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Tortoise Global Water ETF TBLU

i

Market dataready · fetched 2026-10-22T23:23:51.953Z

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 · 2026-10-22T23:00:00.003516475Z

FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:23:50.618807+00:00

Share price$51.12
1D+1.5%
AH$50.27$50.49$50.72$50.95$51.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTBLU
Sold putSold callAH

Tortoise Global Water ETF options

Live interpolated TBLU call and put midpoint premiums by absolute delta.Tortoise Global Water ETF$0.55$0.97$1.38$1.80$2.21$47.28$48.96$50.64$52.32$54.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TBLU spot · $51.12TBLU PRICE$0.60$0.62$0.65$0.69$0.74$0.78$0.91$1.18$1.44$1.74$2.09$0.63$0.70$0.76$0.81$0.87$0.94$1.13$1.31$1.49$1.67$1.85$2.03
PutsExpensive1.49×
CallsFair0.98×
SkewBearish+6.89 pp
Implied moveBearish±$1.86
TiltBearish10.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.1837.6%8.9%
25Δ48.4931.4%6.5%
30Δ53.1722.6%5.2%49.4126.8%4.8%
35Δ52.5219.3%4.0%50.1123.3%3.6%
40Δ51.9716.4%3.0%50.5820.9%2.8%
45Δ51.7015.0%2.5%51.0318.7%2.0%
50Δ51.4313.5%2.1%51.3618.6%1.7%
55Δ51.1612.1%1.6%51.7018.6%1.4%
60Δ50.8711.7%1.3%52.0318.5%1.1%
65Δ50.5412.8%1.2%52.3417.8%0.9%
70Δ50.2214.0%1.1%52.6517.1%0.6%
75Δ49.8614.9%0.9%52.9616.4%0.4%
80Δ49.4315.4%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.18
IV
37.6%
B/E move
8.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.49
IV
31.4%
B/E move
6.5%

30Δ

Calls
Pseudo strike
53.17
IV
22.6%
B/E move
5.2%
Puts
Pseudo strike
49.41
IV
26.8%
B/E move
4.8%

35Δ

Calls
Pseudo strike
52.52
IV
19.3%
B/E move
4.0%
Puts
Pseudo strike
50.11
IV
23.3%
B/E move
3.6%

40Δ

Calls
Pseudo strike
51.97
IV
16.4%
B/E move
3.0%
Puts
Pseudo strike
50.58
IV
20.9%
B/E move
2.8%

45Δ

Calls
Pseudo strike
51.70
IV
15.0%
B/E move
2.5%
Puts
Pseudo strike
51.03
IV
18.7%
B/E move
2.0%

50Δ

Calls
Pseudo strike
51.43
IV
13.5%
B/E move
2.1%
Puts
Pseudo strike
51.36
IV
18.6%
B/E move
1.7%

55Δ

Calls
Pseudo strike
51.16
IV
12.1%
B/E move
1.6%
Puts
Pseudo strike
51.70
IV
18.6%
B/E move
1.4%

60Δ

Calls
Pseudo strike
50.87
IV
11.7%
B/E move
1.3%
Puts
Pseudo strike
52.03
IV
18.5%
B/E move
1.1%

65Δ

Calls
Pseudo strike
50.54
IV
12.8%
B/E move
1.2%
Puts
Pseudo strike
52.34
IV
17.8%
B/E move
0.9%

70Δ

Calls
Pseudo strike
50.22
IV
14.0%
B/E move
1.1%
Puts
Pseudo strike
52.65
IV
17.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
49.86
IV
14.9%
B/E move
0.9%
Puts
Pseudo strike
52.96
IV
16.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
49.43
IV
15.4%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations