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T. Rowe Price Capital Appreciation Premium Income ETF TCAL

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Market datapartial · fetched 2026-10-23T17:56:21.580Z

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 · 2026-10-23T17:47:00.219505267Z

FundamentalsAlpha Vantage · unavailable

Share price$23.10
1D+0.0%
$23.06$23.08$23.11$23.13$23.155:30 AM6:30 AM9:00 AM1:00 PMTCAL
Sold putSold call

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$0.72$0.96$1.20$1.43$1.67$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICETCAL PRICE$0.74$0.96$1.17$1.39$1.60
Puts——
CallsExpensive1.92×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ22.8120.3%2.0%
65Δ22.5420.9%1.7%
70Δ22.2621.5%1.5%
75Δ21.9822.1%1.2%
80Δ21.7022.7%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

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
22.81
IV
20.3%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
22.54
IV
20.9%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
22.26
IV
21.5%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
21.98
IV
22.1%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
21.70
IV
22.7%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations