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T. Rowe Price Capital Appreciation Premium Income ETF TCAL

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Market datapartial · fetched 2026-10-23T22:26:45.498Z

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 · 2026-10-23T20:10:00.002533617Z

FundamentalsAlpha Vantage · unavailable

Share price$23.11
1D+0.1%
AH$23.06$23.08$23.11$23.13$23.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTCAL
Sold putSold callAH

T. Rowe Price Capital Appreciation Premium Income ETF options

Live interpolated TCAL call and put midpoint premiums by absolute delta.T. Rowe Price Capital Appreciation Premium Income ETF$0.36$1.17$1.99$2.80$3.61$20.43$21.70$22.98$24.26$25.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TCAL spot · $23.11TCAL PRICE$0.45$0.45$0.45$0.45$0.48$0.52$0.55$0.59$0.72$0.93$1.15$1.36$1.57$0.47$0.48$0.50$0.54$0.57$0.61$0.70$0.78$0.86$0.94$1.03$2.09$3.38
PutsExpensive3.26×
CallsExpensive2.70×
SkewBearish+4.01 pp
Implied moveBearish±$1.25
TiltBearish14.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.7569.0%22.0%20.3561.9%14.0%
25Δ25.7850.9%13.5%21.3448.2%9.7%
30Δ24.7639.7%9.1%22.0339.1%6.9%
35Δ24.0931.6%6.2%22.3734.9%5.5%
40Δ23.8028.3%5.1%22.7130.7%4.2%
45Δ23.5725.7%4.2%23.0327.0%3.0%
50Δ23.3323.2%3.3%23.2125.9%2.6%
55Δ23.1020.7%2.5%23.4024.7%2.1%
60Δ22.8419.9%2.0%23.5823.6%1.7%
65Δ22.5720.4%1.7%23.7622.5%1.3%
70Δ22.3020.8%1.4%23.9521.4%0.8%
75Δ22.0221.3%1.2%24.9536.5%1.1%
80Δ21.7521.7%0.9%26.2448.9%1.1%

20Δ

Calls
Pseudo strike
27.75
IV
69.0%
B/E move
22.0%
Puts
Pseudo strike
20.35
IV
61.9%
B/E move
14.0%

25Δ

Calls
Pseudo strike
25.78
IV
50.9%
B/E move
13.5%
Puts
Pseudo strike
21.34
IV
48.2%
B/E move
9.7%

30Δ

Calls
Pseudo strike
24.76
IV
39.7%
B/E move
9.1%
Puts
Pseudo strike
22.03
IV
39.1%
B/E move
6.9%

35Δ

Calls
Pseudo strike
24.09
IV
31.6%
B/E move
6.2%
Puts
Pseudo strike
22.37
IV
34.9%
B/E move
5.5%

40Δ

Calls
Pseudo strike
23.80
IV
28.3%
B/E move
5.1%
Puts
Pseudo strike
22.71
IV
30.7%
B/E move
4.2%

45Δ

Calls
Pseudo strike
23.57
IV
25.7%
B/E move
4.2%
Puts
Pseudo strike
23.03
IV
27.0%
B/E move
3.0%

50Δ

Calls
Pseudo strike
23.33
IV
23.2%
B/E move
3.3%
Puts
Pseudo strike
23.21
IV
25.9%
B/E move
2.6%

55Δ

Calls
Pseudo strike
23.10
IV
20.7%
B/E move
2.5%
Puts
Pseudo strike
23.40
IV
24.7%
B/E move
2.1%

60Δ

Calls
Pseudo strike
22.84
IV
19.9%
B/E move
2.0%
Puts
Pseudo strike
23.58
IV
23.6%
B/E move
1.7%

65Δ

Calls
Pseudo strike
22.57
IV
20.4%
B/E move
1.7%
Puts
Pseudo strike
23.76
IV
22.5%
B/E move
1.3%

70Δ

Calls
Pseudo strike
22.30
IV
20.8%
B/E move
1.4%
Puts
Pseudo strike
23.95
IV
21.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
22.02
IV
21.3%
B/E move
1.2%
Puts
Pseudo strike
24.95
IV
36.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
21.75
IV
21.7%
B/E move
0.9%
Puts
Pseudo strike
26.24
IV
48.9%
B/E move
1.1%

Options history

No recorded observations