ

Calls
Pseudo strike
87.99
IV
24.1%
B/E move
4.8%
Puts
Pseudo strike
84.41
IV
22.7%
B/E move
2.9%

45Δ

Calls
Pseudo strike
87.13
IV
21.8%
B/E move
3.9%
Puts
Pseudo strike
85.16
IV
21.3%
B/E move
2.3%

50Δ

Calls
Pseudo strike
86.27
IV
19.5%
B/E move
3.1%
Puts
Pseudo strike
85.89
IV
21.5%
B/E move
2.0%

55Δ

Calls
Pseudo strike
85.41
IV
17.2%
B/E move
2.2%
Puts
Pseudo strike
86.63
IV
21.7%
B/E move
1.8%

60Δ

Calls
Pseudo strike
84.77
IV
15.7%
B/E move
1.6%
Puts
Pseudo strike
87.36
IV
21.9%
B/E move
1.5%

65Δ

Calls
Pseudo strike
84.34
IV
14.9%
B/E move
1.3%
Puts
Pseudo strike
88.09
IV
22.0%
B/E move
1.2%

70Δ

Calls
Pseudo strike
83.86
IV
14.5%
B/E move
1.1%
Puts
Pseudo strike
88.82
IV
22.2%
B/E move
0.9%

75Δ

Calls
Pseudo strike
83.25
IV
15.1%
B/E move
0.9%
Puts
Pseudo strike
89.55
IV
22.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
82.70
IV
15.0%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations