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T. Rowe Price Capital Appreciation Equity ETF TCAF

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Market datapartial · fetched 2026-10-22T21:23:42.187Z

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 · 2026-10-22T20:10:00.001339585Z

FundamentalsAlpha Vantage · unavailable

Share price$43.19
1D-0.4%
AH$43.03$43.13$43.22$43.32$43.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTCAF
Sold putSold callAH

T. Rowe Price Capital Appreciation Equity ETF options

Live interpolated TCAF call and put midpoint premiums by absolute delta.T. Rowe Price Capital Appreciation Equity ETF$0.35$0.79$1.23$1.67$2.11$40.14$41.63$43.11$44.60$46.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TCAF spot · $43.19TCAF PRICE$0.40$0.42$0.45$0.51$0.57$0.65$0.72$0.80$0.93$1.18$1.42$1.68$1.98$0.48$0.52$0.57$0.63$0.69$0.77$0.89$1.01$1.12$1.29$1.51$1.73
PutsExpensive1.10×
CallsFair0.96×
SkewBearish+2.05 pp
Implied moveBearish±$1.61
TiltBullish2.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.8731.1%9.5%40.1733.9%8.1%
25Δ45.6324.5%6.6%41.2227.6%5.7%
30Δ44.7820.3%4.7%41.9323.8%4.2%
35Δ44.3318.5%3.8%42.3721.6%3.4%
40Δ43.9316.9%3.0%42.7719.5%2.6%
45Δ43.6816.1%2.6%43.1118.1%2.0%
50Δ43.4215.3%2.2%43.3717.6%1.7%
55Δ43.1714.5%1.8%43.6217.0%1.3%
60Δ42.9014.3%1.5%43.8816.5%1.0%
65Δ42.5915.3%1.3%44.1616.2%0.7%
70Δ42.2816.4%1.2%44.4616.2%0.6%
75Δ41.9717.3%1.0%44.7616.2%0.4%
80Δ41.5817.3%0.9%

20Δ

Calls
Pseudo strike
46.87
IV
31.1%
B/E move
9.5%
Puts
Pseudo strike
40.17
IV
33.9%
B/E move
8.1%

25Δ

Calls
Pseudo strike
45.63
IV
24.5%
B/E move
6.6%
Puts
Pseudo strike
41.22
IV
27.6%
B/E move
5.7%

30Δ

Calls
Pseudo strike
44.78
IV
20.3%
B/E move
4.7%
Puts
Pseudo strike
41.93
IV
23.8%
B/E move
4.2%

35Δ

Calls
Pseudo strike
44.33
IV
18.5%
B/E move
3.8%
Puts
Pseudo strike
42.37
IV
21.6%
B/E move
3.4%

40Δ

Calls
Pseudo strike
43.93
IV
16.9%
B/E move
3.0%
Puts
Pseudo strike
42.77
IV
19.5%
B/E move
2.6%

45Δ

Calls
Pseudo strike
43.68
IV
16.1%
B/E move
2.6%
Puts
Pseudo strike
43.11
IV
18.1%
B/E move
2.0%

50Δ

Calls
Pseudo strike
43.42
IV
15.3%
B/E move
2.2%
Puts
Pseudo strike
43.37
IV
17.6%
B/E move
1.7%

55Δ

Calls
Pseudo strike
43.17
IV
14.5%
B/E move
1.8%
Puts
Pseudo strike
43.62
IV
17.0%
B/E move
1.3%

60Δ

Calls
Pseudo strike
42.90
IV
14.3%
B/E move
1.5%
Puts
Pseudo strike
43.88
IV
16.5%
B/E move
1.0%

65Δ

Calls
Pseudo strike
42.59
IV
15.3%
B/E move
1.3%
Puts
Pseudo strike
44.16
IV
16.2%
B/E move
0.7%

70Δ

Calls
Pseudo strike
42.28
IV
16.4%
B/E move
1.2%
Puts
Pseudo strike
44.46
IV
16.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
41.97
IV
17.3%
B/E move
1.0%
Puts
Pseudo strike
44.76
IV
16.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
41.58
IV
17.3%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations